8000 [MRG+2] Minor changes in ridge float64 upcasting by massich · Pull Request #9125 · scikit-learn/scikit-learn · GitHub
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[MRG+2] Minor changes in ridge float64 upcasting #9125

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Merged
merged 2 commits into from
Jun 15, 2017
Merged

[MRG+2] Minor changes in ridge float64 upcasting #9125

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dbf935d
Add oliver's comments
Jun 14, 2017
b0910a6
Adapt the tests to be more descriptive in pytest
Jun 14, 2017
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7 changes: 4 additions & 3 deletions sklearn/linear_model/ridge.py
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Original file line number Diff line number Diff line change
Expand Up @@ -472,10 +472,11 @@ def __init__(self, alpha=1.0, fit_intercept=True, normalize=False,

def fit(self, X, y, sample_weight=None):

if self.solver in ['svd', 'sparse_cg', 'cholesky', 'lsqr']:
_dtype = [np.float64, np.float32]
else:
if self.solver in ('sag', 'saga'):
_dtype = np.float64
else:
# all other solvers work at both float precision levels
_dtype = [np.float64, np.float32]

X, y = check_X_y(X, y, ['csr', 'csc', 'coo'], dtype=_dtype,
multi_output=True, y_numeric=True)
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16 changes: 9 additions & 7 deletions sklearn/linear_model/tests/test_ridge.py
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Expand Up @@ -813,12 +813,12 @@ def test_dtype_match():
ridge_64.fit(X_64, y_64)
coef_64 = ridge_64.coef_

# Do all the checks at once, like this is easier to debug
assert_almost_equal(ridge_32.coef_, ridge_64.coef_, decimal=5)

# Do the actual checks at once for easier debug
assert_equal(coef_32.dtype, X_32.dtype)
assert_equal(coef_64.dtype, X_64.dtype)
assert coef_32.dtype == X_32.dtype
assert coef_64.dtype == X_64.dtype
assert ridge_32.predict(X_32).dtype == X_32.dtype
assert ridge_64.predict(X_64).dtype == X_64.dtype
assert_almost_equal(ridge_32.coef_, ridge_64.coef_, decimal=5)


def test_dtype_match_cholesky():
Expand All @@ -844,6 +844,8 @@ def test_dtype_match_cholesky():
coef_64 = ridge_64.coef_

# Do all the checks at once, like this is easier to debug
assert_equal(coef_32.dtype, X_32.dtype)
assert_equal(coef_64.dtype, X_64.dtype)
assert coef_32.dtype == X_32.dtype
assert coef_64.dtype == X_64.dtype
assert ridge_32.predict(X_32).dtype == X_32.dtype
assert ridge_64.predict(X_64).dtype == X_64.dtype
assert_almost_equal(ridge_32.coef_, ridge_64.coef_, decimal=5)
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