def test_ridge(solver): # Ridge regression convergence test using score # TODO: for this test to be robust, we should use a dataset instead # of np.random. rng = np.random.RandomState(0) alpha = 1.0 # With more samples than features n_samples, n_features = 6, 5 y = rng.randn(n_samples) X = rng.randn(n_samples, n_features) ridge = Ridge(alpha=alpha, solver=solver) ridge.fit(X, y) assert ridge.coef_.shape == (X.shape[1], ) assert ridge.score(X, y) > 0.47 if solver in ("cholesky", "sag"): # Currently the only solvers to support sample_weight. ridge.fit(X, y, sample_weight=np.ones(n_samples)) assert ridge.score(X, y) > 0.47 # With more features than samples n_samples, n_features = 5, 10 y = rng.randn(n_samples) X = rng.randn(n_samples, n_features) ridge = Ridge(alpha=alpha, solver=solver) ridge.fit(X, y) assert ridge.score(X, y) > .9 if solver in ("cholesky", "sag"): # Currently the only solvers to support sample_weight. ridge.fit(X, y, sample_weight=np.ones(n_samples)) assert ridge.score(X, y) > 0.9
def _test_tolerance(filter_): ridge = Ridge(tol=1e-5, fit_intercept=False) ridge.fit(filter_(X_diabetes), y_diabetes) score = ridge.score(filter_(X_diabetes), y_diabetes) ridge2 = Ridge(tol=1e-3, fit_intercept=False) ridge2.fit(filter_(X_diabetes), y_diabetes) score2 = ridge2.score(filter_(X_diabetes), y_diabetes) assert score >= score2
def test_ridge_singular(): # test on a singular matrix rng = np.random.RandomState(0) n_samples, n_features = 6, 6 y = rng.randn(n_samples // 2) y = np.concatenate((y, y)) X = rng.randn(n_samples // 2, n_features) X = np.concatenate((X, X), axis=0) ridge = Ridge(alpha=0) ridge.fit(X, y) assert ridge.score(X, y) > 0.9
def _test_ridge_diabetes(filter_): ridge = Ridge(fit_intercept=False) ridge.fit(filter_(X_diabetes), y_diabetes) return np.round(ridge.score(filter_(X_diabetes), y_diabetes), 5)