def test_mtl_path():
X, Y = build_dataset(n_targets=3)
tol = 1e-10
params = dict(eps=0.01, tol=tol, n_alphas=10)
alphas, coefs, gaps = mtl_path(X, Y, **params)
np.testing.assert_array_less(gaps, tol)
sk_alphas, sk_coefs, sk_gaps = lasso_path(X, Y, **params, max_iter=10000)
np.testing.assert_array_less(sk_gaps, tol * np.linalg.norm(Y, 'fro')**2)
np.testing.assert_array_almost_equal(coefs, sk_coefs, decimal=5)
np.testing.assert_allclose(alphas, sk_alphas)
def test_mtl():
# n_samples, n_features = 30, 70
# X, Y, _, _ = build_dataset(n_samples, n_features, n_targets=10)
X, Y, _, _ = build_dataset(n_targets=10)
tol = 1e-9
alphas, coefs, gaps = mtl_path(X, Y, eps=1e-2, tol=tol)
np.testing.assert_array_less(gaps, tol)
sk_alphas, sk_coefs, sk_gaps = lasso_path(X, Y, eps=1e-2, tol=tol)
np.testing.assert_array_less(sk_gaps, tol * np.linalg.norm(Y, 'fro')**2)
np.testing.assert_array_almost_equal(coefs, sk_coefs, decimal=5)
np.testing.assert_allclose(alphas, sk_alphas)