test_least_angle.py 文件源码

def test_lasso_lars_vs_lasso_cd_early_stopping(verbose=False):
    # Test that LassoLars and Lasso using coordinate descent give the
    # same results when early stopping is used.
    # (test : before, in the middle, and in the last part of the path)
    alphas_min = [10, 0.9, 1e-4]
    for alphas_min in alphas_min:
        alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso',
                                                       alpha_min=0.9)
        lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8)
        lasso_cd.alpha = alphas[-1]
        lasso_cd.fit(X, y)
        error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_)
        assert_less(error, 0.01)

    alphas_min = [10, 0.9, 1e-4]
    # same test, with normalization
    for alphas_min in alphas_min:
        alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso',
                                                       alpha_min=0.9)
        lasso_cd = linear_model.Lasso(fit_intercept=True, normalize=True,
                                      tol=1e-8)
        lasso_cd.alpha = alphas[-1]
        lasso_cd.fit(X, y)
        error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_)
        assert_less(error, 0.01)