quic_graph_lasso_test.py 文件源码

def test_integration_quic_graph_lasso_fun(self, params_in, expected):
        '''
        Just tests inputs/outputs (not validity of result).
        '''
        X = datasets.load_diabetes().data
        lam = 0.5
        if 'lam' in params_in:
            lam = params_in['lam']
            del params_in['lam']

        S = np.corrcoef(X, rowvar=False)
        if 'init_method' in params_in:
            if params_in['init_method'] == 'cov':
                S = np.cov(X, rowvar=False)

            del params_in['init_method']

        precision_, covariance_, opt_, cpu_time_, iters_, duality_gap_ =\
            quic(S, lam, **params_in)

        result_vec = [
            np.linalg.norm(covariance_),
            np.linalg.norm(precision_),
            np.linalg.norm(opt_),
            np.linalg.norm(duality_gap_),
        ]
        print(result_vec)
        assert_allclose(expected, result_vec, atol=1e-1, rtol=1e-1)