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fix LASSO #346

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Merged
Mec-iS merged 2 commits into from
Dec 5, 2025
+4 −4
Merged

fix LASSO #346

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0a6fac8
fix lasso doc typo
georeth Dec 5, 2025
a99c007
fix lasso optimizer bug
georeth Dec 5, 2025
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2 changes: 1 addition & 1 deletion src/linear/lasso.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -166,7 +166,7 @@ pub struct LassoSearchParameters {
/// The maximum number of iterations
pub max_iter: Vec<usize>,
#[cfg_attr(feature = "serde", serde(default))]
/// The maximum number of iterations
/// If false, force the intercept parameter (beta_0) to be zero.
pub fit_intercept: Vec<bool>,
}

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6 changes: 3 additions & 3 deletions src/linear/lasso_optimizer.rs
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Expand Up @@ -53,6 +53,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
let lambda = lambda.max(T::epsilon());

//parameters
let max_ls_iter = 100;
let pcgmaxi = 5000;
let min_pcgtol = T::from_f64(0.1).unwrap();
let eta = T::from_f64(1E-3).unwrap();
Expand All @@ -68,7 +69,6 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
y.to_owned()
};

let mut max_ls_iter = 100;
let mut pitr = 0;
let mut w = Vec::zeros(p);
let mut neww = w.clone();
Expand Down Expand Up @@ -170,7 +170,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
s = T::one();
let gdx = grad.dot(&dxu);

let lsiter = 0;
let mut lsiter = 0;
while lsiter < max_ls_iter {
for i in 0..p {
neww[i] = w[i] + s * dx[i];
Expand All @@ -195,7 +195,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
}
}
s = beta * s;
max_ls_iter += 1;
lsiter += 1;
}

if lsiter == max_ls_iter {
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