Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

ENH - add warning in PN_logreg for unhandled case #241

Open
wants to merge 1 commit into
base: main
Choose a base branch
from
Open

ENH - add warning in PN_logreg for unhandled case #241

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
12 changes: 8 additions & 4 deletions celer/PN_logreg.pyx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -400,11 +400,12 @@ cpdef void do_line_search(
floating[::1, :] X, floating[:] X_data,
int[:] X_indices, int[:] X_indptr, int MAX_BACKTRACK_ITR,
floating[:] y, floating[:] exp_Xw, floating[:] low_exp_Xw,
floating[:] aux, int[:] is_positive_label) nogil:
floating[:] aux, int[:] is_positive_label):
Copy link
Collaborator Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I think not releasing the GIL here won't affect the performance as this function is originally single-threaded.


cdef int i, ind, backtrack_itr
cdef floating deriv
cdef floating step_size = 1.
cdef floating atol = 1e-7

cdef int n_samples = y.shape[0]
fcopy(&n_samples, &exp_Xw[0], &inc, &low_exp_Xw[0], &inc)
Expand All @@ -417,15 +418,18 @@ cpdef void do_line_search(
deriv = compute_derivative(
w, WS, delta_w, X_delta_w, alpha, aux, step_size, y)

if deriv < 1e-7:
if deriv < atol:
break
else:
step_size = step_size / 2.
for i in range(n_samples):
exp_Xw[i] = sqrt(exp_Xw[i] * low_exp_Xw[i])
else:
pass
# TODO what do we do in this case?
warnings.warn(
'Line search failed to converge '
f'deriv {deriv:.2e}, atol {atol:.2e}',
ConvergenceWarning
)

# a suitable step size is found, perform step:
for ind in range(WS.shape[0]):
Expand Down