add fit_intercept to LASSO (#344)
* add fit_intercept to LASSO * lasso: intercept=None if fit_intercept is false * update CHANGELOG.md to reflect lasso changes * lasso: minor
This commit is contained in:
@@ -45,6 +45,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
|
||||
lambda: T,
|
||||
max_iter: usize,
|
||||
tol: T,
|
||||
fit_intercept: bool,
|
||||
) -> Result<Vec<T>, Failed> {
|
||||
let (n, p) = x.shape();
|
||||
let p_f64 = T::from_usize(p).unwrap();
|
||||
@@ -61,7 +62,11 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
|
||||
let mu = T::two();
|
||||
|
||||
// let y = M::from_row_vector(y.sub_scalar(y.mean_by())).transpose();
|
||||
let y = y.sub_scalar(T::from_f64(y.mean_by()).unwrap());
|
||||
let y = if fit_intercept {
|
||||
y.sub_scalar(T::from_f64(y.mean_by()).unwrap())
|
||||
} else {
|
||||
y.to_owned()
|
||||
};
|
||||
|
||||
let mut max_ls_iter = 100;
|
||||
let mut pitr = 0;
|
||||
|
||||
Reference in New Issue
Block a user