-
Notifications
You must be signed in to change notification settings - Fork 31
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.
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
Package fails when response is zero vector. #51
Comments
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Running the following
`
using Lasso
X = [1 2; 3 4]
y = zeros(2)
fit(LassoPath, X, y)
`
leads to the error message
ERROR: coordinate descent failed to converge in 10000 iterations at λ = NaN
Having done some debugging, the problem is the following: when computing the λ values that make up the path, λmax is computed to be 0, resulting in λ being a vector of NaNs. The correct thing to output is that the null model is the only Lasso solution.
The easiest way to fix this is to have a check for λ being a vector of all NaNs right after line 490 in Lasso.jl. This is not a good solution, though, since we're relying on the fact that λmax = 0 implies λ is a vector of all NaNs; λ may be a vector of all NaNs due to another reason.
I think the best solution will be to modify build_model so that, in addition to the 4 values it currently returns, it also returns λmax. Then, we can have a check for λmax == 0 in line 491.
The text was updated successfully, but these errors were encountered: