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JuliaStats / Lasso.jl / 159
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DEFAULT BRANCH: master
Ran 26 Feb 2019 02:40PM UTC
Jobs 3
Files 6
Run time 23min
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AsafManela
Better handling of constant variables (#28)

When fitting a LassoPath for `\alpha=1`, if a column of `X` is all zero, or when it is constant and centralization is requested, `Lasso.fit` fails with a `"coordinate descent failed to converge in $maxiter iterations at λ = $λ"` error.

The culprit is a `0/0` case which is addressed in this PR.

However I am unsure of the following:
1. When `\alpha < 1`, is there any practical use for the coef of a constant (but non-intercept) variable to be non-zero? If so then the fix should be reconsidered.
2. Should we just fail gracefully instead of trying to proceed for this pathological input?

Any suggestions much appreciated.

820 of 944 relevant lines covered (86.86%)

17136507.5 hits per line

Jobs
ID Job ID Ran Files Coverage
4 159.4 26 Feb 2019 02:48PM UTC 0
55.3
Travis Job 159.4
5 159.5 26 Feb 2019 02:40PM UTC 0
86.52
Travis Job 159.5
6 159.6 26 Feb 2019 03:03PM UTC 0
86.52
Travis Job 159.6
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