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JuliaStats / Lasso.jl / 159 / 5
91%
master: 91%

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DEFAULT BRANCH: master
Ran 26 Feb 2019 02:40PM UTC
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26 Feb 2019 02:31PM UTC coverage: 86.52% (+0.01%) from 86.506%
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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.

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