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Refit not allowed

Open GJBoth opened this issue 5 years ago • 4 comments

Hi,

Thanks for your package, it's very useful. I tried to fit two different datasets using the same model and I got an error that refitting is not allowed. What is the reason for this? (SK-learn doesn't prompt this.) For me its useful as I prefer not to keep lists of models with exactly the same parameters laying around...

Thanks!

GJBoth avatar Jun 22 '20 09:06 GJBoth

I think we got rid of this error. Can you check if you get the error still with the latest version or the development version?

jasmainak avatar Jun 22 '20 16:06 jasmainak

In the new version it's indeed fixed, thanks. It hasn't been in the pip version, though. Additional question: what settings do I need to reproduce scikit-learn Lasso results? I'm struggling to get the same result on the same dataset. Right now I have a gaussian noise, alpha=1.0 and similar tolerance, but that doesn't work. Other methods (Celer, for example) do give the same result.

GJBoth avatar Jun 23 '20 08:06 GJBoth

did you look at the convergence plot? I think our solvers are not as efficient / optimized as celer or scikit-learn. You might be running out iterations.

jasmainak avatar Jun 25 '20 01:06 jasmainak

@GJBoth is this still relevant for you? You might want to use the latest version to see if it fixes the problem

jasmainak avatar Aug 14 '20 20:08 jasmainak