Difference between the regression coefficients of scikit-learn and daal4py on small datasets, for multi-target problem.

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Difference between the regression coefficients of scikit-learn and daal4py on small datasets, for multi-target problem. #275

Open Pahandrovich opened 4 years ago

Pahandrovich commented 4 years ago

Scikit-learn test for Ridge regression "test_ridge_cv_individual_penalties" shows the difference between the regression coefficients of scikit-learn and daal4py on small datasets, for multi-target problem. Coefficients matches for first label only. For big data the coefficients are close. It is possible to improve this correspondence in the future.

david-cortes-intel commented 1 month ago

Issue should be solved by the linked PR: https://github.com/intel/scikit-learn-intelex/pull/1898

Closing.

david-cortes-intel commented 1 month ago

My bad, PR didn't fix it entirely, issue is still being worked on. Reopening.