Open mathematicalmichael opened 4 years ago
[ ] test funs
test that numerical solutions agree for some test problems
[ ] test plot
[ ] test util
[x] test norm
test against numpy basics with identity cov.
test that diagonals getting larger actually shrinks the evaluation
test problem that you have analytical solutions for
will be used in numerical comparisons
map_sol matches from sklearn.linear_model import Ridge
with w
and alpha
playing the same roles.
r = Ridge(alpha=1, fit_intercept=False).fit(X, y)
map_sol = mf.map_sol(X, np.zeros(100), y, w=1).ravel()
print(r.coef_ - map_sol)
next up: how does sample_weights
correspond to covariance / prior evaluation.
9 gets us started with a baseline.
[x] add badge to README for codecov
[ ] get coverage above 50%
[ ] make final release with commented out code, then delete it pre-
v0.1
[x] ignore plotting for now,
just make sure it runsskipping for coverage