We will see the error mentioned above if run the training with quantile_lasso. If we explore further into the error, we will know that gurobi tells us that this problem is INFEASIBLE.
However, we won't run into the same error if we do either of the thing listed below:
replace tau=0.9 to tau=0.900001
replace gurobi with glpk
change the precision of the floating number by saving and re-loading the data using save.csv and read.csv
We ran into the error
when using
quantile_lassousing test.rds.This is the script that I used test.R
We will see the error mentioned above if run the training with
quantile_lasso. If we explore further into the error, we will know thatgurobitells us that this problem isINFEASIBLE.However, we won't run into the same error if we do either of the thing listed below:
tau=0.9to tau=0.900001gurobiwithglpksave.csvandread.csvThis seems weird.