Stepsize update rule changed in fista.py

scikit-learn-contrib / lightning

Large-scale linear classification, regression and ranking in Python

https://contrib.scikit-learn.org/lightning/

1.73k stars 214 forks source link

Stepsize update rule changed in fista.py #102

Closed samuelefiorini closed 7 years ago

samuelefiorini commented 7 years ago

According to the original FISTA paper [Beck09].

[Beck09] Beck, Amir, and Marc Teboulle. "A fast iterative shrinkage-thresholding algorithm for linear inverse problems." SIAM journal on imaging sciences 2.1 (2009): 183-202.

mblondel commented 7 years ago

Thanks for spotting this mistake! Could you also update test_fista.py? Some tests fail because of your change.

https://travis-ci.org/scikit-learn-contrib/lightning/jobs/179730820

samuelefiorini commented 7 years ago

No problem. I didn't realize that, sorry. I'll try and fix test_fista.py asap.

mblondel commented 7 years ago

Merged, thanks!