[MRG] fix bug and add regression test

scikit-learn-contrib / scikit-learn-extra

scikit-learn contrib estimators

https://scikit-learn-extra.readthedocs.io

BSD 3-Clause "New" or "Revised" License

187 stars 42 forks source link

[MRG] fix bug and add regression test #145

Closed TimotheeMathieu closed 1 year ago

TimotheeMathieu commented 1 year ago

In this PR I fix a bug in the robust module. The burn_in parameter was buggy in multivariate setting in particular for the regression algorithm. It was meant to be a heuristic to make the algorithm more stable but it backfired and it is preferable to remove it.

I also included a regression test for the high-dimensional case.

TimotheeMathieu commented 1 year ago

This is a bug fix and it does not impact the library other than for the robust module. I am merging.