Add params to control solver, default Clarabel, pin cvxpy version #1975
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…octor_visits cvxpy to >=1.5
minhkhul
changed the title
melange396
requested changes
Jun 21, 2024
| logger, | ||
| ) if weekday else None | ||
| if weekday and np.any(np.all(params == 0,axis=1)): | ||
| params = ( |
There was a problem hiding this comment.
if you want to get a smaller diff, you can probably revert the changes to this file, which will get it ignored by the linter.
Co-authored-by: george <[email protected]>
Co-authored-by: george <[email protected]>
melange396
approved these changes
Jun 21, 2024
Comment on lines
+33
to
+50
| expected_result = [ | ||
| -0.05993665, | ||
| -0.0727396, | ||
| -0.05618517, | ||
| 0.0343405, | ||
| 0.12534997, | ||
| 0.04561813, | ||
| -2.27669028, | ||
| -1.89564374, | ||
| -1.5695407, | ||
| -1.29838116, | ||
| -1.08216513, | ||
| -0.92089259, | ||
| -0.81456355, | ||
| -0.76317802, | ||
| -0.76673598, | ||
| -0.82523745, | ||
| ] |
There was a problem hiding this comment.
could you make the format of this match the non-legacy test above so its easier to eyeball the differences in values?
Comment on lines
+155
to
+166
| wd_params = ( | ||
| Weekday.get_params_legacy( | ||
| data_frame, | ||
| "den", | ||
| ["num"], | ||
| Config.DATE_COL, | ||
| [1, 1e5], | ||
| logger, | ||
| ) | ||
| if self.weekday | ||
| else None | ||
| ) |
There was a problem hiding this comment.
the linter is a cruel mistress! id argue that my suggestion has a better style, even if the previous format passed, but the existing code is a fossilized remnant so do what thou wilt...
Suggested change
| wd_params = ( | |
| Weekday.get_params_legacy( | |
| data_frame, | |
| "den", | |
| ["num"], | |
| Config.DATE_COL, | |
| [1, 1e5], | |
| logger, | |
| ) | |
| if self.weekday | |
| else None | |
| ) | |
| if weekday: | |
| wd_params = Weekday.get_params_legacy( | |
| data_frame, | |
| "den", | |
| ["num"], | |
| Config.DATE_COL, | |
| [1, 1e5], | |
| logger, | |
| ) | |
| else: | |
| wd_params = None |
This was referenced Jul 10, 2024
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Rollback this change and replace with version pinning
Description
ECOS solver is used by hospital admissions (claims_hosp) and doctor_visits weekday-adjusted signals. Recently this solver causes severe numerical problems in some of doctor_visits outlier datapoints. This is not a problem in hospital admissions. Therefore, we change the solver used in doctor_visits to Clarabel and keep ECOS use in claims_hosp for consistency.
Knowing that the default solver in cvxpy 1.5 onward will be Clarabel while previous versions keep ECOS, we pin the versions accordingly for these two indicators.
Changelog
Fixes