8000 Convergence issues with low regularization · Issue #146 · jolars/libslope · GitHub

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Convergence issues with low regularization #146

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jolars opened this issue May 14, 2025 · 0 comments

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jolars commented

•

This test was causing issues in the SLOPE R package:

test_that("unregularized gaussian models work as expected", {
  set.seed(1)

  x <- as.matrix(abalone$x)
  y <- abalone$y

  lm_fit <- lm(y ~ as.matrix(x))

  g <- SLOPE(x, y, family = "gaussian", alpha = 1e-12)

  expect_equivalent(
    coef(lm_fit),
    as.matrix(coef(g)),
    tol = 1e-3
  )
})

But if alpha is either set to 0 or somewhat higher, say 1e-6, then it works fine.

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