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Insufficient accuracy of "intercept" in Elastic Net for multi-target task #494

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agorshk opened this issue Mar 31, 2020 · 0 comments
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agorshk commented Mar 31, 2020

Scikit-learn test "test_enet_multitarget" shows insufficient accuracy of "coefs" and "intercept" in Elastic Net algorithm for multi-target task. Differences in objective function between one-task and multi-task problems is OK (less than tolerance), but for "intercept" the accuracy is not good (more than tolerance). It looks like improving the implementation of multi-task is needed.

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