Kenan Šehić
Kenan Šehić
Hi @QB3 I was running Sparse-HO for rcv1_train with gradient descent and found a very strange bug. The first iteration would be OK, but then gradients would blow up and...
Hi @QB3 @mathurinm About the [weighted Lasso example](https://qb3.github.io/sparse-ho/auto_examples/plot_wlasso.html#sphx-glr-auto-examples-plot-wlasso-py), it seems you are using kfold for training sparse-ho crossval function, then why are you passing indices in heldout function [line 80](https://github.com/QB3/sparse-ho/blob/91bbe5198af0ed7fe893c92039d79964d748b8a4/examples/plot_wlasso.py#L80)?...
Hi @QB3 @mathurinm I was running your CrossVal [example](https://qb3.github.io/sparse-ho/auto_examples/plot_lassoCV.html#sphx-glr-auto-examples-plot-lassocv-py) with callback function to get MSPE on test data and I got the error message "ValueError: matmul: Input operand 1 does...