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fix indexing / sorting for initializing gradient with no warm start #146

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fix indexing / sorting for initializing gradient with no warm start #146

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26 changes: 15 additions & 11 deletions adelie/solver.py
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Original file line number Diff line number Diff line change
Expand Up @@ -284,16 +284,20 @@ def gaussian_cov(
active_set[:active_set_size] = np.arange(active_set_size)
rsq = 0

subset = np.array([
np.arange(groups[ss], groups[ss] + group_sizes[ss])
for ss in screen_set
])
order = np.argsort(subset)
indices = subset[order]
values = screen_beta[order]

grad = np.empty(p, dtype=dtype)
A.mul(indices, values, grad)
if screen_set.size > 0:
subset = np.hstack([
np.arange(groups[ss], groups[ss] + group_sizes[ss])
for ss in screen_set])
order = np.argsort(subset)
indices = subset[order]
values = screen_beta[order]

grad = np.empty(p, dtype=dtype)
A.mul(indices, values, grad)
else:
# it actually just feels like this is what we might as well set as grad...
grad = np.zeros(p, dtype=dtype)

grad = v - grad

else:
Expand Down Expand Up @@ -1425,4 +1429,4 @@ def css_cov(
n_threads=n_threads
)

return state.solve()
return state.solve()