Merge branch 'master' into warn

pygam/tests/test_utils.py

@@ -7,7 +7,6 @@
 
 from pygam import *
 from pygam.utils import check_X, check_y, check_X_y
-from pygam.datasets import wage, default, mcycle
 
 
 # TODO check dtypes works as expected
@@ -187,3 +186,12 @@ def test_input_data_after_fitting(mcycle_X_y):
     with pytest.raises(ValueError):
         gam.sample(X, y, weights=weights_nan, n_bootstraps=2)
 # # def test_b_spline_basis_clamped_what_we_want():
+
+def test_catch_chol_pos_def_error(default_X_y):
+    """
+    regresion test
+
+    doing a gridsearch with a poorly conditioned penalty matrix should not crash
+    """
+    X, y = default_X_y
+    gam = LogisticGAM().gridsearch(X, y, lam=np.logspace(10, 12, 3))

pygam/utils.py

@@ -49,15 +49,15 @@ def cholesky(A, sparse=True, verbose=True):
     """
     if SKSPIMPORT:
         A = sp.sparse.csc_matrix(A)
-        F = spcholesky(A)
-
-        # permutation matrix P
-        P = sp.sparse.lil_matrix(A.shape)
-        p = F.P()
-        P[np.arange(len(p)), p] = 1
-
-        # permute
         try:
+            F = spcholesky(A)
+
+            # permutation matrix P
+            P = sp.sparse.lil_matrix(A.shape)
+            p = F.P()
+            P[np.arange(len(p)), p] = 1
+
+            # permute
             L = F.L()
             L = P.T.dot(L)
         except CholmodNotPositiveDefiniteError as e: