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patch: cvxpy 1.5.0 support #663

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merged 1 commit into from
May 10, 2024
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@FBruzzesi FBruzzesi commented May 10, 2024

Description

Address #662.

From the cvxpy release notes itself:

Recently, a new solver, Clarabel, that improves the algorithm and implementation of ECOS has been under development.
In this release, CVXPY uses Clarabel instead of ECOS for all categories of problems where ECOS was previously the default.

cc: @MarcoGorelli

Comment on lines +538 to +545
if "max_iters" in signature(problem.solve).parameters:
kwargs = {"max_iters": self.max_iter}
else:
if self.max_iter:
logging.warning("solver does not support `max_iters` and it `self.max_iter` will be ignored")
kwargs = {}

problem.solve(**kwargs)
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Not the most beautiful code I have ever written 🙃

@FBruzzesi FBruzzesi marked this pull request as ready for review May 10, 2024 11:22
@FBruzzesi FBruzzesi merged commit 2c32795 into koaning:main May 10, 2024
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@FBruzzesi FBruzzesi deleted the patch/cvxpy-1.5.0 branch May 10, 2024 11:34
MarcoGorelli pushed a commit to MarcoGorelli/scikit-lego that referenced this pull request May 10, 2024
FBruzzesi added a commit that referenced this pull request May 10, 2024
* make add_lags dataframe-agnostic

* try getting tests to run?

* patch: cvxpy 1.5.0 support (#663)

---------

Co-authored-by: Francesco Bruzzesi <42817048+FBruzzesi@users.noreply.github.com>
koaning pushed a commit that referenced this pull request May 24, 2024
* placeholder to develop narwhals features

* feat: make `ColumnDropper` dataframe-agnostic (#655)

* feat: make ColumnDropped dataframe-agnostic

* use narwhals[polars] in pyproject.toml, link to list of supported libraries

* note that narwhals is used for cross-dataframe support

* test refactor

* docstrings

---------

Co-authored-by: FBruzzesi <francesco.bruzzesi.93@gmail.com>

* feat: make ColumnSelector dataframe-agnostic (#659)

* columnselector with test rufformatted

* adding whitespace

* fixed the fit and transform

* removed intendation in examples

* font:false

* feat: make `add_lags` dataframe-agnostic (#661)

* make add_lags dataframe-agnostic

* try getting tests to run?

* patch: cvxpy 1.5.0 support (#663)

---------

Co-authored-by: Francesco Bruzzesi <42817048+FBruzzesi@users.noreply.github.com>

* Make `RegressionOutlier` dataframe-agnostic (#665)

* make regression outlier df-agnostic

* need to use eager-only for this one

* pass native to check_array

* remove cudf, link to check_X_y

* feat: Make InformationFilter dataframe-agnostic

* Make Timegapsplit dataframe-agnostic (#668)

* make timegapsplit dataframe-agnostic

* actually, include cuDF

* feat: make FairClassifier data-agnostic (#669)

* start all over

* fixture working

* wip

* passing tests - again

* pre-commit complaining

* changed fixture on test_demographic_parity

* feat: Make PandasTypeSelector selector dataframe-agnostic (#670)

* make pandas dtype selector df-agnostic

* bump version

* 3.8 compat

* Update sklego/preprocessing/pandastransformers.py

Co-authored-by: Francesco Bruzzesi <42817048+FBruzzesi@users.noreply.github.com>

* fixup pyproject.toml

* unify (and test!) error message

* deprecate

* update readme

* undo contribution.md change

---------

Co-authored-by: Francesco Bruzzesi <42817048+FBruzzesi@users.noreply.github.com>

* format typeselector and bump version

* feat: Make grouped and hierarchical dataframe-agnostic (#667)

* feat: make grouped and hierarchical dataframe-agnostic

* add pyarrow

* narwhals grouped_transformer

* grouped transformer eureka

* hierarchical narwhalified

* so close but so far

* return series instead of DataFrame for y

* grouped WIP

* merge branch and fix grouped

* future annotations

* format

* handling negative indices

* solve conflicts

* hacking C

* fairness: change C values in tests

---------

Co-authored-by: Marco Edward Gorelli <marcogorelli@protonmail.com>
Co-authored-by: Magdalena Anopsy <74981211+anopsy@users.noreply.github.com>
Co-authored-by: Dea María Léon <deamarialeon@gmail.com>
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2 participants