diff --git a/sklearn/linear_model/huber.py b/sklearn/linear_model/huber.py index e17dc1e..665654d 100644 --- a/sklearn/linear_model/huber.py +++ b/sklearn/linear_model/huber.py @@ -181,7 +181,11 @@ class HuberRegressor(LinearModel, RegressorMixin, BaseEstimator): n_iter_ : int Number of iterations that fmin_l_bfgs_b has run for. - Not available if SciPy version is 0.9 and below. + + .. versionchanged:: 0.20 + + In SciPy <= 1.0.0 the number of lbfgs iterations may exceed + ``max_iter``. ``n_iter_`` will now report at most ``max_iter``. outliers_ : array, shape (n_samples,) A boolean mask which is set to True where the samples are identified @@ -272,7 +276,9 @@ class HuberRegressor(LinearModel, RegressorMixin, BaseEstimator): raise ValueError("HuberRegressor convergence failed:" " l-BFGS-b solver terminated with %s" % dict_['task'].decode('ascii')) - self.n_iter_ = dict_.get('nit', None) + # In scipy <= 1.0.0, nit may exceed maxiter. + # See https://github.com/scipy/scipy/issues/7854. + self.n_iter_ = min(dict_.get('nit', None), self.max_iter) self.scale_ = parameters[-1] if self.fit_intercept: self.intercept_ = parameters[-2] diff --git a/sklearn/linear_model/logistic.py b/sklearn/linear_model/logistic.py index 8646c9a..c72a7d9 100644 --- a/sklearn/linear_model/logistic.py +++ b/sklearn/linear_model/logistic.py @@ -718,7 +718,9 @@ def logistic_regression_path(X, y, pos_class=None, Cs=10, fit_intercept=True, warnings.warn("lbfgs failed to converge. Increase the number " "of iterations.") try: - n_iter_i = info['nit'] - 1 + # In scipy <= 1.0.0, nit may exceed maxiter. + # See https://github.com/scipy/scipy/issues/7854. + n_iter_i = min(info['nit'], max_iter) except: n_iter_i = info['funcalls'] - 1 elif solver == 'newton-cg': @@ -1115,6 +1117,11 @@ class LogisticRegression(BaseEstimator, LinearClassifierMixin, it returns only 1 element. For liblinear solver, only the maximum number of iteration across all classes is given. + .. versionchanged:: 0.20 + + In SciPy <= 1.0.0 the number of lbfgs iterations may exceed + ``max_iter``. ``n_iter_`` will now report at most ``max_iter``. + See also -------- SGDClassifier : incrementally trained logistic regression (when given diff --git a/sklearn/linear_model/tests/test_huber.py b/sklearn/linear_model/tests/test_huber.py index 08f4fdf..ca1092f 100644 --- a/sklearn/linear_model/tests/test_huber.py +++ b/sklearn/linear_model/tests/test_huber.py @@ -42,6 +42,13 @@ def test_huber_equals_lr_for_high_epsilon(): assert_almost_equal(huber.intercept_, lr.intercept_, 2) +def test_huber_max_iter(): + X, y = make_regression_with_outliers() + huber = HuberRegressor(max_iter=1) + huber.fit(X, y) + assert huber.n_iter_ == huber.max_iter + + def test_huber_gradient(): # Test that the gradient calculated by _huber_loss_and_gradient is correct rng = np.random.RandomState(1)