Fix LASSO (first two of #342)

[georeth]

Checklist

• My branch is up-to-date with development branch.
• Everything works and tested on latest stable Rust.
• Coverage and Linting have been applied

Current behaviour

Lasso::fit(X, y) with square X fails.

New expected behaviour

allow n==p case

Change logs

LASSO

• change loss function in doc to match code
• allow n == p case

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 45.77%. Comparing base (70d8a0f) to head (195d893).
⚠️ Report is 4 commits behind head on development.

Additional details and impacted files

@@               Coverage Diff               @@
##           development     #343      +/-   ##
===============================================
+ Coverage        45.59%   45.77%   +0.18%     
===============================================
  Files               93       93              
  Lines             8034     7958      -76     
===============================================
- Hits              3663     3643      -20     
+ Misses            4371     4315      -56     

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[Mec-iS]

please add a test specific for the behaviour as you have fixed it.

[georeth]

add a test case for n == p case.

please fix this line:

let w = Lasso::fit(&x, &y, param).unwrap().coefficients.unwrap().iter().copied().collect_vec(); // FIXME: better way?

The fit result is a column vector stored in a 2d array. I didn't figure out how to get a Vec from a DenseMatrix with only one column. get_col() returns ArrayView1 and take_col() returns DenseMatrix.

[Mec-iS]

thank you @georeth

I guess what you are looking for is:

let w: Vec<f64> = Lasso::fit(&x, &y, param)
    .unwrap()
    .coefficients()
    .iterator(0)
    .copied()
    .collect();

Please also run cargo fmt --all -- --check

[georeth]

fixed