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[Bug]: Objective function that the NOTEARS algorithm with lasso regularisation #239

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RuikeZ opened this issue Jul 26, 2024 · 0 comments

Open

1 task done

[Bug]: Objective function that the NOTEARS algorithm with lasso regularisation #239

RuikeZ opened this issue Jul 26, 2024 · 0 comments

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bug

RuikeZ commented Jul 26, 2024

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Short description of the problem here.

Hi, I've noticed the Lasso regularisation is using w_vec.sum() in https://github.com/mckinsey/causalnex/blob/0.4.2/causalnex/structure/notears.py#L489
loss + 0.5 * rho * h_val * h_val + alpha * h_val + beta * w_vec.sum()
wondering if it makes more sense to use np.linalg.norm(w_est)?

CausalNex Version

0.4.2

Python Version

3.10

Relevant code snippet

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RuikeZ added the bug label

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