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@bartz
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@bartz bartz commented Jun 15, 2018

Fixes #10748

What does this implement/fix? Explain your changes.

Implements the fix for the bug reported in the issue above. Tests pass. I am open to trying to add a regression test with some guidance on how to do so effectively.

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@albertcthomas
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you can add the regression test in sklearn/linear_model/tests/test_bayes.py. This test should check on a small example that the formula is now correct; the test should pass on this branch and fail on master.

@albertcthomas
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albertcthomas commented Jun 15, 2018

also as you are taking over #10751 you could have taken over the commits of @vr308 and just add the regression test.

@bartz
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bartz commented Jun 15, 2018

Didn't see that PR, but I'll add a test in the next few days.

@sergeyf
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sergeyf commented Jun 22, 2018

Any idea how big of a problem this bug is? BayesianRidge is used by default in ChainedImputer and I'm wondering if it was causing any issues.

@amueller
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Ping for test ;)

@albertcthomas
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I added a non regression test in PR #12174.

@albertcthomas
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@sergeyf this bug is just impacting the computation of the score, which is disabled by default in BayesianRidgeRegression. However another minor bug is fixed in PR #12174

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Equation for scores_ in BayesianRidge seems incorrect.

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