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ENH inplace addition in newton_cg #27417

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Merged
OmarManzoor merged 3 commits into from
Sep 20, 2023
Merged

ENH inplace addition in newton_cg #27417

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b504781
ENH inplace addition in newton_cg
lorentzenchr Sep 19, 2023
b5ad17a
DOC add whatsnew
lorentzenchr Sep 19, 2023
b2d75d1
DOC fix indendation
lorentzenchr Sep 19, 2023
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8 changes: 8 additions & 0 deletions doc/whats_new/v1.4.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -196,6 +196,14 @@ Changelog
:class:`scipy.sparse.sparray` subclasses.
:pr:`27301` by :user:`Lohit SundaramahaLingam <lohitslohit>`.

:mod:`sklearn.linear_model`
...........................

- |Enhancement| Solver `"newton-cg"` in :class:`LogisticRegression` and
:class:`LogisticRegressionCV` uses a little less memory. The effect is proportional
to the number of coefficients (`n_features * n_classes`).
:pr:`27417` by :user:`Christian Lorentzen <lorentzenchr>`.

:mod:`sklearn.metrics`
......................

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8 changes: 4 additions & 4 deletions sklearn/utils/optimize.py
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Expand Up @@ -77,7 +77,7 @@ def _cg(fhess_p, fgrad, maxiter, tol):
Estimated solution.
"""
xsupi = np.zeros(len(fgrad), dtype=fgrad.dtype)
ri = fgrad
ri = np.copy(fgrad)
psupi = -ri
i = 0
dri0 = np.dot(ri, ri)
Expand All @@ -100,7 +100,7 @@ def _cg(fhess_p, fgrad, maxiter, tol):
break
alphai = dri0 / curv
xsupi += alphai * psupi
ri = ri + alphai * Ap
ri += alphai * Ap
dri1 = np.dot(ri, ri)
betai = dri1 / dri0
psupi = -ri + betai * psupi
Expand Down Expand Up @@ -168,7 +168,7 @@ def _newton_cg(
Estimated minimum.
"""
x0 = np.asarray(x0).flatten()
xk = x0
xk = np.copy(x0)
k = 0

if line_search:
Expand Down Expand Up @@ -204,7 +204,7 @@ def _newton_cg(
warnings.warn("Line Search failed")
break

xk = xk + alphak * xsupi # upcast if necessary
xk += alphak * xsupi # upcast if necessary
k += 1

if warn and k >= maxiter:
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