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Error: 'MultiTaskLasso' object has no attribute 'coef_' when warm_start = True #12360

@joaak

Description

@joaak

Description

'MultiTaskLasso' object has no attribute 'coef_' with warm_start = True. The code is reproduced from the scikit-learn MultiTaskLasso example notebook with warm_start set to true.

Steps/Code to Reproduce

import matplotlib.pyplot as plt
import numpy as np
from sklearn.linear_model import MultiTaskLasso

rng = np.random.RandomState(42)

# Generate some 2D coefficients with sine waves with random frequency and phase
n_samples, n_features, n_tasks = 100, 30, 40
n_relevant_features = 5
coef = np.zeros((n_tasks, n_features))
times = np.linspace(0, 2 * np.pi, n_tasks)
for k in range(n_relevant_features):
    coef[:, k] = np.sin((1. + rng.randn(1)) * times + 3 * rng.randn(1))

X = rng.randn(n_samples, n_features)
Y = np.dot(X, coef.T) + rng.randn(n_samples, n_tasks)

coef_multi_task_lasso_ = MultiTaskLasso(alpha=1., warm_start = True).fit(X, Y).coef_

Expected Results

No error is thrown.

Actual Results

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-2-445bda46f02e> in <module>()
     22 Y = np.dot(X, coef.T) + rng.randn(n_samples, n_tasks)
     23 
---> 24 coef_multi_task_lasso_ = MultiTaskLasso(alpha=1., warm_start = True).fit(X, Y).coef_

/anaconda3/lib/python3.6/site-packages/sklearn/linear_model/coordinate_descent.py in fit(self, X, y)
   1794             X, y, self.fit_intercept, self.normalize, copy=False)
   1795 
-> 1796         if not self.warm_start or self.coef_ is None:
   1797             self.coef_ = np.zeros((n_tasks, n_features), dtype=X.dtype.type,
   1798                                   order='F')

AttributeError: 'MultiTaskLasso' object has no attribute 'coef_'

Versions

System
------
    python: 3.6.3 |Anaconda custom (64-bit)| (default, Oct  6 2017, 12:04:38)  [GCC 4.2.1 Compatible Clang 4.0.1 (tags/RELEASE_401/final)]
executable: /anaconda3/bin/python
   machine: Darwin-17.2.0-x86_64-i386-64bit

BLAS
----
    macros: SCIPY_MKL_H=None, HAVE_CBLAS=None
  lib_dirs: /anaconda3/lib
cblas_libs: mkl_rt, pthread

Python deps
-----------
       pip: 9.0.1
setuptools: 36.5.0.post20170921
   sklearn: 0.20.0
     numpy: 1.13.3
     scipy: 1.0.0
    Cython: 0.28.5
    pandas: 0.20.3

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