context("test-lasso")
library(glmnet)
set.seed(0)
test_that("batch gradient descent with lasso regression works", {
alpha <- 0.01
lambda <- 2
N <- 1000
x <- runif(1000, -5, 5)
y <- x + rnorm(1000) + 3
X <- cbind(1, matrix(x))
h <- bgd(alpha, X, y, lasso_gradient, N, lambda=lambda)
model_lasso <- glmnet(X, y, alpha=1, lambda=lambda)
cxf <- matrix(coef(model_lasso))
expect_equal(round(cxf[1], 1), round(h$theta[1], 1))
# seems like similar behavior to ridge regression
})
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