Force y to be 2D in pcov selection routines

Author: ceriottm

examples/FeatureSelection.ipynb

@@ -142,6 +142,11 @@ def fit(self, X, y=None, warm_start=False):
                 force_all_finite=not tags.get("allow_nan", True),
                 multi_output=True,
             )
+            if len(y.shape) == 1:
+                # force y to have multi_output 2D format even when it's 1D, since
+                # many functions, most notably PCov routines, assume an array storage
+                # format, most notably to compute (y @ y.T)
+                y = y.reshape((len(y), 1))
         else:
             X = check_array(
                 X,
@@ -761,7 +766,6 @@ def _compute_pi(self, X, y=None):
                 rank=None,
             )
 
-        print(self.k, pcovr_distance[0, 0], pcovr_distance.shape)
         if self.k < pcovr_distance.shape[0] - 1:
             v, U = eigsh(pcovr_distance, k=self.k, tol=1e-12)
         else:

examples/PCovR_Scaling.ipynb

@@ -11,7 +11,7 @@
 class TestPCovCUR(unittest.TestCase):
     def setUp(self):
         self.X, self.y = load_boston(return_X_y=True)
-        self.idx = [488, 283, 183, 380, 41, 438, 368, 374, 123, 353]
+        self.idx = [492, 450, 183, 199, 380, 228, 399, 126, 412, 368]
 
     def test_known(self):
         """
@@ -50,7 +50,7 @@ def test_non_it(self):
         """
         This test checks that the model can be run non-iteratively
         """
-        self.idx = [488, 492, 491, 374, 398, 373, 386, 400, 383, 382]
+        self.idx = [492, 488, 491, 489, 374, 373, 386, 398, 383, 382]
         selector = PCovCUR(n_to_select=10, iterative=False)
         selector.fit(self.X, self.y)
 

examples/Selectors-Pipelines.ipynb

@@ -8,7 +8,7 @@
 class TestPCovFPS(unittest.TestCase):
     def setUp(self):
         self.X, self.y = load_boston(return_X_y=True)
-        self.idx = [39, 410, 492, 102, 54, 413, 34, 346, 126, 134, 433, 380]
+        self.idx = [39, 410, 492, 102, 54, 413, 34, 126, 346, 134, 433, 380]
 
     def test_restart(self):
         """