Fix bug in GLR(warm_start=True).fit(X, y) if X has a const. column (

#647)

Fix a bug in GeneralizedLinearRegression when fit on a const. column with warm_start=True.

CHANGELOG.rst

@@ -13,6 +13,7 @@ Changelog
 **Bug fix**
 
 - Fix the ``glm_benchmarks_analyze`` command line tool. See `here <https://github.com/Quantco/glum/issues/642>`_.
+- Fixed a bug in :class:`~glum.GeneralizedLinearRegressor` when fit on a data set with a constant column and ``warm_start=True``. See `here <https://github.com/Quantco/glum/issues/645>`_.
 
 **Other changes:**
 

src/glum/_glm.py

@@ -404,7 +404,9 @@ def _standardize_warm_start(
         coef[0] += np.squeeze(col_means).dot(coef[1:])
     else:
         coef[1:] *= col_stds
-        coef[0] += np.squeeze(col_means / col_stds).dot(coef[1:])
+        coef[0] += np.squeeze(col_means * _one_over_var_inf_to_val(col_stds, 1)).dot(
+            coef[1:]
+        )
 
 
 def get_family(

tests/glm/test_glm.py

@@ -424,6 +424,18 @@ def test_glm_warm_start_argument(estimator, warm_start):
         glm.fit(X, y)
 
 
+# https://github.com/Quantco/glum/issues/645
+@pytest.mark.parametrize(
+    "estimator", [GeneralizedLinearRegressor, GeneralizedLinearRegressorCV]
+)
+def test_glm_warm_start_with_constant_column(estimator):
+    X, y = make_regression()
+    X[:, 0] = 0
+    glm = estimator(warm_start=True)
+    glm.fit(X, y)
+    glm.fit(X, y)
+
+
 @pytest.mark.parametrize(
     "estimator", [GeneralizedLinearRegressor, GeneralizedLinearRegressorCV]
 )