SCCA_PMD Inner Loop Convergence Warning in cca_zoo

[BogyeomKim]

Hello. This is Bogyeom Kim.

I've encountered a warning message when performing Sparse Canonical Correlation Analysis (SCCA_PMD) using the cca_zoo package (Version: 1.12.6) with Python 3.8. The warning suggests that the inner loop did not converge and recommends increasing the number of iterations. Below are the details of the warning messages I received:

/home/connectome/kimbo/.conda/envs/bct_cca/lib/python3.8/site-packages/cca_zoo/models/_iterative/_base.py:92: UserWarning: Inner loop 3 not converged. Increase number of iterations.
warnings.warn(
/home/connectome/kimbo/.conda/envs/bct_cca/lib/python3.8/site-packages/cca_zoo/models/_iterative/_base.py:92: UserWarning: Inner loop 1 not converged. Increase number of iterations.
warnings.warn(

Based on the guidance provided in this docs of cca_zoo, I adjusted the max_iter parameter to 1000 in an attempt to resolve the convergence warning issue with the SCCA_PMD method. However, even after setting max_iter to 1000, I continue to receive the same warning messages, and my code execution is interrupted. Here's a snippet of my code:
cca_res = SCCA_PMD(c=penalty, max_iter=1000, latent_dims=n_comp).fit([cca_x, cca_y])
This behavior occurs both with the default max_iter setting and when explicitly set to 1000. Could there be another parameter or aspect of the model/data setup that I need to adjust to prevent these convergence warnings and ensure successful execution? Any insights or suggestions to address this issue would be greatly appreciated.

Thank you for your support and for maintaining this valuable resource.

Best regards,
Bogyem Kim