FIX scikit-learn#3485: class_weight='auto' on SGDClassifier

ogrisel · ogrisel · commit de9de2d70d8d · 2014-08-01T15:22:03.000+02:00
diff --git a/doc/whats_new.rst b/doc/whats_new.rst
@@ -35,6 +35,10 @@ Bug fixes
      and ``pandas.DataFrame`` in recent versions of pandas. By
      `Gael Varoquaux`_.
 
+   - Fixed a regression for :class:`linear_model.SGDClassifier` with
+     ``class_weight="auto"`` on data with non-contiguous labels. By
+     `Olivier Grisel`_.
+
 
 .. _changes_0_15:
 
diff --git a/sklearn/linear_model/stochastic_gradient.py b/sklearn/linear_model/stochastic_gradient.py
@@ -329,10 +329,8 @@ def _partial_fit(self, X, y, alpha, C,
         n_classes = self.classes_.shape[0]
 
         # Allocate datastructures from input arguments
-        y_ind = np.searchsorted(self.classes_, y)   # XXX use a LabelBinarizer?
         self._expanded_class_weight = compute_class_weight(self.class_weight,
-                                                           self.classes_,
-                                                           y_ind)
+                                                           self.classes_, y)
         sample_weight = self._validate_sample_weight(sample_weight, n_samples)
 
         if self.coef_ is None or coef_init is not None:
diff --git a/sklearn/linear_model/tests/test_sgd.py b/sklearn/linear_model/tests/test_sgd.py
@@ -847,7 +847,7 @@ def test_underflow_or_overlow():
     assert_array_equal(np.unique(y), [0, 1])
 
     model = SGDClassifier(alpha=0.1, loss='squared_hinge', n_iter=500)
-    
+
     # smoke test: model is stable on scaled data
     model.fit(scale(X), y)
 
