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[MRG] Support for multi-class roc_auc scores #10462

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Reference Issues/PRs

Issue #3298
Fixes #7663

What does this implement/fix? Explain your changes.

  • Add Provost & Domingos (2001) OvR implementation
  • Validate that in the multiclass case we have np.allclose(1, y_score.sum(axis=1))
  • Small changes in doctrings

Any other comments?

The tests were already done under test_multi_ovr_auc_toydata when we have multiclass="ovr" and average="weighted"

skrish13 and others added 30 commits November 15, 2017 12:29
* Add missing mixins to ClassifierChain

* Fix import in test
- Fixes rendering of docstring examples
- Instead of importing cross_val_score in example, cross_validate is imported
…lPCA uses float division (scikit-learn#9492)

* Ensures that partial_fit uses float division

* Switches to using future division for float division

* Adds non-regression test for issue scikit-learn#9489

* Updates test to remove dependence on a "known answer"

* Updates doc/whats_new.rst with entry for this PR

* Specifies bug fix is for Python 2 versions in doc/whats_new.rst
jnothman and others added 28 commits November 15, 2017 12:38
…#10091)

Put calls to `clock()` inside conditional statements.

This helps combat thread contention when executing TSNE in sklearn, compiled with icc.

Running TSNE on MNIST dataset (training + validation + test) of 70_000 hand-written images 28 by 28 pixels each, time of TSNE drops from 92 seconds to 81 seconds from this change alone.
… vectors (scikit-learn#10095)

* add test for issue scikit-learn#10092

* add comment to test

* split into two tests

* add tests for scores, alpha and beta

* adapt tests: n_samples != n_features

* add test when no intercept is fitted

* add handling of constant target vector when intercept is fitted

* fix typo in comments

* fix format issues

* replace original fix with simpler fix

* add comment

* increase upper boundary for test

* increase upper boundary for test

* merge tests for ARDRegression and BayesianRidge

* use random state in tests

* decrease upper bound for std

* replace np.spacing(1) -> np.finfo(np.float64).eps
…arn#10080)

Also add examples/.flake8 for examples specific flake8 configuration
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