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set force_all_finite=False for SelectFromModel.transform #11026

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set force_all_finite=False for SelectFromModel.transform #11026

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alexpantyukhin
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@alexpantyukhin alexpantyukhin commented Apr 24, 2018 •
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Fixes #10985

jnothman
jnothman reviewed Apr 25, 2018
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please add a test.

Also, modify the PR description text to say something like Fixes #xxxx. This way GitHub recognises the relationship between the PR and the issue it fixes.

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@jnothman Thank you! I will do.

@jnothman jnothman changed the title set force_all_finite=True for SelectFromModel.transform set force_all_finite=False for SelectFromModel.transform Apr 25, 2018
@alexpantyukhin alexpantyukhin force-pushed the force_all_finite_false_for_SelectFromModel branch 6 times, most recently from ce85344 to cde9b83 Compare April 25, 2018 20:27
@alexpantyukhin alexpantyukhin force-pushed the force_all_finite_false_for_SelectFromModel branch from cde9b83 to 2642357 Compare April 25, 2018 20:48
jnothman
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I think we should allow NaN in fitting too. Make est = make_pipeline(Imputer(), ...Classifier()) in the test

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@jnothman Do you think it should be in the same test?

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Yes

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I found that Imputer is deprecated and there is no Classifier. Also there are many inheritance from the BaseEstimator. Sorry, I'm a little bewildered what estimators should be listed in the make_pipline(...)

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jnothman commented Apr 26, 2018 via email

@alexpantyukhin alexpantyukhin force-pushed the force_all_finite_false_for_SelectFromModel branch 3 times, most recently from da02c6b to d61c94e Compare April 27, 2018 20:50
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alexpantyukhin commented Apr 27, 2018 •
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At least LinearRegression doesnt expect the np.nan https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/linear_model/tests/test_logistic.py#L268

@alexpantyukhin alexpantyukhin force-pushed the force_all_finite_false_for_SelectFromModel branch from d61c94e to e209dfa Compare April 28, 2018 06:32
@alexpantyukhin alexpantyukhin force-pushed the force_all_finite_false_for_SelectFromModel branch from e209dfa to f628d5e Compare April 28, 2018 10:01
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yes, that's why you'd pipeline it with SimpleImputer. But I'm not sure that'll actually work, because there is no coef_ or feature_importances_ on the pipeline. Which raises the question on whether there should be ....

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Tests are failing @alexpantyukhin. Let us know if you need help working out why.

Base automatically changed from master to main January 22, 2021 10:50
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Thanks for working on this issue. Closing since original issue was resolved by #11635

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Is there any reason for SelectFromModel.transform to use force_all_finite=True in check_array?
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@alexpantyukhin @jnothman @amueller @thomasjpfan