[MRG+1] Changing default model for IterativeImputer to BayesianRidge #13038
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Please update the documentation. |
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Whoops, forgot. Thanks. |
jnothman
reviewed
Jan 23, 2019
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I assume this does not also affect documentation in the user guide.
We probably should have had a test that would have broken with this change, i.e. checking the class of each predictor. We should make sure there is such a test at least for custom predictors to ensure no regressions....
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Sorry, I don't follow. The test would ensure what is going on with custom predictors? |
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I meant like #13039, but also for predictor=None |
8 tasks
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I think you mean this? |
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Yeah that sort of thing. Historically we should have tested the effect of
sample_posterior is what I really mean... But now it is more
straightforward.
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glemaitre
requested changes
Jan 24, 2019
sklearn/tests/test_impute.py
Outdated
| @@ -572,6 +572,24 @@ def test_iterative_imputer_predictors(predictor): | |||
| assert len(set(hashes)) == len(hashes) | |||
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| def test_iterative_imputer_bayesianridge_default(): | |||
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Would it be better to just make this case in the previous test
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I meant:
@pytest.mark.parametrize(
"predictor",
[None, DummyRegressor(), BayesianRidge(), ARDRegression(), RidgeCV()]
)
def test_iterative_imputer_predictors(predictor):
rng = np.random.RandomState(0)
n = 100
d = 10
X = sparse_random_matrix(n, d, density=0.10, random_state=rng).toarray()
imputer = IterativeImputer(missing_values=0,
n_iter=1,
predictor=predictor,
random_state=rng)
imputer.fit_transform(X)
# check that types are correct for predictors
hashes = []
for triplet in imputer.imputation_sequence_:
expected_type = type(predictor) if predictor is not None else type(BayesianRidge())
assert isinstance(triplet.predictor, expected_type)
hashes.append(id(triplet.predictor))
# check that each predictor is unique
assert len(set(hashes)) == len(hashes)
glemaitre
approved these changes
Jan 24, 2019
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Merging when CI turn green |
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Thanks for the change |
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As discussed in #13026 It turns out having
RidgeCVas the default is problematic for reproducibility. This default should be gentler.Note, this may not pass tests until a more stable example is merged via #13026.
Paging @jnothman