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FIX Adjust tags in RFE to allow nans by default #21807

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Merged
ogrisel merged 14 commits into from
Oct 20, 2023
Merged

FIX Adjust tags in RFE to allow nans by default #21807

ogrisel merged 14 commits into from
Oct 20, 2023

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@thomasjpfan
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@thomasjpfan thomasjpfan commented Nov 28, 2021 •
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Reference Issues/PRs

Fixes #21743

What does this implement/fix? Explain your changes.

This PR adjusts RFE to allow nans by default and only changes allow_nan if the underlying estimator has tags.

Any other comments?

I agree with #21743 (comment) for meta-estimators in general. I think meta-estimators should default to allow_nan=True, unless proven otherwise.

@bmreiniger
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bmreiniger commented Oct 5, 2023

Can we bring this back to life? It's somewhat niche, but came up again organically with a SelectFromModel with a pipeline estimator (where we wanted to apply some processing for the selection, but not for the resulting output).

@adrinjalali
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adrinjalali commented Oct 5, 2023

@thomasjpfan wanna give this an update? happy to review.

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github-actions bot commented Oct 13, 2023 •
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@thomasjpfan thomasjpfan marked this pull request as draft October 13, 2023 15:05
@thomasjpfan thomasjpfan changed the title FIX Corrects tags for pipeline and RFE FIX Adjust tags in RFE to allow nans by default Oct 13, 2023
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thomasjpfan commented Oct 13, 2023

This one is a little tricker. Consider the following two pipelines:

pipe1 = make_pipeline(
    SimpleImputer(),
    StandardScaler(),
    LogisticRegression(),
)
pipe2 = make_pipeline(
    StandardScaler(),
    LogisticRegression(),
)

In both cases, the pipeline's first step accepts nans, but an imputer imputes the output and a scalar passes through the nans. This means pipe1 can accept nans, but pipe2 does not accept nans. It is not possible to know if a whole pipeline can accept nans, because the tags does not describe if the estimator output's nans.

@thomasjpfan thomasjpfan marked this pull request as ready for review October 13, 2023 16:38
adrinjalali
adrinjalali approved these changes Oct 17, 2023
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LGTM. I think it's okay to delay the errors / warnings to the step which actually has to deal with it anyway.

@adrinjalali adrinjalali added Quick Review For PRs that are quick to review Waiting for Second Reviewer First reviewer is done, need a second one! labels Oct 17, 2023
ogrisel
ogrisel approved these changes Oct 20, 2023
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Let's also test for RFECV but otherwise, LGTM.

ogrisel
ogrisel reviewed Oct 20, 2023
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@ogrisel ogrisel enabled auto-merge (squash) October 20, 2023 15:10
@ogrisel ogrisel merged commit 3ff6c82 into scikit-learn:main Oct 20, 2023
glemaitre pushed a commit to glemaitre/scikit-learn that referenced this pull request Oct 31, 2023
@thomasjpfan @ogrisel @glemaitre
FIX Adjust tags in RFE to allow nans by default (scikit-learn#21807)
1d8e018 
Co-authored-by: Olivier Grisel <[email protected]>
REDVM pushed a commit to REDVM/scikit-learn that referenced this pull request Nov 16, 2023
@thomasjpfan @ogrisel @REDVM
FIX Adjust tags in RFE to allow nans by default (scikit-learn#21807)
acc0aac 
Co-authored-by: Olivier Grisel <[email protected]>
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Missing values break feature selection with pipeline estimator

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@thomasjpfan @bmreiniger @adrinjalali @ogrisel