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ENH Support sample weights in PartialDependenceDisplay.from_estimator - #26644

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jeremiedbb merged 5 commits into
scikit-learn:mainfrom
vitaliset:pdp_plot_sw
Jun 22, 2023
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ENH Support sample weights in PartialDependenceDisplay.from_estimator#26644
jeremiedbb merged 5 commits into
scikit-learn:mainfrom
vitaliset:pdp_plot_sw

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@vitaliset

@vitaliset vitaliset commented Jun 21, 2023

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This PR fixes #24872.
Built on top of #25209.

As partial dependence of a model at a point is defined as an expectation, as #24872 points out, it should respect sample_weight if someone wishes to use it (for instance, when you know your X does not follow the distribution you are interested in).

The prior PR (#25209) incorporated this logic into the partial_dependence_plot function. This current PR completes the integration by incorporating it into PartialDependenceDisplay.from_estimator.

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@vitaliset

vitaliset commented Jun 21, 2023

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Kindly pinging @glemaitre, @lorentzenchr, @jeremiedbb here as you might be interested and already familiar with the previous PR.
Maybe we can add a 1.3 milestone to attract reviewers. This PR should be easy to review and easy for me to edit. ;)

I wasn't creative in the test, as it was unclear to me what we want to evaluate. Therefore, any suggestions are welcome!

glemaitre
glemaitre approved these changes Jun 21, 2023
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It looks good to me.
@jeremiedbb I think we need this one not to have a discrepancy between partial_dependence and the display in 1.3.

@jeremiedbb jeremiedbb added this to the 1.3 milestone Jun 21, 2023
@jeremiedbb jeremiedbb added the To backport PR merged in master that need a backport to a release branch defined based on the milestone. label Jun 21, 2023
@jeremiedbb

jeremiedbb commented Jun 21, 2023

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I'm okay with that

thomasjpfan
thomasjpfan approved these changes Jun 21, 2023
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LGTM

@vitaliset

vitaliset commented Jun 21, 2023

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I just updated the branch with main. CI is green. I'm ok with it being merged as is. :)

@jeremiedbb

jeremiedbb commented Jun 22, 2023

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Thanks @vitaliset

@jeremiedbb
jeremiedbb merged commit 5e8d8cb into scikit-learn:main Jun 22, 2023
@vitaliset
vitaliset deleted the pdp_plot_sw branch June 22, 2023 15:36
jeremiedbb pushed a commit to jeremiedbb/scikit-learn that referenced this pull request Jun 29, 2023
@vitaliset @jeremiedbb
ENH Support sample weights in PartialDependenceDisplay.from_estimator (…
4f9f629 
…scikit-learn#26644)
jeremiedbb pushed a commit that referenced this pull request Jun 29, 2023
@vitaliset @jeremiedbb
ENH Support sample weights in PartialDependenceDisplay.from_estimator (…
25e179a 
…#26644)
REDVM pushed a commit to REDVM/scikit-learn that referenced this pull request Nov 16, 2023
@vitaliset @REDVM
ENH Support sample weights in PartialDependenceDisplay.from_estimator (…
b51c96c 
…scikit-learn#26644)
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@glemaitre glemaitre glemaitre approved these changes

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partial_dependence should respect sample weights

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