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ENH add support for Array API to mean_pinball_loss and explained_variance_score #29978

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merged 15 commits into from
Dec 3, 2024
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ENH add support for Array API to mean_pinball_loss and explained_variance_score #29978

merged 15 commits into from
Dec 3, 2024

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virchan
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@virchan virchan commented Sep 30, 2024 •
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Reference Issues/PRs

Towards #26024.

What does this implement/fix? Explain your changes.

This PR adds Array API support for the following regression metrics:

  • median_absolute_error (dependent on _weighted_percentile)
  • explained_variance_score
  • d2_pinball_score (dependent on percentile and _weighted_percentile)
  • d2_absolute_error_score (dependent on percentile and _weighted_percentile)
  • mean_pinball_loss

Any other comments?

cc: @ogrisel

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github-actions bot commented Sep 30, 2024 •
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@virchan virchan marked this pull request as ready for review October 1, 2024 22:55
@glemaitre glemaitre self-requested a review October 17, 2024 18:08
@glemaitre glemaitre mentioned this pull request Oct 17, 2024
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So I think that the functions relying on the percentile or _weighted_percentile function cannot be implemented for the moment.

@virchan virchan force-pushed the issues/26024/regression_metrics branch from 394a527 to cf41a3e Compare October 18, 2024 02:30
@virchan virchan closed this Oct 18, 2024
@virchan virchan force-pushed the issues/26024/regression_metrics branch from cf41a3e to d2acd79 Compare October 18, 2024 02:42
@virchan virchan reopened this Oct 18, 2024
@virchan virchan changed the title ENH add support for Array API to various regression metrics ENH add support for Array API to mean_pinball_loss and explained_variance_score Oct 18, 2024
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virchan commented Oct 18, 2024

So I think that the functions relying on the percentile or _weighted_percentile function cannot be implemented for the moment.

TL;DR: I've reverted the metrics. Thank you for catching that!

I have resolved the dependence of percentile and _weighted_percentile for the metrics. Only mean_pinball_loss and explained_variance_score will be updated.

I'll also add a note in the Array API meta issue to inform others to skip median_absolute_error, d2_pinball_score, and d2_absolute_error_score until the functions are implemented.

@virchan virchan mentioned this pull request Oct 18, 2024
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LGTM.

Thanks @virchan

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@virchan Could you kindly resolve the conflicts and also sync now that #30128 has been merged?

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virchan commented Dec 2, 2024

Thanks for the updates @OmarManzoor! It's ready for a second review!

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Otherwise LGTM

@github-actions github-actions bot removed the CUDA CI label Dec 3, 2024
@OmarManzoor OmarManzoor self-requested a review December 3, 2024 06:20
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@virchan Two of the CUDA tests are failing. I think we need to handle using the appropriate device. Could you kindly have a look?

@OmarManzoor OmarManzoor dismissed their stale review December 3, 2024 06:22

CUDA tests are failing

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virchan commented Dec 3, 2024

Thank you for the follow-up, @OmarManzoor!

I have updated the explained_variance_score function, and the CUDA test looks fine locally. Could you please run it again on your end?

@github-actions github-actions bot removed the CUDA CI label Dec 3, 2024
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@virchan Were you able to test with the MPS device locally?

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LGTM. Thanks @virchan

I checked with MPS as well and it looks okay 🟢

@OmarManzoor OmarManzoor merged commit 8ded7f4 into scikit-learn:main Dec 3, 2024
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virchan commented Dec 3, 2024

Thank you everyone for your time!

virchan added a commit to virchan/scikit-learn that referenced this pull request Dec 9, 2024
@virchan
ENH add support for Array API to mean_pinball_loss and `explained_v…
a10ca24 
…ariance_score` (scikit-learn#29978)
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@OmarManzoor OmarManzoor OmarManzoor approved these changes

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