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wip: experiment with alternative to scipy.optimize.minimize_scalar #32107

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@lucascolley lucascolley commented Sep 4, 2025 •
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scikit-learn on 🎋 31869 via 🐍 
❯ pwd
/Users/lucascolley/ghq/github.com/glemaitre/python-stack/scikit-learn/scikit-learn

scikit-learn on 🎋 31869 via 🐍 
❯ pixi run tests -t sklearn.tests.test_calibration
✨ Pixi task (tests in dev): spin test -t sklearn.tests.test_calibration
{snip}
sklearn/tests/test_calibration.py ..................................................s................................................................                                                [100%]

=============================================================================== 114 passed, 1 skipped, 33 warnings in 9.70s ================================================================================

gh-32107 show the existing test-suite passing while naïvely replacing minimize_scalar with bracket_minimum and find_minimum (benchmarks may be a different matter).

As documented at https://scipy.github.io/devdocs/dev/api-dev/array_api_modules_tables/optimize_elementwise.html, these functions have CuPy and PyTorch support, so this may be an interesting starting point for you @OmarManzoor @lucyleeow !

I haven't investigated performance for NumPy at all, but this may at least get you by as a fallback for non-NumPy arrays, while you wait for some more ticks to materialise in https://scipy.github.io/devdocs/dev/api-dev/array_api_modules_tables/optimize.html.

Originally posted by @lucascolley in #31869

@lucascolley lucascolley changed the title wip: experiment with alternative to minimize_scalar wip: experiment with alternative to scipy.optimize.minimize_scalar Sep 4, 2025
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@lucascolley lucascolley mentioned this pull request Sep 4, 2025
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