FIX stratification in StratifiedGroupKFold when shuffle=True #32540
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ogrisel
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LGTM besides the following nitpicks:
doc/whats_new/upcoming_changes/sklearn.model_selection/32540.fix.rst
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Thanks a lot for the quick review and helpful suggestions, @ogrisel. |
lucyleeow
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doc/whats_new/upcoming_changes/sklearn.model_selection/32540.fix.rst
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…learn#32540) Co-authored-by: Olivier Grisel <[email protected]> Co-authored-by: Lucy Liu <[email protected]>
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Reference Issues/PRs
Fixes #32478
cc: @ogrisel
What does this implement/fix? Explain your changes.
When
StratifiedGroupKFoldis instantiated withshuffle=True, the implementation shufflesy_counts_per_groupin place, but does not update the internalgroups_invmapping that encodes each sample’s group index. This desynchronizes the “row i ↔ group i” invariant. The greedy assignment then operates on permuted rows, while the final test indices are gathered using the unpermutedgroups_inv, yielding test folds that correspond to incorrect (effectively random) groups. In practice, this makes the behavior equivalent toGroupKFoldwith a random group assignment rather than a stratified grouping.Change: when
shuffle=True, apply a single permutation toy_counts_per_groupand remapgroups_invby the inverse permutation. This keeps the internal encoding aligned so that each row iny_counts_per_groupstill refers to the same group index used to build the test folds. The stable variance-based sort continues to use the shuffled order only as a tie-breaker for groups with identical class-variance.No API changes; negligible performance impact. Reproducibility with an integer
random_stateis preserved.Any other comments?
Test added:
test_stratified_group_kfold_shuffle_preserves_stratification: non-regression test that, across many random seeds, checks:This reproduces the scenario from the issue and fails on main prior to this fix.
Changelog: a short entry was added to document the bug fix in
StratifiedGroupKFoldwhenshuffle=True.