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Multinomial LogisticRegressionCV with lbfgs non-deterministic on Travis Mac OS #11924
changed the title from
Multinomial logistic regression with lbfgs non-deterministic on Travis Mac OS
Multinomial LogisticRegressionCV with lbfgs non-deterministic on Travis Mac OS
Aug 27, 2018
added a commit
Aug 28, 2018
At #11925 I was trying to identify whether the discrepancy came from the initial fits for each fold, or from the refit process in LogisticRegressionCV (as this would make sense for why it's broken only for the CV variant).
From https://travis-ci.org/scikit-learn/scikit-learn/jobs/421403473#L375 we see that while the binary logistic fits produce an identical model each time, the mean coefficients of the best model from CV are slightly different across repeated runs (and I'm not sure we should be using the mean here):
Using these as the initial coefficients results in a vastly discrepant refit:
I think this can't be just about LogisticRegressionCV. At https://travis-ci.org/scikit-learn/scikit-learn/jobs/421410785, for two of the three KFold splits, we get identical coefficients. For the third split, one fit gets:
The other gets:
Which seems quite different.
The fact that this occurs when
I'm wondering if we should just skip the test on mac: I presume that this same bug was present, but not tested for, in 0.19, so it's not really release sensitive!!