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[MRG] MAINT sync/add support sample_weight with liblinear #15038

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merged 15 commits into from Oct 25, 2019
Merged

[MRG] MAINT sync/add support sample_weight with liblinear #15038

merged 15 commits into from Oct 25, 2019

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@glemaitre
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glemaitre commented Sep 20, 2019

Add support for sample_weight for the loss/penalty in liblinear.

Hopefully it will close:
closes #10873
closes #15018
glemaitre added 6 commits Sep 20, 2019
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MAINT sync/add support sample_weight with liblinear
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TST check equivalence sample_weight LR
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iter
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iter
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add test for LinearSVC
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TST for LinearSVM
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@glemaitre glemaitre changed the title [WIP] MAINT sync/add support sample_weight with liblinear [MRG] MAINT sync/add support sample_weight with liblinear Sep 20, 2019
glemaitre added 2 commits Sep 20, 2019
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iter
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until convergence
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@glemaitre glemaitre added this to WAITING FOR REVIEW in Guillaume's pet Sep 20, 2019
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increase max_tol
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glemaitre commented Sep 20, 2019

@amueller you might want to have a look at that
@adrinjalali
adrinjalali reviewed Oct 2, 2019
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Not a complete review, but looks pretty good.
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glemaitre added 2 commits Oct 2, 2019
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solve memory leak
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Merge remote-tracking branch 'origin/master' into is/support_sample_w…
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…eight_linear_svm
@adrinjalali adrinjalali self-assigned this Oct 4, 2019
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glemaitre commented Oct 22, 2019

@adrinjalali any other comments?
@jnothman
jnothman reviewed Oct 23, 2019
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I can confirm the tests fail in master...
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adrinjalali approved these changes Oct 23, 2019
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nits, otherwise, as far as I can tell, this looks good.
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jnothman approved these changes Oct 24, 2019
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I've checked the C code looks reasonably safe.... and that the tests are valid... I'd do better to compare to upstream, but I'm okay to see this merged.
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adrinjalali commented Oct 24, 2019

Just realized this kinda needs a whats_new entry.
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update what new
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@NicolasHug
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glemaitre and others added 3 commits Oct 25, 2019
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Update doc/whats_new/v0.22.rst
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Co-Authored-By: Nicolas Hug <contact@nicolas-hug.com>
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Merge remote-tracking branch 'origin/master' into is/support_sample_w…
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update whats new
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@NicolasHug NicolasHug merged commit 2b60d32 into scikit-learn:master Oct 25, 2019
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NicolasHug commented Oct 25, 2019

Thanks @glemaitre !
@glemaitre glemaitre moved this from WAITING FOR REVIEW to WAITING FOR CONSENSUS in Guillaume's pet Oct 25, 2019
@glemaitre glemaitre moved this from WAITING FOR CONSENSUS to MERGED in Guillaume's pet Oct 25, 2019
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amueller commented Oct 28, 2019

Sweet!
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csbrown commented Dec 2, 2019

Is this functionality in any of the stable sklearn releases? What should I upgrade to?
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NicolasHug commented Dec 2, 2019

Not yet. The new release should be out this week
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csbrown commented Dec 2, 2019

Also, would anyone be keen on updating the old docs to mention the fact that sample_weight does nothing at all?
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glemaitre commented Dec 2, 2019

Also, would anyone be keen on updating the old docs to mention the fact that sample_weight does nothing at all?

Since this is a bug, it would be better to backport the fix. But we will probably release tomorrow, not sure that it would be worth.
samj1912 added a commit to samj1912/scikit-learn that referenced this pull request Dec 12, 2019
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Include LinearSV{M, R} in models that support sample_weights
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With the latest release of sklearn, we have merged scikit-learn#15038
which officially adds support for sample weights to these models. Let's update the docs to reflect this.
@samj1912 samj1912 mentioned this pull request Dec 12, 2019
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samj1912 added a commit to samj1912/scikit-learn that referenced this pull request Dec 12, 2019
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Include LinearSV{C, R} in models that support sample_weights
f3ecaf5 
With the latest release of sklearn, we have merged scikit-learn#15038
which officially adds support for sample weights to these models. Let's update the docs to reflect this.
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