ENH add support for Array API to `mean_pinball_loss` and `explained_variance_score` by virchan · Pull Request #29978 · scikit-learn/scikit-learn

virchan · 2024-09-30T22:55:36Z

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

github-actions · 2024-09-30T22:56:48Z

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glemaitre

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

virchan · 2024-10-18T03:56:51Z

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.

glemaitre

LGTM.

Thanks @virchan

OmarManzoor · 2024-12-02T11:27:02Z

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

…ck_reg_targets_with_floating_dtype`.

virchan · 2024-12-02T20:47:27Z

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

OmarManzoor

Otherwise LGTM

OmarManzoor

@virchan Two of the CUDA tests are failing. I think we need to handle using the appropriate device. Could you kindly have a look?

CUDA tests are failing

Co-authored-by: Omar Salman <omar.salman2007@gmail.com>

virchan · 2024-12-03T10:19:35Z

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?

OmarManzoor · 2024-12-03T13:17:08Z

@virchan Were you able to test with the MPS device locally?

OmarManzoor

LGTM. Thanks @virchan

I checked with MPS as well and it looks okay 🟢

virchan · 2024-12-03T23:24:28Z

Thank you everyone for your time!

…ariance_score` (scikit-learn#29978)

github-actions Bot added the module:metrics label Sep 30, 2024

virchan marked this pull request as ready for review October 1, 2024 22:55

glemaitre self-requested a review October 17, 2024 18:08

glemaitre mentioned this pull request Oct 17, 2024

FIX pass xp to avoid redundant namespace inspection #30092

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glemaitre reviewed Oct 17, 2024

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Comment thread sklearn/metrics/_regression.py

Comment thread sklearn/metrics/_regression.py

Comment thread sklearn/metrics/_regression.py Outdated

virchan force-pushed the issues/26024/regression_metrics branch from 394a527 to cf41a3e Compare October 18, 2024 02:30

virchan closed this Oct 18, 2024

virchan force-pushed the issues/26024/regression_metrics branch from cf41a3e to d2acd79 Compare October 18, 2024 02:42

virchan added 4 commits October 17, 2024 19:44

ENH Add support for Array API to various regression metrics

b8f3c5c

Update 1.6 log

8b73961

Modify the test_mean_pinball_loss_on_constant_predictions function

8258b9a

Reverting median_absolute_error and d2_pinball_score.

85a162a

virchan reopened this Oct 18, 2024

virchan added 2 commits October 17, 2024 20:00

Reverting d2_absolute_error_score.

fe6177f

Update changelog.

7b0cf0c

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

virchan mentioned this pull request Oct 18, 2024

Make more of the "tools" of scikit-learn Array API compatible #26024

Open

glemaitre reviewed Oct 18, 2024

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Comment thread sklearn/metrics/tests/test_regression.py

ogrisel reviewed Oct 18, 2024

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Comment thread sklearn/metrics/_regression.py Outdated

Comment thread sklearn/metrics/tests/test_regression.py Outdated

virchan added 4 commits October 18, 2024 14:10

Add metrics to array_api_metric_checkers and change datatype.

168f105

Merge branch 'main' into issues/26024/regression_metrics

58f4fd6

Update type casting in mean_pinball_loss.

0990413

Update type casting in mean_pinball_loss.

206bef6

This was referenced Oct 19, 2024

Reduce redundancy in floating type checks for Array API support #30106

Closed

ENH Reduce redundancy in floating type checks for Array API support in _regression.py #30128

Merged

glemaitre approved these changes Oct 28, 2024

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Merge branch 'main' into issues/26024/regression_metrics

bcdb100

virchan added 2 commits December 2, 2024 10:34

Merge branch 'main' into issues/26024/regression_metrics

07a9d9f

update mean_pinball_score and explained_variance_score with `_che…

a732bda

…ck_reg_targets_with_floating_dtype`.

OmarManzoor previously approved these changes Dec 3, 2024

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Comment thread doc/whats_new/upcoming_changes/array-api/29978.feature.rst Outdated

OmarManzoor added Array API CUDA CI labels Dec 3, 2024

github-actions Bot removed the CUDA CI label Dec 3, 2024

OmarManzoor self-requested a review December 3, 2024 06:20

OmarManzoor reviewed Dec 3, 2024

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virchan and others added 2 commits December 3, 2024 00:51

update explained_variance_score.

a87ee75

Update doc/whats_new/upcoming_changes/array-api/29978.feature.rst

bf5b195

Co-authored-by: Omar Salman <omar.salman2007@gmail.com>

OmarManzoor added the CUDA CI label Dec 3, 2024

github-actions Bot removed the CUDA CI label Dec 3, 2024

OmarManzoor approved these changes Dec 3, 2024

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

virchan added a commit to virchan/scikit-learn that referenced this pull request Dec 9, 2024

ENH add support for Array API to mean_pinball_loss and `explained_v…

a10ca24

…ariance_score` (scikit-learn#29978)

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