Merging changes from the main repository#1
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arka204 merged 52 commits intoarka204:masterfrom Apr 11, 2020
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* add permutation importance to gbr * format document * separate deviance from feature importance during plotting * add some analysis * Update examples/ensemble/plot_gradient_boosting_regression.py Co-Authored-By: Adrin Jalali <adrin.jalali@gmail.com> Co-authored-by: Katrina Ni <kani@tableau.com> Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com>
* Simplified exmaple * Update sklearn/pipeline.py Co-Authored-By: Tom Dupré la Tour <tom.dupre-la-tour@m4x.org> Co-authored-by: Tom Dupré la Tour <tom.dupre-la-tour@m4x.org>
* DOC make __init__ params in decomposition kwonly * test fixes * pep8
Co-authored-by: sophsoph321 <sbz24@cornell.edu>
Co-authored-by: hdumasde <helion.dumasdesbourboux@thalesgroup.com>
* WIP * WIP * Updates to the math section * so apparently crammer-singer isn't consistent (http://www.cs.columbia.edu/\~rocco/papers/icml13.html) * reorganized example links and described pictures * Added references * more refs * Added scaler to docstring examples * doc about dual coefs * WIP * note about shrinking and gram matrix * ellipsis * ellipsis again * maybe fixed doc issue * details for regression * training error -> margin error * Apply suggestions from code review Co-Authored-By: Adrin Jalali <adrin.jalali@gmail.com> * put back links + addressed rest of comments * small detail about margin boundaries and SVs * Addressed comments from Thomas and Adrin Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com>
…s (and improvement on all targets) (#13511) * Fixed random number generation on windows. See cjlin1/liblinear#28 * Added correct PR number * Fixed random number generator for libsvm on windows targets * Updated comments * Suppressed C4293 warnings using explicit cast. * Suppressed C4293 warnings using explicit cast. * Following code review: `myrand` is now inline, and all integer size checks for random generation fix are now static. * Dummy comment edit to re-trigger build * Fixed include error * Attempt to provide a better and faster result by using a mersene twister random number generator as suggested by https://codeforces.com/blog/entry/61587 * Attempt to integrate the extra compiler arg requesting for explicit C++11 support * Attempt to integrate the extra compiler arg requesting for explicit C++11 support. liblinear extension. * the `extra_compile_args` for C++11 was not working when used in `config.add_extension` so now pre-creating liblinear library first with the flag. * Fixed liblinear extension build: there was a missing library dependency. * Fixed liblinear library dependency for extension compilation. * Fixed liblinear library compilation: added tron * Now correctly setting the seed in libsvm * Now correctly setting the seed in liblinear. This is done using a new interface function `set_seed`. * Updated what's new accordingly * Increased tolerance when comparing `_average_precision` with `_average_precision_slow`. Indeed `_average_precision` is based on predictions ordering and has errors in case of ties (e.g. several 0.5 prediction values) * Minor improvement of this test method for readability (no change in output) * Minor doc update as per review * dropped commented line * Reverted test readability improvement change * Using double barticks * Clarified all comments * removed useless space * Clarified all comments, and included a `set_seed` method as per code review. * Updated what's new about changed models as suggested by review. * Replaced random number generator: now using a `bounded_rand_int` using tweaked Lemire post-processor from http://www.pcg-random.org/posts/bounded-rands.html) * Updated readme rst and moved it to 0.22 * Whats new moved from 0.222 to 0.23 * Updated docs * Update doc/whats_new/v0.23.rst Co-Authored-By: Chiara Marmo <cmarmo@users.noreply.github.com> * Dummy change to re-trigger the CI build * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.21.rst * Update doc/whats_new/v0.22.rst * As per code review: added LogisticRegression in the list of changes, and repeated the list of classes affected in changelog. * New random number generator used in libsvm / liblinear is now in an independent header file `newrand/newrand.h`. * Update sklearn/svm/src/liblinear/linear.cpp * Fixed dates in headers and added a header to newrand.h * Added a sentence in the changelog to explain the impact in user-friendly terms. * Added link to PR in readme file and removed commented lines as per code review Co-authored-by: Sylvain MARIE <sylvain.marie@se.com> Co-authored-by: Chiara Marmo <cmarmo@users.noreply.github.com>
* Fixed off by one in MLE and better handling of small eigenvalues * light update tests * pep8 * Added test + threhsold on small log
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Updating fork.