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BaseEstimator tokenization may cause issues for fitted models #658

@TomAugspurger

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@TomAugspurger

In https://github.com/dask/dask-ml/blob/master/dask_ml/model_selection/_normalize.py#L18-L24, we register a tokenizer for scikit-learn models that inherit from BaseEstimator. This can cause issues when we have multiple instances of the same model that have been fitted to different pieces of data (as in #657).

In [8]: import dask
   ...: import sklearn.datasets
   ...: import sklearn.linear_model
   ...: import dask_ml.model_selection._normalize
   ...:
   ...: m1 = sklearn.linear_model.LogisticRegression(random_state=0)
   ...: m2 = sklearn.linear_model.LogisticRegression(random_state=0)
   ...:
   ...: # Not fitted, fine for these to match
   ...: assert dask.base.tokenize(m1) == dask.base.tokenize(m2)
   ...:
   ...: X1, y1 = sklearn.datasets.make_classification()
   ...: X2, y2 = sklearn.datasets.make_classification()
   ...: m1.fit(X1, y1)
   ...: m2.fit(X2, y2)
   ...:
   ...: # After fitting, these should be different!
   ...: assert dask.base.tokenize(m1) != dask.base.tokenize(m2)
   ...:
   ...:
---------------------------------------------------------------------------
AssertionError                            Traceback (most recent call last)
<ipython-input-8-590215541e34> in <module>
     16
     17 # After fitting, these should be different!
---> 18 assert dask.base.tokenize(m1) != dask.base.tokenize(m2)
     19

AssertionError:

I think that normalize_estimator should also (try to) hash things like coef_. Since this is supposed to work for arbitrary estimators, the safest thing to do is tokenize any attribute ending in _. We might exclude selected attributes like GridSearchCV.cv_results_, since those include things that are incidental (like the time it took to train a specific split).

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