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MNT Cleaner cython cdef loss function in SGD#17191

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rth merged 2 commits intoscikit-learn:masterfrom
lorentzenchr:sgd_clean
May 12, 2020
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MNT Cleaner cython cdef loss function in SGD#17191
rth merged 2 commits intoscikit-learn:masterfrom
lorentzenchr:sgd_clean

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@lorentzenchr lorentzenchr commented May 12, 2020

What does this implement/fix? Explain your changes.

This PR simpliefies the derivative loss functions for SGD. It makes the distinction bewtween cdef dloss() nogil: for productive use and def py_dloss(): for calls in the test suite only.

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rth commented May 12, 2020

Thanks! I think,

    cpdef double dloss(self, double p, double y) nogil:

might work (and allow access from pure Python) as long as the corresponding classes are decorated with cython.final to mark them as not subclassable: https://stackoverflow.com/a/37869168/1791279 Whether it's worth it I am not sure. The current solution is also acceptable.

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lorentzenchr commented May 12, 2020

cdef class LossFunction is subclassed and we want to test the dloss of the subclasses. I guess the @cython.final trick might not work here. (But good to know that trick!)

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rth commented May 12, 2020

No I mean dloss loss is defined on subclasses, right? So that's where the final decorator could also be applied (not on the base class)..

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rth commented May 12, 2020

I'm not saying that we should do it though, just that it might be possible.

Any opinions @thomasjpfan @jeremiedbb ?

NicolasHug
NicolasHug approved these changes May 12, 2020
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Looks good

One tiny perk of using the wrapper instead of cpdef is that compilation will be slightly faster compared to duplicating all methods

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rth approved these changes May 12, 2020
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OK, sounds good. Thanks!

@rth rth changed the title [MRG] MNT Cleaner cythn cdef loss function in SGD MNT Cleaner cythn cdef loss function in SGD May 12, 2020
@rth rth merged commit 4b92a77 into scikit-learn:master May 12, 2020
@lorentzenchr lorentzenchr changed the title MNT Cleaner cythn cdef loss function in SGD MNT Cleaner cython cdef loss function in SGD May 12, 2020
@lorentzenchr lorentzenchr deleted the sgd_clean branch May 12, 2020 21:13
gio8tisu pushed a commit to gio8tisu/scikit-learn that referenced this pull request May 15, 2020
@gio8tisu
MNT Cleaner cythn cdef loss function in SGD (scikit-learn#17191)
e72eaf4
@rth rth mentioned this pull request Jun 18, 2020
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viclafargue pushed a commit to viclafargue/scikit-learn that referenced this pull request Jun 26, 2020
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MNT Cleaner cythn cdef loss function in SGD (scikit-learn#17191)
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jayzed82 pushed a commit to jayzed82/scikit-learn that referenced this pull request Oct 22, 2020
@jayzed82
MNT Cleaner cythn cdef loss function in SGD (scikit-learn#17191)
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