Yeo-Johnson Power Transformer gives Numpy warning (and raises scipy.optimize._optimize.BracketError in some cases) #23319
Description
Describe the bug
When I use a power transformer with yeo-johnson method I get this warning in numpy:
../lib/python3.10/site-packages/numpy/core/_methods.py:235: RuntimeWarning: overflow encountered in multiply
Strangely I can't surpress this warning with filter.warnings()
Tl;dr: The eroor seems to appear when multiple instances of the transformer are called, in this example because n_jobs=2 is set in the preprocessor. But the bug also appears with n_jobs=1 when you call this preprocessor in a grid search for example.
Steps/Code to Reproduce
The following code snippet will raise a warning:
import numpy as np
from sklearn.preprocessing import PowerTransformer
rng = np.random.default_rng(0)
X = rng.exponential(size=(50,))
X -= X.max()
X = -X
X += 100
X = X.reshape(-1, 1)
method = "yeo-johnson"
transformer = PowerTransformer(method=method, standardize=False)
transformer.fit_transform(X)Expected Results
No Warnings
Actual Results
/Users/glemaitre/mambaforge/envs/dev/lib/python3.8/site-packages/numpy/core/_methods.py:233: RuntimeWarning: overflow encountered in multiply
x = um.multiply(x, x, out=x)
Versions
System:
python: 3.8.12 | packaged by conda-forge | (default, Sep 16 2021, 01:38:21) [Clang 11.1.0 ]
executable: /Users/glemaitre/mambaforge/envs/dev/bin/python
machine: macOS-12.3.1-arm64-arm-64bit
Python dependencies:
sklearn: 1.2.dev0
pip: 21.3
setuptools: 58.2.0
numpy: 1.21.6
scipy: 1.8.0
Cython: 0.29.24
pandas: 1.4.2
matplotlib: 3.4.3
joblib: 1.0.1
threadpoolctl: 2.2.0
Built with OpenMP: True
threadpoolctl info:
user_api: blas
internal_api: openblas
prefix: libopenblas
filepath: /Users/glemaitre/mambaforge/envs/dev/lib/libopenblas_vortexp-r0.3.18.dylib
version: 0.3.18
threading_layer: openmp
architecture: VORTEX
num_threads: 8
user_api: openmp
internal_api: openmp
prefix: libomp
filepath: /Users/glemaitre/mambaforge/envs/dev/lib/libomp.dylib
version: None
num_threads: 8