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[MRG] Fix bug when warm starting with early stopping in Hist GBDT #15624

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Merged
merged 2 commits into from
Nov 15, 2019
Merged

[MRG] Fix bug when warm starting with early stopping in Hist GBDT #15624

merged 2 commits into from
Nov 15, 2019

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NicolasHug
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If scoring='loss', raw_prediction_val wasn't defined in case of warm-start with early stopping, which would cause an error. This is now fixed and tested.

Originally noted by @johannfaouzi in #14516

@NicolasHug
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@adrinjalali @ogrisel @glemaitre :)

@NicolasHug NicolasHug added this to the 0.22 milestone Nov 14, 2019
@NicolasHug NicolasHug mentioned this pull request Nov 14, 2019
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thomasjpfan
thomasjpfan previously approved these changes Nov 14, 2019
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LGTM

@thomasjpfan thomasjpfan dismissed their stale review November 14, 2019 15:00

Okay so tests are failing hmm..

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johannfaouzi commented Nov 14, 2019 •
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You also need to change raw_predictions.

@NicolasHug
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You also need to change raw_predictions.

Where? we do have raw_predictions = self._raw_predict(X_binned_train) for in the warm-start case (regardless of early stopping) so I think this is correctly handled?

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Where? we do have raw_predictions = self._raw_predict(X_binned_train) for in the warm-start case (regardless of early stopping) so I think this is correctly handled?

If I understand properly, it is done in the following line:

https://github.com/scikit-learn/scikit-learn/pull/15624/files#diff-3adddfacb3ffd10c1e81210ef2bea2abR272

thomasjpfan
thomasjpfan approved these changes Nov 14, 2019
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LGTM

@NicolasHug NicolasHug added the Bug label Nov 14, 2019
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My bad, I thought that raw_predictions was not computed with warm starting.

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Does this have your blessing @glemaitre @johannfaouzi ;)?

johannfaouzi
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LGTM (great branch name btw)

@glemaitre glemaitre merged commit 97958c1 into scikit-learn:master Nov 15, 2019
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Thanks @NicolasHug

adrinjalali pushed a commit to adrinjalali/scikit-learn that referenced this pull request Nov 18, 2019
@NicolasHug @adrinjalali
FIX fix bug when warm starting with early stopping in Hist GBDT (scik…
1ef3986 
…it-learn#15624)
adrinjalali pushed a commit to adrinjalali/scikit-learn that referenced this pull request Nov 18, 2019
@NicolasHug @adrinjalali
FIX fix bug when warm starting with early stopping in Hist GBDT (scik…
920babd 
…it-learn#15624)
@adrinjalali adrinjalali mentioned this pull request Nov 18, 2019
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adrinjalali pushed a commit that referenced this pull request Nov 19, 2019
@NicolasHug @adrinjalali
FIX fix bug when warm starting with early stopping in Hist GBDT (#15624)
a631424
panpiort8 pushed a commit to panpiort8/scikit-learn that referenced this pull request Mar 3, 2020
@NicolasHug
FIX fix bug when warm starting with early stopping in Hist GBDT (scik…
1731051 
…it-learn#15624)
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@thomasjpfan thomasjpfan thomasjpfan approved these changes

@johannfaouzi johannfaouzi johannfaouzi approved these changes

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