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TST test_impute use global random seed #25894

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@Veghit Veghit commented Mar 17, 2023

Reference Issues/PRs

Towards #22827

What does this implement/fix? Explain your changes.

set global random seed for impute tests

Any other comments?

@Veghit Veghit marked this pull request as draft March 17, 2023 16:12
@Veghit Veghit changed the title set all seeds to ==> rng = np.random.RandomState(global_random_seed) TST [WIP] test_impute use global random seed Mar 17, 2023
Itay added 7 commits March 17, 2023 18:55
…ndom_seed

changing test in test_iterative_imputer_clip to check for inequality (value is between min and max) and not equality.
…nequality (value is between min and max) and not equality.
increasing min max bounds to allow for normal imputation
@Veghit Veghit marked this pull request as ready for review March 18, 2023 00:24
@Veghit Veghit changed the title TST [WIP] test_impute use global random seed TST test_impute use global random seed Mar 18, 2023
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Veghit commented Mar 18, 2023

By testing with over a hundred different random seeds instead of relying on a single one, we've increased the statistical rigor of our tests, even though it occasionally causes failures. To mitigate this, I made minimal adjustments to the numerical constants to ensure consistency, but some tests may still fail with a thousand seeds. Nonetheless, these changes make the tests more reliable yes still informative.

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betatim commented Apr 4, 2023

I couldn't find entries in the changelog for similar PRs, so applying the "no changelog needed" label.

def test_iterative_imputer_estimators(estimator):
rng = np.random.RandomState(0)
def test_iterative_imputer_estimators(estimator, global_random_seed):
rng = np.random.RandomState(64)
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I think this should use the global seed as well (maybe a leftover from debugging?):

Suggested change
rng = np.random.RandomState(64)
rng = np.random.RandomState(global_random_seed)

assert_allclose(np.min(Xt[X == 0]), 0.1)
assert_allclose(np.max(Xt[X == 0]), 0.2)
assert_array_equal(np.min(Xt[X == 0]) >= 0.1, 1)
assert_array_equal(np.max(Xt[X == 0]) <= 0.2, 1)
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Do you know why this is an ok change to make? The old assert checked that the values where (roughly) equal to 0.1 and 0.2. The new assert tests that the value are equal or larger. So this is a change in what we test and I'm not sure I understand why this change is Ok to make.

@pytest.mark.parametrize("test_none_state_estimator", [True, False])
def test_iterative_imputer_dont_set_random_state(
test_none_state_imputer, test_none_state_estimator, global_random_seed
):
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I think we should leave this test unchanged. It doesn't seem to use the random state to generate random numbers, instead it only checks if an attribute is set correctly and not modified. I don't think we need to test this with multiple random seeds (via the global_random_seed fixture)

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betatim commented Apr 4, 2023

Thanks a lot for working on this. I left a few comments on the code.

One additional comment: where you have changed tests (for example sparsity fraction) is there a way to know if this is a harmless change or if by changing it we are hiding an actual problem? I'm generally a bit nervous about changing tests to "make them pass" without a good understanding of why the change helps/fixes an instability problem. Can you explain a bit about how you came up with your changes? Did you tune them until the tests passed or is there some other method to pick them? Also, maybe someone else from the maintainers knows a bit more and can chime in.

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