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ENH add metadata routing to cross_val* #26896

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Merged
merged 29 commits into from
Aug 9, 2023

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adrinjalali
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@adrinjalali adrinjalali commented Jul 25, 2023

This adds metadata routing to cross_val* functions.

Note that this PR does NOT route metadata for predict method of the estimator if any.

Closes #13432
Fixes #4632
Fixes #7646
Fixes #20349

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github-actions bot commented Jul 25, 2023

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@adrinjalali adrinjalali marked this pull request as ready for review August 1, 2023 13:09
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@glemaitre @OmarManzoor @thomasjpfan this is ready for review.

@glemaitre glemaitre self-requested a review August 2, 2023 14:13
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Just a couple of nitpicks. Otherwise, I am fine with the design.

In the future we could improve:

  • the code sharing between cross-valdiate and cross_val_predict
  • how _MultiMetricScorer is passed around. It would make sense to create such instance when checking and passing it around and to create a to_dict to convert a scorer back to what is needed later on.

adrinjalali and others added 8 commits August 3, 2023 13:36
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
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Created #27001 and #27000 to address the comments separately.

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@OmarManzoor OmarManzoor left a comment

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Generally looks good. Added a few comments.

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A few more comments.

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LGTM. Thanks @adrinjalali

@glemaitre glemaitre merged commit 6fa514a into scikit-learn:main Aug 9, 2023
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LGTM. Thanks @adrinjalali

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I guess we can promote this to a major feature already.

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Soon I'll update the changelog to create a separate section for SLEP006 @lorentzenchr

TamaraAtanasoska pushed a commit to TamaraAtanasoska/scikit-learn that referenced this pull request Aug 21, 2023
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
REDVM pushed a commit to REDVM/scikit-learn that referenced this pull request Nov 16, 2023
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
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