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DOC Add note in Array API doc regarding support for devices without float 64 support #28034

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DOC Add note in Array API doc regarding support for devices without float 64 support #28034

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Add note in Array API doc regarding support for devices without float…
fcharras Dec 29, 2023
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betatim Feb 12, 2024
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19 changes: 19 additions & 0 deletions doc/modules/array_api.rst
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Expand Up @@ -136,6 +136,25 @@ automatically skipped. Therefore it's important to run the tests with the
pip install array-api-compat # and other libraries as needed
pytest -k "array_api" -v

Note on `float64` support
-------------------------

`float64` precision can sometimes be mandatory, where `float32` or inferior precision
might result in catastrophic numerical errors. For this reason there are occurrences
in scikit-learn of _upcasting_, where some computational steps will always use `float64`
precision, even if the input data is given with inferior precision.

However, some array manipulation libraries might leverage devices that do not support
operations with `float64` precision, such as MPS on macOS or Intel® integrated GPUs.
scikit-learn always favors consistency of the numerical stability across all
use-cases, and it will locally dispatch the compute to numpy for steps that have
a minimal precision requirement that is not supported by the device, at the costs of
a transfer to CPU.

Minimizing the usage of `float64` upcasting in scikit-learn is an open improvement
direction, to maybe yield better performance from devices that do not support it,
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@glemaitre glemaitre Jan 12, 2024 •
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Suggested change
direction, to maybe yield better performance from devices that do not support it,
direction, to yield better performance from devices that do not support it,

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I think we need the "yield"

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Oh actually, I wanted to remove the "maybe"

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I can't reconstruct what I meant to say. Reading my comment now I am confused.com about what I was trying to say (it seems like a comment written while distracted) :-/

Let's ignore it?

since it avoids data copies and benefits from a higher FLOPS.

Note on MPS device support
--------------------------

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