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[MRG] Sample weights for ElasticNetCV #16449

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Merged
merged 61 commits into from
Jun 26, 2021
Merged

[MRG] Sample weights for ElasticNetCV #16449

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f5fb1cc
MNT Simplify _check_sample_weight
Oct 27, 2019
70f5ffb
TST Fix unsupported sample weights
Oct 27, 2019
d879789
ENH Support sample weights for dense ElasticNet
Nov 1, 2019
c751b0e
TST raise ValueError when sparse enet with sample weights
Nov 1, 2019
2fd44e0
Fix sparse logic in _rescale_data
Nov 1, 2019
c83a4ca
Remove check for negative sample weights
Nov 6, 2019
c088e79
TST test _rescale_data_ for sparse input
Nov 16, 2019
9ee0042
Merge branch 'master' into enet_sample_weights
Nov 16, 2019
95c8e6c
DOC align parameter doc of sample_weight
Nov 16, 2019
2a970b2
DOC adds docstring to _rescale_data
Nov 16, 2019
6d77c55
Simplify _rescale_data with reviewer suggestion
Nov 16, 2019
1317b14
TST invalid order argument in _rescale_data
Nov 16, 2019
d0b0788
add doc and comment on order='F'
Nov 16, 2019
64ec8e4
TST 2d target in _rescale_data
Nov 16, 2019
810fb1b
Unsupported arg copy in asformat prior to scipy 1.1.0
Nov 24, 2019
ed02723
Merge branch 'master' into enet_sample_weights
Dec 5, 2019
c34f557
Merge branch 'master' into enet_sample_weights
Jan 3, 2020
7bb1e6c
TST test sample_weight=number same as sw=None
Jan 4, 2020
5aefb7d
Merge branch 'master' into enet_sample_weights
Feb 5, 2020
056252b
DOC fix a typo
Feb 9, 2020
43a65e7
DOC correct a typo
Feb 9, 2020
3523741
CLN remove unwanted line
Feb 9, 2020
0b03077
MAINT use _astype_copy_false
Feb 12, 2020
2ac24b1
RFC private _set_order function
Feb 12, 2020
610ed29
TST remove sparse in enet with sample weights
Feb 12, 2020
c15d778
Merge branch 'master' into enet_sample_weights
Feb 13, 2020
7c875c9
DOC what's new
Feb 13, 2020
14c1920
Merge branch 'master' into enet_cv_sw
Feb 16, 2020
a5688c2
Merge branch 'master' into enet_cv_sw
lorentzenchr Aug 19, 2020
a93706d
Merge branch 'master' into enet_cv_sw
lorentzenchr Aug 29, 2020
97d259c
CLN array validation and n_targets
lorentzenchr Aug 29, 2020
6955dd7
FEA support sample_weight in ElasticNetCV etc.
lorentzenchr Aug 29, 2020
c5155a7
FEA add option cv_weighted
lorentzenchr Aug 29, 2020
481d237
TST add test for sample weighted ElasticNetCV
lorentzenchr Aug 29, 2020
20b02df
TST fix tests for multitask CV classes.
lorentzenchr Aug 29, 2020
3c7bf4b
DOC fit returns self : object
lorentzenchr Sep 4, 2020
6e9c68f
CLN address review comments plus some more
lorentzenchr Sep 4, 2020
a2cb6eb
Merge branch 'master' into enet_cv_sw
lorentzenchr Sep 4, 2020
b7d2716
CLN simplify test by useing LeaveOneGroupOut instead of GroupKFold
lorentzenchr Sep 14, 2020
16faac5
Merge branch 'master' into enet_cv_sw
lorentzenchr Oct 3, 2020
d8cc887
CLN replace "See also" by "See Also"
lorentzenchr Oct 3, 2020
8b8a86e
Merge branch 'master' into enet_cv_sw
lorentzenchr Oct 16, 2020
9d6b83a
Merge branch 'main' into enet_cv_sw
lorentzenchr Apr 23, 2021
cc2421d
DOC add whats_new entry
lorentzenchr Apr 23, 2021
fcf2120
Merge branch 'main' into enet_cv_sw
lorentzenchr Apr 30, 2021
e2eee8d
DOC sample weight -> sample weights
lorentzenchr May 2, 2021
f735864
rename cv_weighted -> use_weights_in_cv
lorentzenchr May 2, 2021
d366a28
MNT restructure comment on rescaling sample_weight
lorentzenchr May 2, 2021
d73048f
add comment about different len(test) per fold
lorentzenchr May 2, 2021
f6f375e
address review comments
lorentzenchr May 8, 2021
49a143b
TST add test_enet_cv_grid_search
lorentzenchr May 8, 2021
0f120ab
Merge branch 'main' into enet_cv_sw
lorentzenchr May 29, 2021
efe0f9a
Remove use_weights_in_cv
lorentzenchr May 29, 2021
10fc2b0
fix linter
lorentzenchr May 29, 2021
bf11d4b
Merge branch 'main' into enet_cv_sw
lorentzenchr Jun 8, 2021
e4cabf3
CLN remove unused parametrize
lorentzenchr Jun 9, 2021
71554dc
Merge commit '0e7761cdc4f244adb4803f1a97f0a9fe4b365a99' into enet_cv_sw
lorentzenchr Jun 26, 2021
b7aa297
MAINT Adds target_version to black config (#20293)
thomasjpfan Jun 17, 2021
fdbd013
apply black
lorentzenchr Jun 26, 2021
2c2a82e
Merge remote-tracking branch 'upstream/main' into enet_cv_sw
lorentzenchr Jun 26, 2021
0e30c90
CLN reinsert check_consistent_length
lorentzenchr Jun 26, 2021
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8 changes: 6 additions & 2 deletions doc/whats_new/v1.0.rst
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Expand Up @@ -329,6 +329,10 @@ Changelog
complexity in the number of samples.
:pr:`10027` by :user:`Albert Thomas <albertcthomas>`.

- |Feature| Added `sample_weight` parameter to
:class:`linear_model.LassoCV` and :class:`linear_model.ElasticNetCV`.
:pr:`16449` by :user:`Christian Lorentzen <lorentzenchr>`.

- |Efficiency| The implementation of :class:`linear_model.LogisticRegression`
has been optimised for dense matrices when using `solver='newton-cg'` and
`multi_class!='multinomial'`.
Expand Down Expand Up @@ -428,9 +432,9 @@ Changelog
and :user:`Oliver Grisel <ogrisel>`.

- |Feature| :func:`metrics.mean_squared_log_error` now supports
`squared=False`.
`squared=False`.
:pr:`20326` by :user:`Uttam kumar <helper-uttam>`.

- |Efficiency| Improved speed of :func:`metrics.confusion_matrix` when labels
are integral.
:pr:`9843` by :user:`Jon Crall <Erotemic>`.
Expand Down
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