import numpy as np
import nose.tools as nt
from sklearn.isotonic import isotonic_regression
def test_isotonic_ymin_ymax():
X = np.array([1.26, 1.31,-0.57, 0.30, -0.70,
-0.17, -1.59, 1.05, 1.39, 1.90,
0.20, 0.03, -0.08, 0.44, 0.01,
-0.37, -0.89, -0.37, -1.32, 0.18])
X_iso = isotonic_regression(X, y_min=0., y_max=0.1)
nt.assert_true(np.all((X_iso <= 0.1) * (X_iso >= 0.)))
test_isotonic_ymin_ymax()
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Today's Topics:
1. isotonic regression weird behavior? (Jonathan Taylor)
2. Re: isotonic regression weird behavior? (Jonathan Taylor)
3. Re: isotonic regression weird behavior? (Jonathan Taylor)
4. Re: isotonic regression weird behavior? (Gael Varoquaux)
----------------------------------------------------------------------
Message: 1
Date: Tue, 21 Jun 2016 19:18:12 -0700
From: Jonathan Taylor <jonathan.taylor@stanford.edu>
To: scikit-learn@python.org
Subject: [scikit-learn] isotonic regression weird behavior?
Message-ID:
<CANmCCuSkekfbjH0d450_Cm5V3JYVXsSgEyGtj3pNmA6Ek8CssQ@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"
Was trying to fit isotonic regression with non-trivial y_min and y_max:
In [*17*]: X
Out[*17*]:
array([ 1.26336413, 1.31853693, -0.57200917, 0.3072928 , -0.70686507,
-0.17614937, -1.59943059, 1.05908504, 1.3958263 , 1.90580318,
0.20992272, 0.02836316, -0.08092235, 0.44438247, 0.01791253,
-0.3771914 , -0.89577538, -0.37726249, -1.32687569, 0.18013201])
In [*18*]: iso.isotonic_regression(X, y_min=0, y_max=0.1)
Out[*18*]:
array([-0.00826919, -0.00826919, -0.00826919, -0.00826919, -0.00826919,
-0.00826919, -0.00826919, 0.10449344, 0.10449344, 0.10449344,
0.10449344, 0.10449344, 0.10449344, 0.10449344, 0.10449344,
0.10449344, 0.10449344, 0.10449344, 0.10449344, 0.10449344])
The solution does not satisfy the bounds that each entry should be in
[0,0.1]
--
Jonathan Taylor
Dept. of Statistics
Sequoia Hall, 137
390 Serra Mall
Stanford, CA 94305
Tel: 650.723.9230
Fax: 650.725.8977
Web: http://www-stat.stanford.edu/~jtaylo
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Message: 2
Date: Tue, 21 Jun 2016 19:19:42 -0700
From: Jonathan Taylor <jonathan.taylor@stanford.edu>
To: scikit-learn@python.org
Subject: Re: [scikit-learn] isotonic regression weird behavior?
Message-ID:
<CANmCCuSJH45Z=ZUj+gVzsBAS0CG5iaUXTinfVVnEy4+DLA=42g@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"
Should have included:
In [*22*]: iso
Out[*22*]: <module 'sklearn.isotonic' from
'/Users/jonathantaylor/anaconda/envs/py27/lib/python2.7/site-packages/sklearn/isotonic.pyc'>
On Tue, Jun 21, 2016 at 7:18 PM, Jonathan Taylor <
jonathan.taylor@stanford.edu> wrote:
> Was trying to fit isotonic regression with non-trivial y_min and y_max:
>
> In [*17*]: X
>
> Out[*17*]:
>
> array([ 1.26336413, 1.31853693, -0.57200917, 0.3072928 , -0.70686507,
>
> -0.17614937, -1.59943059, 1.05908504, 1.3958263 , 1.90580318,
>
> 0.20992272, 0.02836316, -0.08092235, 0.44438247, 0.01791253,
>
> -0.3771914 , -0.89577538, -0.37726249, -1.32687569, 0.18013201])
>
>
> In [*18*]: iso.isotonic_regression(X, y_min=0, y_max=0.1)
>
> Out[*18*]:
>
> array([-0.00826919, -0.00826919, -0.00826919, -0.00826919, -0.00826919,
>
> -0.00826919, -0.00826919, 0.10449344, 0.10449344, 0.10449344,
>
> 0.10449344, 0.10449344, 0.10449344, 0.10449344, 0.10449344,
>
> 0.10449344, 0.10449344, 0.10449344, 0.10449344, 0.10449344])
>
>
> The solution does not satisfy the bounds that each entry should be in
> [0,0.1]
>
>
>
> --
> Jonathan Taylor
> Dept. of Statistics
> Sequoia Hall, 137
> 390 Serra Mall
> Stanford, CA 94305
> Tel: 650.723.9230
> Fax: 650.725.8977
> Web: http://www-stat.stanford.edu/~jtaylo
>
--
Jonathan Taylor
Dept. of Statistics
Sequoia Hall, 137
390 Serra Mall
Stanford, CA 94305
Tel: 650.723.9230
Fax: 650.725.8977
Web: http://www-stat.stanford.edu/~jtaylo
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------------------------------
Message: 3
Date: Tue, 21 Jun 2016 19:21:59 -0700
From: Jonathan Taylor <jonathan.taylor@stanford.edu>
To: scikit-learn@python.org
Subject: Re: [scikit-learn] isotonic regression weird behavior?
Message-ID:
<CANmCCuQY33TX884_7owwyz1nAC8tpgQhJoZCYTUxSsSpXbSRHA@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"
Sorry, docstring is also a bit funny.
Is the problem it is trying to solve have an __equality__ constraint for
y_min, y_max or __inequality__ constraint for y_min / y_max?
Either way the produced solution does not satisfy such a constraint...
On Tue, Jun 21, 2016 at 7:19 PM, Jonathan Taylor <
jonathan.taylor@stanford.edu> wrote:
> Should have included:
>
> In [*22*]: iso
>
> Out[*22*]: <module 'sklearn.isotonic' from
> '/Users/jonathantaylor/anaconda/envs/py27/lib/python2.7/site-packages/sklearn/isotonic.pyc'>
>
> On Tue, Jun 21, 2016 at 7:18 PM, Jonathan Taylor <
> jonathan.taylor@stanford.edu> wrote:
>
>> Was trying to fit isotonic regression with non-trivial y_min and y_max:
>>
>> In [*17*]: X
>>
>> Out[*17*]:
>>
>> array([ 1.26336413, 1.31853693, -0.57200917, 0.3072928 , -0.70686507,
>>
>> -0.17614937, -1.59943059, 1.05908504, 1.3958263 , 1.90580318,
>>
>> 0.20992272, 0.02836316, -0.08092235, 0.44438247, 0.01791253,
>>
>> -0.3771914 , -0.89577538, -0.37726249, -1.32687569, 0.18013201])
>>
>>
>> In [*18*]: iso.isotonic_regression(X, y_min=0, y_max=0.1)
>>
>> Out[*18*]:
>>
>> array([-0.00826919, -0.00826919, -0.00826919, -0.00826919, -0.00826919,
>>
>> -0.00826919, -0.00826919, 0.10449344, 0.10449344, 0.10449344,
>>
>> 0.10449344, 0.10449344, 0.10449344, 0.10449344, 0.10449344,
>>
>> 0.10449344, 0.10449344, 0.10449344, 0.10449344, 0.10449344])
>>
>>
>> The solution does not satisfy the bounds that each entry should be in
>> [0,0.1]
>>
>>
>>
>> --
>> Jonathan Taylor
>> Dept. of Statistics
>> Sequoia Hall, 137
>> 390 Serra Mall
>> Stanford, CA 94305
>> Tel: 650.723.9230
>> Fax: 650.725.8977
>> Web: http://www-stat.stanford.edu/~jtaylo
>>
>
>
>
> --
> Jonathan Taylor
> Dept. of Statistics
> Sequoia Hall, 137
> 390 Serra Mall
> Stanford, CA 94305
> Tel: 650.723.9230
> Fax: 650.725.8977
> Web: http://www-stat.stanford.edu/~jtaylo
>
--
Jonathan Taylor
Dept. of Statistics
Sequoia Hall, 137
390 Serra Mall
Stanford, CA 94305
Tel: 650.723.9230
Fax: 650.725.8977
Web: http://www-stat.stanford.edu/~jtaylo
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------------------------------
Message: 4
Date: Wed, 22 Jun 2016 09:27:06 +0200
From: Gael Varoquaux <gael.varoquaux@normalesup.org>
To: Scikit-learn user and developer mailing list
<scikit-learn@python.org>
Subject: Re: [scikit-learn] isotonic regression weird behavior?
Message-ID: <20160622072706.GF1018883@phare.normalesup.org>
Content-Type: text/plain; charset=us-ascii
Looks like a bug indeed. Could you please put a small code snippet to
enable us to reproduce.
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