[scikit-learn] isotonic regression weird behavior?

[Jonathan Taylor]

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 at 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 at 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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