[scikit-learn] isotonic regression weird behavior?

[Michael Bommarito]

A few quick thoughts:

1. What does the `isoreg` method in the `isotone` R library do with this
data?  We have seen multiple situations where differences between our
implementation/behavior and the R implementation was not
expected/communicated for users, so it would be good to know and
potentially address here.

2. I'd like to draw our attention back to this PR's discussion:
https://github.com/scikit-learn/scikit-learn/pull/4185

  In particular, this comment distinguishing between a monotonic
optimization of a specific sample* and a model fit from a training sample:
https://github.com/scikit-learn/scikit-learn/pull/4185#issuecomment-72875303


  For a long time, fit_transform() and fit() returned different results,
and we have broken and unbroken this package for different use cases a few
times over the last two years (e.g., `slinear` switch).



Thanks,
Michael J. Bommarito II, CEO
Bommarito Consulting, LLC
*Web:* http://www.bommaritollc.com
*Mobile:* +1 (646) 450-3387

On Wed, Jun 22, 2016 at 11:55 AM, Nelle Varoquaux <nelle.varoquaux at gmail.com
> wrote:

> I've submitted a ticket:
> https://github.com/scikit-learn/scikit-learn/issues/6921
> with the small example Jonathan wrote up in the email.
>
> Cheers,
> N
>
> On 22 June 2016 at 00:27, Gael Varoquaux <gael.varoquaux at normalesup.org>
> wrote:
>
>> Looks like a bug indeed. Could you please put a small code snippet to
>> enable us to reproduce.
>>
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