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FIX Fixes regression in CCA #19646

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merged 8 commits into from Apr 22, 2021
Merged

FIX Fixes regression in CCA #19646

merged 8 commits into from Apr 22, 2021

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@thomasjpfan
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@thomasjpfan thomasjpfan commented Mar 8, 2021

Reference Issues/PRs

Fixes #19549

What does this implement/fix? Explain your changes.

The regression was introduced in #18746. The original implementation depended on a previous version of pinv2 that was changed in scipy/scipy#10067, this PR pulls in the old version of pinv2. For now I am not considering _pinv2_old a "utils.fixes" because it is not a "fix" that we would remove in the future.

Any other comments?

It would be nice to have a non-regression test for this. So far I tested this on the dataset provided here: #19549 (comment)
@thomasjpfan
FIX Fixes regression in CCA
55f75b3
@thomasjpfan
DOC Adds whats new
78cfd23
@jnothman jnothman modified the milestones: 0.24.1, 0.24, 0.24.2 Mar 8, 2021
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ogrisel reviewed Mar 15, 2021
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@ogrisel ogrisel left a comment

It would be nice to have a non-regression test for this. So far I tested this on the dataset provided here: #19549 (comment)

I agree it would be great to have a non-regression test that is sensitive to cond parameter of pinv2 to make sure that we do not break this again in the future.
sklearn/cross_decomposition/_pls.py Show resolved Hide resolved
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@ogrisel ogrisel commented Mar 15, 2021 •
edited

For now I am not considering _pinv2_old a "utils.fixes" because it is not a "fix" that we would remove in the future.

Actually we could probably find a way to rewrite it as a fix that we would use in the future:

Backport the scipy 1.3+ version of pinv2 in sklearn.util.fixes (when the installed scipy is < 1.3) and use it with a cond value that does want we want.

Edit or maybe it's not possible to do so without computing the SVD in which case it's pointless...
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@ogrisel ogrisel commented Mar 15, 2021 •
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Indeed we need a relative cutoff (which I believe rcond is for but was apparently always broken because it does the same as cond). I added a comment: scipy/scipy#10067 (comment)
thomasjpfan added 5 commits Mar 19, 2021
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Merge remote-tracking branch 'upstream/main' into fix_cca
605c556
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DOC Update comment regarding rcond/cond
94a475f
@thomasjpfan
TST Adds non-regression test
47e5163
@thomasjpfan
DOC Move to 0.24.2
36aed34
@thomasjpfan
DOC Update comment
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@thomasjpfan thomasjpfan commented Mar 19, 2021

I updated this PR with a non-regression test and moving the whats new to 0.24.2
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@ogrisel ogrisel left a comment

LGTM! Thanks very much for the non-regression test.
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REV Removes unrelated change
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@glemaitre glemaitre merged commit dbed806 into scikit-learn:main Apr 22, 2021
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@glemaitre glemaitre left a comment

LGTM. Thanks @thomasjpfan
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FIX Fixes regression in CCA due to change of cutoff values in SciPy (s…
8d7387f 
…cikit-learn#19646)
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@ilayn ilayn commented Apr 24, 2021

Hi all, do you mind having a look at scipy/scipy#13831 and let me know if I'm missing anything else for your needs ?

This will first provide atol and rtol possibilities and then long overdue pinv2 deprecation cycle will start. Since I've caused so much annoyance which I apologize once again, I guess you should be the first premium customer of the feature 😃
glemaitre added a commit that referenced this pull request Apr 28, 2021
@thomasjpfan @glemaitre
FIX Fixes regression in CCA due to change of cutoff values in SciPy (#…
fb0afa0 
…19646)
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CCA Issues from 0.23.2 -> 0.24.1
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