Merge pull request #311 from pobonomo/sklearn1.5

Update to scikit learn 1.5
Gurobi · Jun 13, 2024 · de59081 · de59081
2 parents 5d2c623 + 7297ab9
commit de59081
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Showing 97 changed files with 34 additions and 27 deletions.
diff --git a/docs/requirements.txt b/docs/requirements.txt
@@ -1,22 +1,22 @@
 gurobipy==11.0.1
-gurobipy-pandas==1.1.1
+gurobipy-pandas==1.1.2
 ipykernel==6.29.4
-jupytext==1.16.1
+jupytext==1.16.2
 matplotlib==3.6.0
 matplotlib-inline==0.1.7
 sphinxcontrib_bibtex==2.6.2
 numpy==1.26.4
 numpydoc==1.7.0
 pandas==2.2.2
-scikit-learn==1.4.1.post1
+scikit-learn==1.4.2
 seaborn==0.13.2
-Sphinx==7.2.6
+Sphinx==7.3.7
 sphinx-copybutton==0.5.2
 sphinx-rtd-theme==2.0.0
 nbsphinx==0.9.3
-jupytext==1.16.1
-sphinx_design==0.5.0
+jupytext==1.16.2
+sphinx_design==0.6.0
 sphinx-pyproject==0.3.0
 pydata-sphinx-theme==0.15.2
 .
-sphinx-gallery==0.15.0
+sphinx-gallery==0.16.0
diff --git a/requirements.pandas.txt b/requirements.pandas.txt
@@ -1,2 +1,2 @@
 pandas==2.2.2
-gurobipy-pandas==1.1.1
+gurobipy-pandas==1.1.2
diff --git a/requirements.sklearn.txt b/requirements.sklearn.txt
@@ -1 +1 @@
-scikit-learn==1.4.1.post1
+scikit-learn==1.5.0
diff --git a/requirements.txt b/requirements.txt
@@ -1,6 +1,6 @@
 gurobipy==11.0.1
 numpy==1.26.4
 pandas==2.2.2
-scikit-learn==1.4.1.post1
+scikit-learn==1.4.2
 seaborn==0.13.2
 .
diff --git a/src/gurobi_ml/sklearn/pls_regression.py b/src/gurobi_ml/sklearn/pls_regression.py
@@ -15,7 +15,6 @@
 
 """Module for formulating :external+sklearn:py:class:`sklearn.cross_decomposition.PLSRegression` in a gurobipy model."""
 
-import numpy as np
 
 from ..modeling import AbstractPredictorConstr
 from .skgetter import SKgetter
@@ -87,14 +86,10 @@ def __init__(
     def _add_regression_constr(self):
         """Add the prediction constraints to Gurobi."""
         x_mean = self.predictor._x_mean
-        x_std = self.predictor._x_std
         coefs = self.predictor.coef_.T
         intercept = self.predictor.intercept_
         self.gp_model.addConstr(
-            self.output
-            == self.input @ (coefs / x_std[:, np.newaxis])
-            - x_mean / x_std @ coefs
-            + intercept,
+            self.output == self.input @ coefs - x_mean @ coefs + intercept,
             name="plsreg",
         )
 

diff --git a/tests/fixed_formulation.py b/tests/fixed_formulation.py
@@ -17,7 +17,7 @@ class FixedRegressionModel(unittest.TestCase):
     Gurobi is identical to what the predict function would return."""
 
     def setUp(self) -> None:
-        self.rng = np.random.default_rng(2)
+        self.rng = np.random.default_rng(4)
 
     def additional_test(self, predictor, pred_constr):
         """Define this to do additional tests"""

diff --git a/tests/predictors/circle__decisiontreeregressor.joblib b/tests/predictors/circle__decisiontreeregressor.joblib
diff --git a/tests/predictors/circle__pipeline_polynomialfeatures_decisiontreeregressor.joblib b/tests/predictors/circle__pipeline_polynomialfeatures_decisiontreeregressor.joblib
diff --git a/tests/predictors/circle__pipeline_polynomialfeatures_randomforestregressor.joblib b/tests/predictors/circle__pipeline_polynomialfeatures_randomforestregressor.joblib
diff --git a/tests/predictors/circle__pipeline_standardscaler_decisiontreeregressor.joblib b/tests/predictors/circle__pipeline_standardscaler_decisiontreeregressor.joblib
diff --git a/tests/predictors/circle__pipeline_standardscaler_randomforestregressor.joblib b/tests/predictors/circle__pipeline_standardscaler_randomforestregressor.joblib
diff --git a/tests/predictors/circle__randomforestregressor.joblib b/tests/predictors/circle__randomforestregressor.joblib
diff --git a/tests/predictors/circle_sklearn_version b/tests/predictors/circle_sklearn_version
@@ -1 +1 @@
-1.4.1.post1
+1.5.0
diff --git a/tests/predictors/diabetes__decisiontreeregressor.joblib b/tests/predictors/diabetes__decisiontreeregressor.joblib
diff --git a/tests/predictors/diabetes__gradientboostingregressor.joblib b/tests/predictors/diabetes__gradientboostingregressor.joblib
diff --git a/tests/predictors/diabetes__lasso.joblib b/tests/predictors/diabetes__lasso.joblib
diff --git a/tests/predictors/diabetes__linearregression.joblib b/tests/predictors/diabetes__linearregression.joblib
diff --git a/tests/predictors/diabetes__mlpregressor_20x20.joblib b/tests/predictors/diabetes__mlpregressor_20x20.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_decisiontreeregressor.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_decisiontreeregressor.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_gradientboostingregressor.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_gradientboostingregressor.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_lasso.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_lasso.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_linearregression.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_linearregression.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_mlpregressor_20x20.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_mlpregressor_20x20.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_plscanonical.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_plscanonical.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_plsregression.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_plsregression.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_randomforestregressor.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_randomforestregressor.joblib
diff --git a/tests/predictors/diabetes__pipeline_polynomialfeatures_ridge.joblib b/tests/predictors/diabetes__pipeline_polynomialfeatures_ridge.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_decisiontreeregressor.joblib b/tests/predictors/diabetes__pipeline_standardscaler_decisiontreeregressor.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_gradientboostingregressor.joblib b/tests/predictors/diabetes__pipeline_standardscaler_gradientboostingregressor.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_lasso.joblib b/tests/predictors/diabetes__pipeline_standardscaler_lasso.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_linearregression.joblib b/tests/predictors/diabetes__pipeline_standardscaler_linearregression.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_mlpregressor_20x20.joblib b/tests/predictors/diabetes__pipeline_standardscaler_mlpregressor_20x20.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_plscanonical.joblib b/tests/predictors/diabetes__pipeline_standardscaler_plscanonical.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_plsregression.joblib b/tests/predictors/diabetes__pipeline_standardscaler_plsregression.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_randomforestregressor.joblib b/tests/predictors/diabetes__pipeline_standardscaler_randomforestregressor.joblib
diff --git a/tests/predictors/diabetes__pipeline_standardscaler_ridge.joblib b/tests/predictors/diabetes__pipeline_standardscaler_ridge.joblib
diff --git a/tests/predictors/diabetes__plscanonical.joblib b/tests/predictors/diabetes__plscanonical.joblib
diff --git a/tests/predictors/diabetes__plsregression.joblib b/tests/predictors/diabetes__plsregression.joblib
diff --git a/tests/predictors/diabetes__randomforestregressor.joblib b/tests/predictors/diabetes__randomforestregressor.joblib
diff --git a/tests/predictors/diabetes__ridge.joblib b/tests/predictors/diabetes__ridge.joblib
diff --git a/tests/predictors/diabetes_pandas__decisiontreeregressor.joblib b/tests/predictors/diabetes_pandas__decisiontreeregressor.joblib
diff --git a/tests/predictors/diabetes_pandas__gradientboostingregressor.joblib b/tests/predictors/diabetes_pandas__gradientboostingregressor.joblib
diff --git a/tests/predictors/diabetes_pandas__lasso.joblib b/tests/predictors/diabetes_pandas__lasso.joblib
diff --git a/tests/predictors/diabetes_pandas__linearregression.joblib b/tests/predictors/diabetes_pandas__linearregression.joblib
diff --git a/tests/predictors/diabetes_pandas__mlpregressor_20x20.joblib b/tests/predictors/diabetes_pandas__mlpregressor_20x20.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_decisiontreeregressor.joblib b/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_decisiontreeregressor.joblib
diff --git a/.../predictors/diabetes_pandas__pipeline_polynomialfeatures_gradientboostingregressor.joblib b/.../predictors/diabetes_pandas__pipeline_polynomialfeatures_gradientboostingregressor.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_lasso.joblib b/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_lasso.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_linearregression.joblib b/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_linearregression.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_mlpregressor_20x20.joblib b/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_mlpregressor_20x20.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_plscanonical.joblib b/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_plscanonical.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_plsregression.joblib b/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_plsregression.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_randomforestregressor.joblib b/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_randomforestregressor.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_ridge.joblib b/tests/predictors/diabetes_pandas__pipeline_polynomialfeatures_ridge.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_decisiontreeregressor.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_decisiontreeregressor.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_gradientboostingregressor.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_gradientboostingregressor.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_lasso.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_lasso.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_linearregression.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_linearregression.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_mlpregressor_20x20.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_mlpregressor_20x20.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_plscanonical.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_plscanonical.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_plsregression.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_plsregression.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_randomforestregressor.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_randomforestregressor.joblib
diff --git a/tests/predictors/diabetes_pandas__pipeline_standardscaler_ridge.joblib b/tests/predictors/diabetes_pandas__pipeline_standardscaler_ridge.joblib
diff --git a/tests/predictors/diabetes_pandas__plscanonical.joblib b/tests/predictors/diabetes_pandas__plscanonical.joblib
diff --git a/tests/predictors/diabetes_pandas__plsregression.joblib b/tests/predictors/diabetes_pandas__plsregression.joblib
diff --git a/tests/predictors/diabetes_pandas__randomforestregressor.joblib b/tests/predictors/diabetes_pandas__randomforestregressor.joblib
diff --git a/tests/predictors/diabetes_pandas__ridge.joblib b/tests/predictors/diabetes_pandas__ridge.joblib
diff --git a/tests/predictors/diabetes_pandas_sklearn_version b/tests/predictors/diabetes_pandas_sklearn_version
@@ -1 +1 @@
-1.4.1.post1
+1.5.0
diff --git a/tests/predictors/diabetes_sklearn_version b/tests/predictors/diabetes_sklearn_version
@@ -1 +1 @@
-1.4.1.post1
+1.5.0
diff --git a/tests/predictors/iris__logisticregression.joblib b/tests/predictors/iris__logisticregression.joblib
diff --git a/tests/predictors/iris__pipeline_polynomialfeatures_logisticregression.joblib b/tests/predictors/iris__pipeline_polynomialfeatures_logisticregression.joblib
diff --git a/tests/predictors/iris__pipeline_standardscaler_logisticregression.joblib b/tests/predictors/iris__pipeline_standardscaler_logisticregression.joblib
diff --git a/tests/predictors/iris_sklearn_version b/tests/predictors/iris_sklearn_version
@@ -1 +1 @@
-1.4.1.post1
+1.5.0
diff --git a/tests/predictors/mnist__mlpclassifier.joblib b/tests/predictors/mnist__mlpclassifier.joblib
diff --git a/tests/predictors/mnist__pipeline_mlpclassifier.joblib b/tests/predictors/mnist__pipeline_mlpclassifier.joblib
diff --git a/tests/predictors/mnist_sklearn_version b/tests/predictors/mnist_sklearn_version
@@ -1 +1 @@
-1.4.1.post1
+1.5.0
diff --git a/.../wages__pipeline_columntransformer_onehotencoder_passthrough_decisiontreeregressor.joblib b/.../wages__pipeline_columntransformer_onehotencoder_passthrough_decisiontreeregressor.joblib
diff --git a/...es__pipeline_columntransformer_onehotencoder_passthrough_gradientboostingregressor.joblib b/...es__pipeline_columntransformer_onehotencoder_passthrough_gradientboostingregressor.joblib
diff --git a/tests/predictors/wages__pipeline_columntransformer_onehotencoder_passthrough_lasso.joblib b/tests/predictors/wages__pipeline_columntransformer_onehotencoder_passthrough_lasso.joblib
diff --git a/...ctors/wages__pipeline_columntransformer_onehotencoder_passthrough_linearregression.joblib b/...ctors/wages__pipeline_columntransformer_onehotencoder_passthrough_linearregression.joblib
diff --git a/...ors/wages__pipeline_columntransformer_onehotencoder_passthrough_mlpregressor_20x20.joblib b/...ors/wages__pipeline_columntransformer_onehotencoder_passthrough_mlpregressor_20x20.joblib
diff --git a/...redictors/wages__pipeline_columntransformer_onehotencoder_passthrough_plscanonical.joblib b/...redictors/wages__pipeline_columntransformer_onehotencoder_passthrough_plscanonical.joblib
diff --git a/...edictors/wages__pipeline_columntransformer_onehotencoder_passthrough_plsregression.joblib b/...edictors/wages__pipeline_columntransformer_onehotencoder_passthrough_plsregression.joblib
diff --git a/.../wages__pipeline_columntransformer_onehotencoder_passthrough_randomforestregressor.joblib b/.../wages__pipeline_columntransformer_onehotencoder_passthrough_randomforestregressor.joblib
diff --git a/tests/predictors/wages__pipeline_columntransformer_onehotencoder_passthrough_ridge.joblib b/tests/predictors/wages__pipeline_columntransformer_onehotencoder_passthrough_ridge.joblib
diff --git a/...ges__pipeline_columntransformer_onehotencoder_standardscaler_decisiontreeregressor.joblib b/...ges__pipeline_columntransformer_onehotencoder_standardscaler_decisiontreeregressor.joblib
diff --git a/..._pipeline_columntransformer_onehotencoder_standardscaler_gradientboostingregressor.joblib b/..._pipeline_columntransformer_onehotencoder_standardscaler_gradientboostingregressor.joblib
diff --git a/tests/predictors/wages__pipeline_columntransformer_onehotencoder_standardscaler_lasso.joblib b/tests/predictors/wages__pipeline_columntransformer_onehotencoder_standardscaler_lasso.joblib
diff --git a/...rs/wages__pipeline_columntransformer_onehotencoder_standardscaler_linearregression.joblib b/...rs/wages__pipeline_columntransformer_onehotencoder_standardscaler_linearregression.joblib
diff --git a/.../wages__pipeline_columntransformer_onehotencoder_standardscaler_mlpregressor_20x20.joblib b/.../wages__pipeline_columntransformer_onehotencoder_standardscaler_mlpregressor_20x20.joblib
diff --git a/...ictors/wages__pipeline_columntransformer_onehotencoder_standardscaler_plscanonical.joblib b/...ictors/wages__pipeline_columntransformer_onehotencoder_standardscaler_plscanonical.joblib
diff --git a/...ctors/wages__pipeline_columntransformer_onehotencoder_standardscaler_plsregression.joblib b/...ctors/wages__pipeline_columntransformer_onehotencoder_standardscaler_plsregression.joblib
diff --git a/...ges__pipeline_columntransformer_onehotencoder_standardscaler_randomforestregressor.joblib b/...ges__pipeline_columntransformer_onehotencoder_standardscaler_randomforestregressor.joblib
diff --git a/tests/predictors/wages__pipeline_columntransformer_onehotencoder_standardscaler_ridge.joblib b/tests/predictors/wages__pipeline_columntransformer_onehotencoder_standardscaler_ridge.joblib
diff --git a/tests/predictors/wages_sklearn_version b/tests/predictors/wages_sklearn_version
@@ -1 +1 @@
-1.4.1.post1
+1.5.0
diff --git a/tests/test_sklearn/test_sklearn_formulations.py b/tests/test_sklearn/test_sklearn_formulations.py
@@ -49,9 +49,13 @@ def test_diabetes_sklearn(self):
 
         for regressor in cases:
             onecase = cases.get_case(regressor)
-            self.do_one_case(onecase, X, 5, "all", float_type=np.float32)
-            self.do_one_case(onecase, X, 6, "pairs", float_type=np.float32)
-            self.do_one_case(onecase, X, 5, "all", float_type=np.float32, no_debug=True)
+            self.do_one_case(onecase, X, 5, "all", float_type=np.float32, epsilon=1e-5)
+            self.do_one_case(
+                onecase, X, 6, "pairs", float_type=np.float32, epsilon=1e-5
+            )
+            self.do_one_case(
+                onecase, X, 5, "all", float_type=np.float32, no_debug=True, epsilon=1e-5
+            )
             self.do_one_case(
                 onecase, X, 6, "pairs", float_type=np.float32, no_debug=True
             )

diff --git a/tox.ini b/tox.ini
@@ -4,7 +4,7 @@
 # and then run "tox" from this directory.
 
 [tox]
-envlist = {py39,py310,py311,py312}-{lightgbm,keras,pytorch,sklearn,xgboost,no_deps,all_deps}-{gurobi10,gurobi11},pre-commit,docs,examples-{gurobi10,gurobi11}
+envlist = {py39,py310,py311,py312}-{lightgbm,keras,pandas,pytorch,sklearn,xgboost,no_deps,all_deps}-{gurobi10,gurobi11},pre-commit,docs,examples-{gurobi10,gurobi11}
 isolated_build = True
 
 [gh-actions]
@@ -118,6 +118,14 @@ deps =
 commands =
     pytest tests/test_no_deps
 
+[testenv:{py39,py310,py311,py312}-pandas-{gurobi10,gurobi11}]
+deps =
+    {[base]deps}
+    -r{toxinidir}/requirements.pandas.txt
+    -r{toxinidir}/requirements.sklearn.txt
+commands =
+    pytest tests/test_pandas
+
 [testenv:{py39,py310,py311,py312}-all_deps-{gurobi10,gurobi11}]
 deps =
     {[base]deps}