[jira] [Updated] (SPARK-41008) Isotonic regression result differs from sklearn implementation

["Sean R. Owen (Jira)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/SPARK-41008?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Sean R. Owen updated SPARK-41008:
---------------------------------
    Priority: Minor  (was: Major)

> Isotonic regression result differs from sklearn implementation
> --------------------------------------------------------------
>
>                 Key: SPARK-41008
>                 URL: https://issues.apache.org/jira/browse/SPARK-41008
>             Project: Spark
>          Issue Type: Bug
>          Components: MLlib
>    Affects Versions: 3.3.1
>            Reporter: Arne Koopman
>            Priority: Minor
>
>  
> {code:python}
> import pandas as pd
> from pyspark.sql.types import DoubleType
> from sklearn.isotonic import IsotonicRegression as IsotonicRegression_sklearn
> from pyspark.ml.regression import IsotonicRegression as IsotonicRegression_pyspark
> # The P(positives | model_score):
> # 0.6 -> 0.5 (1 out of the 2 labels is positive)
> # 0.333 -> 0.333 (1 out of the 3 labels is positive)
> # 0.20 -> 0.25 (1 out of the 4 labels is positive)
> tc_pd = pd.DataFrame({
>     "model_score": [0.6, 0.6, 0.333, 0.333, 0.333, 0.20, 0.20, 0.20, 0.20],         
>     "label": [1, 0, 0, 1, 0, 1, 0, 0, 0],         
>     "weight": 1,     }
> )
> # The fraction of positives for each of the distinct model_scores would be the best fit.
> # Resulting in the following expected calibrated model_scores:
> # "calibrated_model_score": [0.5, 0.5, 0.333, 0.333, 0.333, 0.25, 0.25, 0.25, 0.25]
> # The sklearn implementation of Isotonic Regression. 
> from sklearn.isotonic import IsotonicRegression as IsotonicRegression_sklearn
> tc_regressor_sklearn = IsotonicRegression_sklearn().fit(X=tc_pd['model_score'], y=tc_pd['label'], sample_weight=tc_pd['weight'])
> print("sklearn:", tc_regressor_sklearn.predict(tc_pd['model_score']))
> # >> sklearn: [0.5 0.5 0.33333333 0.33333333 0.33333333 0.25 0.25 0.25 0.25 ]
> # The pyspark implementation of Isotonic Regression. 
> tc_df = spark.createDataFrame(tc_pd)
> tc_df = tc_df.withColumn('model_score', F.col('model_score').cast(DoubleType()))
> isotonic_regressor_pyspark = IsotonicRegression_pyspark(featuresCol='model_score', labelCol='label', weightCol='weight')
> tc_model = isotonic_regressor_pyspark.fit(tc_df)
> tc_pd = tc_model.transform(tc_df).toPandas()
> print("pyspark:", tc_pd['prediction'].values)
> # >> pyspark: [0.5 0.5 0.33333333 0.33333333 0.33333333 0. 0. 0. 0. ]
> # The result from the pyspark implementation seems unclear. Similar small toy examples lead to similar non-expected results for the pyspark implementation. 
> # Strangely enough, for 'large' datasets, the difference between calibrated model_scores generated by both implementations dissapears. 
> {code}
>  



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