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