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Commit 4ceedc7

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Merge branch 'main' into docs/example-plot-coin-segmentation
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‎doc/whats_new/v1.6.rst

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@@ -257,10 +257,10 @@ Changelog
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for the calculation of test scores.
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:pr:`29419` by :user:`Shruti Nath <snath-xoc>`.
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- |Fix| :class:`linear_model.RidgeCV` now properly use predictions the same scale as the
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target seen during `fit`. Those predictions are stored in `cv_results_` when when
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- |Fix| :class:`linear_model.RidgeCV` now properly uses predictions on the same scale as
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the target seen during `fit`. These predictions are stored in `cv_results_` when
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`scoring != None`. Previously, the predictions were rescaled by the square root of the
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sample weights and offset by the mean of the target leading to an incorrect estimate
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sample weights and offset by the mean of the target, leading to an incorrect estimate
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of the score.
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:pr:`29842` by :user:`Guillaume Lemaitre <glemaitre>`,
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:user:`Jérôme Dockes <jeromedockes>` and

‎sklearn/linear_model/tests/test_ridge.py

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@@ -2261,12 +2261,12 @@ def test_ridge_cv_results_predictions(with_sample_weight, fit_intercept, n_targe
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"""Check that the predictions stored in `cv_results_` are on the original scale.
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The GCV approach works on scaled data: centered by an offset and scaled by the
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squared root of the sample weights. Thus, previous to compute scores, the
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predictions need to be scaled back to the original scale. Those predictions are the
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ones stored in `cv_results_` in `RidgeCV`.
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square root of the sample weights. Thus, prior to computing scores, the
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predictions need to be scaled back to the original scale. These predictions are
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the ones stored in `cv_results_` in `RidgeCV`.
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In this test, we check that the internal predictions stored in `cv_results_` are
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equivalent to a naive LOO-CV grid-search with a `Ridge` estimator.
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equivalent to a naive LOO-CV grid search with a `Ridge` estimator.
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Non-regression test for:
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https://github.com/scikit-learn/scikit-learn/issues/13998

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