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Fix underflow issues due to float precision #19472

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Merged
merged 13 commits into from
Feb 18, 2021
Merged

Fix underflow issues due to float precision #19472

merged 13 commits into from
Feb 18, 2021

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dkobak
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@dkobak dkobak commented Feb 16, 2021

Fixes #19471 by replacing floats with doubles in the Cython code for _binary_search_perplexity().

TomDLT
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Thanks for the report and fix, it looks reasonable to me, especially as P also uses a (temporary) double precision. I guess we can also use double precision in the constants at the top of the file, although it might not change much for Cython.

Can you also add a bugfix entry in doc/whats_new/v1.0.rst?

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dkobak commented Feb 16, 2021

Thanks @TomDLT. I added the description to v1.0.rst. I am not familiar with the formatting conventions there, but tried to copy the existing formatting.

I was not aware that the next release will be 1.0! Wow! Huge milestone. When is this release planned?

TomDLT
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TomDLT commented Feb 16, 2021

I was not aware that the next release will be 1.0! Wow! Huge milestone. When is this release planned?

Don't know :)

dkobak and others added 2 commits February 17, 2021 17:10
@dkobak @TomDLT
Improve the fix description.
1e6d912 
Co-authored-by: Tom Dupré la Tour <tom.dupre-la-tour@m4x.org>
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Add t-SNE to the changed models list
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I guess we can also use double precision in the constants at the top of the file, although it might not change much for Cython.

Do you know if it makes a difference ?

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dkobak commented Feb 17, 2021

I guess we can also use double precision in the constants at the top of the file, although it might not change much for Cython.

I don't think it will change anything. These constants are only used in expressions like this sum_Pi = EPSILON_DBL and since sum_Pi is now double, it does not matter that EPSILON_DBL is defined as float.

It won't hurt to change them to double either, so if you prefer I can do it, but I think it should have no effect.

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TomDLT commented Feb 17, 2021

That's what I thought, I have no preference.

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dkobak commented Feb 17, 2021

Thanks a lot for your help! Do I need to do anything here anymore? Like request further approvals or anything? This is my first PR to sklearn so I am not very familiar with the process.

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TomDLT commented Feb 17, 2021

Congrats for your first PR ! Also thanks for taking the time to improve the scikit-learn's implementation of tSNE. It might not be the best implementation, but it is likely used by many, so any improvement is very welcome !

Before a PR can be merged, it needs to be approved by two core developers

(from here)

You just need to wait a moment for other core developers to approve this PR. This might take some time since most developers have limited time to do code reviews. If it takes too much time, you can try to ping specific developers.

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TomDLT commented Feb 17, 2021

Also, ideally your PR should include a unit test, maybe based on the example you gave in the original issue.

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lgtm. I agree with @TomDLT that adding a test would be nice (in sklearn/manifold/tests/test_t_sne.py).

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Fix formatting
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Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>
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dkobak commented Feb 18, 2021

OK. Let me try to add a test.

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could you move it in a dedicated test, maybe named test_binary_search_underflow ? I think it's better to have tests dedicated to test one thing. Also please reference this PR number in the comment.

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dkobak commented Feb 18, 2021

@TomDLT @jeremiedbb Test added and all checks passed!

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lgtm. I confirm that the test fails on main. Thanks @dkobak

@jeremiedbb jeremiedbb merged commit e9c6fca into scikit-learn:main Feb 18, 2021
@glemaitre glemaitre mentioned this pull request Apr 22, 2021
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Underflow issues in the Cython perplexity search code used in t-SNE
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