Docs say parameter sample_weight of LinearRegression.fit must be array but number is also valid about scikit-learn

[ogrisel]

Given that providing the same value for all samples is a bit weird, does anyone remember why this is supported in the first place?

I guess we need to edit the code to raise an error and re-run the tests to check if passing a scalar int or float is used anywhere in our code base, and in particular as part of public facing API.

If it's not used anywhere, maybe we can deprecate this.

[glemaitre]

Indeed, PR welcome to fix the documentation.

[miguelcsilva]

Indeed, PR welcome to fix the documentation.

Ok, will start working on it later today

[betatim]

Given that providing the same value for all samples is a bit weird, does anyone remember why this is supported in the first place?

[betatim]

My guess is that _check_sample_weight supports int/float weights because it is used across many different estimators. For some of them it might make sense to use uniform integer weights. So we'd have to specifically check in LinearRegression if someone passed int/float weights.

Or maybe we leave this undocumented and don't introduce a check. Nothing bad/incorrect happens if you pass a int/float as weight, it is just unusual. Maybe we need to balance this with helping users who passed a int/float by mistake. For those it would be useful to raise an error.

[kadarakos]

Following @betatim's point that this technically works, but was probably a mistake, an intermediate solution could be to just warn for now:

Warning: a single number {sample_weight} was provided as "sample_weight", each sample will receive the same weight of {sample_weight}.

[jeremiedbb]

Raising an error in _check_sample_weight (which is not used everywhere so results might not show the whole picture) when passing a float makes the following tests fail:

sklearn/linear_model/_glm/tests/test_glm.py::test_sample_weights_validation FAILED                                                                               [  8%]
sklearn/linear_model/tests/test_base.py::test_raises_value_error_if_sample_weights_greater_than_1d[2-3] FAILED                                                   [ 16%]
sklearn/linear_model/tests/test_base.py::test_raises_value_error_if_sample_weights_greater_than_1d[3-2] FAILED                                                   [ 25%]
sklearn/linear_model/tests/test_base.py::test_linear_regression_sample_weight_consistency[42-False-None] FAILED                                                  [ 33%]
sklearn/linear_model/tests/test_base.py::test_linear_regression_sample_weight_consistency[42-False-csr_matrix] FAILED                                            [ 41%]
sklearn/linear_model/tests/test_base.py::test_linear_regression_sample_weight_consistency[42-False-csr_array] FAILED                                             [ 50%]
sklearn/linear_model/tests/test_base.py::test_linear_regression_sample_weight_consistency[42-True-None] FAILED                                                   [ 58%]
sklearn/linear_model/tests/test_base.py::test_linear_regression_sample_weight_consistency[42-True-csr_matrix] FAILED                                             [ 66%]
sklearn/linear_model/tests/test_base.py::test_linear_regression_sample_weight_consistency[42-True-csr_array] FAILED                                              [ 75%]
sklearn/linear_model/tests/test_ridge.py::test_raises_value_error_if_sample_weights_greater_than_1d FAILED                                                       [ 83%]
sklearn/utils/tests/test_validation.py::test_check_sample_weight FAILED

Some tests just check that passing a float works. Some check consistency, i.e. passing a float has the same effect as passing None.

[jeremiedbb]

To me keeping support for float can be handy if we want to extend our tests for consistent sample weight behavior as discussed in e.g. #15657. But it's not a big problem since we just pass an array with all equal elements.

There a use case where I can think supporting a float is convenient: if you want to learn on minibatches where for some reason you want to apply the same weight for all elements in a batch but different between batches. Again, doable by passing an array with all equal elements, but less convenient.

[miguelcsilva]

Some tests just check that passing a float works. Some check consistency, i.e. passing a float has the same effect as passing None.

Is that something that should be done, i.e., use the _check_sample_wieght function each time the fit method of an estimator accepts the sample_weight parameter? Suppose that could help ensure consistency of the API

I think if this was being done from scratch my inclination would be to only accept either the array or None. Seems a tiny bit more coherent with the underlying concept. But since float is currently accepted, also don't see much harm in sticking with that, since nothing is inherently wrong about the current logic.

Perhaps the only downside may be undetected bugs that could occur. Not sure if any of the maintainers as some intuition for how likely you believe a bug of this kind would be to occur in someone's code? Doesn't seem too likely to me, but I'm quite new to open-source