paul-english / predictive_imputer

Predictive imputation of missing values with sklearn interface. This is a simple implementation of the idea presented in the MissForest R package.
MIT License
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Update scipy to 1.3.3 #298

Closed pyup-bot closed 4 years ago

pyup-bot commented 4 years ago

This PR updates scipy from 1.1.0 to 1.3.3.

Changelog ### 1.3.2 ``` SciPy `1.3.2` is a bug-fix and maintenance release that adds support for Python `3.8`. Authors ===== * CJ Carey * Dany Vohl * Martin Gauch + * Ralf Gommers * Matt Haberland * Eric Larson * Nikolay Mayorov * Sam McCormack + * Andrew Nelson * Tyler Reddy * Pauli Virtanen * Huize Wang + * Warren Weckesser * Joseph Weston + A total of 14 people contributed to this release. People with a "+" by their names contributed a patch for the first time. This list of names is automatically generated, and may not be fully complete. ``` ### 1.3.1 ``` SciPy `1.3.1` is a bug-fix release with no new features compared to `1.3.0`. Authors ======= * Matt Haberland * Geordie McBain * Yu Feng * Evgeni Burovski * Sturla Molden * Tapasweni Pathak * Eric Larson * Peter Bell * Carlos Ramos Carreño + * Ralf Gommers * David Hagen * Antony Lee * Ayappan P * Tyler Reddy * Pauli Virtanen A total of 15 people contributed to this release. People with a "+" by their names contributed a patch for the first time. This list of names is automatically generated, and may not be fully complete. ``` ### 1.3.0 ``` many new features, numerous bug-fixes, improved test coverage and better documentation. There have been some API changes in this release, which are documented below. All users are encouraged to upgrade to this release, as there are a large number of bug-fixes and optimizations. Before upgrading, we recommend that users check that their own code does not use deprecated SciPy functionality (to do so, run your code with ``python -Wd`` and check for ``DeprecationWarning`` s). Our development attention will now shift to bug-fix releases on the 1.3.x branch, and on adding new features on the master branch. This release requires Python 3.5+ and NumPy 1.13.3 or greater. For running on PyPy, PyPy3 6.0+ and NumPy 1.15.0 are required. Highlights of this release -------------------------- - Three new ``stats`` functions, a rewrite of ``pearsonr``, and an exact computation of the Kolmogorov-Smirnov two-sample test - A new Cython API for bounded scalar-function root-finders in `scipy.optimize` - Substantial ``CSR`` and ``CSC`` sparse matrix indexing performance improvements - Added support for interpolation of rotations with continuous angular rate and acceleration in ``RotationSpline`` New features ============ `scipy.interpolate` improvements -------------------------------- A new class ``CubicHermiteSpline`` is introduced. It is a piecewise-cubic interpolator which matches observed values and first derivatives. Existing cubic interpolators ``CubicSpline``, ``PchipInterpolator`` and ``Akima1DInterpolator`` were made subclasses of ``CubicHermiteSpline``. `scipy.io` improvements ----------------------- For the Attribute-Relation File Format (ARFF) `scipy.io.arff.loadarff` now supports relational attributes. `scipy.io.mmread` can now parse Matrix Market format files with empty lines. `scipy.linalg` improvements --------------------------- Added wrappers for ``?syconv`` routines, which convert a symmetric matrix given by a triangular matrix factorization into two matrices and vice versa. `scipy.linalg.clarkson_woodruff_transform` now uses an algorithm that leverages sparsity. This may provide a 60-90 percent speedup for dense input matrices. Truly sparse input matrices should also benefit from the improved sketch algorithm, which now correctly runs in ``O(nnz(A))`` time. Added new functions to calculate symmetric Fiedler matrices and Fiedler companion matrices, named `scipy.linalg.fiedler` and `scipy.linalg.fiedler_companion`, respectively. These may be used for root finding. `scipy.ndimage` improvements ---------------------------- Gaussian filter performances may improve by an order of magnitude in some cases, thanks to removal of a dependence on ``np.polynomial``. This may impact `scipy.ndimage.gaussian_filter` for example. `scipy.optimize` improvements ----------------------------- The `scipy.optimize.brute` minimizer obtained a new keyword ``workers``, which can be used to parallelize computation. A Cython API for bounded scalar-function root-finders in `scipy.optimize` is available in a new module `scipy.optimize.cython_optimize` via ``cimport``. This API may be used with ``nogil`` and ``prange`` to loop over an array of function arguments to solve for an array of roots more quickly than with pure Python. ``'interior-point'`` is now the default method for ``linprog``, and ``'interior-point'`` now uses SuiteSparse for sparse problems when the required scikits (scikit-umfpack and scikit-sparse) are available. On benchmark problems (gh-10026), execution time reductions by factors of 2-3 were typical. Also, a new ``method='revised simplex'`` has been added. It is not as fast or robust as ``method='interior-point'``, but it is a faster, more robust, and equally accurate substitute for the legacy ``method='simplex'``. ``differential_evolution`` can now use a ``Bounds`` class to specify the bounds for the optimizing argument of a function. `scipy.optimize.dual_annealing` performance improvements related to vectorisation of some internal code. `scipy.signal` improvements --------------------------- Two additional methods of discretization are now supported by `scipy.signal.cont2discrete`: ``impulse`` and ``foh``. `scipy.signal.firls` now uses faster solvers `scipy.signal.detrend` now has a lower physical memory footprint in some cases, which may be leveraged using the new ``overwrite_data`` keyword argument `scipy.signal.firwin` ``pass_zero`` argument now accepts new string arguments that allow specification of the desired filter type: ``'bandpass'``, ``'lowpass'``, ``'highpass'``, and ``'bandstop'`` `scipy.signal.sosfilt` may have improved performance due to lower retention of the global interpreter lock (GIL) in algorithm `scipy.sparse` improvements --------------------------- A new keyword was added to ``csgraph.dijsktra`` that allows users to query the shortest path to ANY of the passed in indices, as opposed to the shortest path to EVERY passed index. `scipy.sparse.linalg.lsmr` performance has been improved by roughly 10 percent on large problems Improved performance and reduced physical memory footprint of the algorithm used by `scipy.sparse.linalg.lobpcg` ``CSR`` and ``CSC`` sparse matrix fancy indexing performance has been improved substantially `scipy.spatial` improvements ---------------------------- `scipy.spatial.ConvexHull` now has a ``good`` attribute that can be used alongsize the ``QGn`` Qhull options to determine which external facets of a convex hull are visible from an external query point. `scipy.spatial.cKDTree.query_ball_point` has been modernized to use some newer Cython features, including GIL handling and exception translation. An issue with ``return_sorted=True`` and scalar queries was fixed, and a new mode named ``return_length`` was added. ``return_length`` only computes the length of the returned indices list instead of allocating the array every time. `scipy.spatial.transform.RotationSpline` has been added to enable interpolation of rotations with continuous angular rates and acceleration `scipy.stats` improvements -------------------------- Added a new function to compute the Epps-Singleton test statistic, `scipy.stats.epps_singleton_2samp`, which can be applied to continuous and discrete distributions. New functions `scipy.stats.median_absolute_deviation` and `scipy.stats.gstd` (geometric standard deviation) were added. The `scipy.stats.combine_pvalues` method now supports ``pearson``, ``tippett`` and ``mudholkar_george`` pvalue combination methods. The `scipy.stats.ortho_group` and `scipy.stats.special_ortho_group` ``rvs(dim)`` functions' algorithms were updated from a ``O(dim^4)`` implementation to a ``O(dim^3)`` which gives large speed improvements for ``dim>100``. A rewrite of `scipy.stats.pearsonr` to use a more robust algorithm, provide meaningful exceptions and warnings on potentially pathological input, and fix at least five separate reported issues in the original implementation. Improved the precision of ``hypergeom.logcdf`` and ``hypergeom.logsf``. Added exact computation for Kolmogorov-Smirnov (KS) two-sample test, replacing the previously approximate computation for the two-sided test `stats.ks_2samp`. Also added a one-sided, two-sample KS test, and a keyword ``alternative`` to `stats.ks_2samp`. Backwards incompatible changes ============================== `scipy.interpolate` changes --------------------------- Functions from ``scipy.interpolate`` (``spleval``, ``spline``, ``splmake``, and ``spltopp``) and functions from ``scipy.misc`` (``bytescale``, ``fromimage``, ``imfilter``, ``imread``, ``imresize``, ``imrotate``, ``imsave``, ``imshow``, ``toimage``) have been removed. The former set has been deprecated since v0.19.0 and the latter has been deprecated since v1.0.0. Similarly, aliases from ``scipy.misc`` (``comb``, ``factorial``, ``factorial2``, ``factorialk``, ``logsumexp``, ``pade``, ``info``, ``source``, ``who``) which have been deprecated since v1.0.0 are removed. `SciPy documentation for ``` ### 1.2.2 ``` ================ SciPy `1.2.2` is a bug-fix release with no new features compared to `1.2.1`. Importantly, the SciPy 1.2.2 wheels are built with OpenBLAS `0.3.7.dev` to alleviate issues with SkylakeX AVX512 kernels. Authors ======= * CJ Carey * Tyler Dawson + * Ralf Gommers * Kai Striega * Andrew Nelson * Tyler Reddy * Kevin Sheppard + A total of 7 people contributed to this release. People with a "+" by their names contributed a patch for the first time. This list of names is automatically generated, and may not be fully complete. ``` ### 1.2.1 ``` ========================== SciPy `1.2.1` is a bug-fix release with no new features compared to `1.2.0`. Most importantly, it solves the issue that `1.2.0` cannot be installed from source on Python `2.7` because of non-ASCII character issues. It is also notable that SciPy `1.2.1` wheels were built with OpenBLAS ``` ### 1.2.0 ``` many new features, numerous bug-fixes, improved test coverage and better documentation. There have been a number of deprecations and API changes in this release, which are documented below. All users are encouraged to upgrade to this release, as there are a large number of bug-fixes and optimizations. Before upgrading, we recommend that users check that their own code does not use deprecated SciPy functionality (to do so, run your code with ``python -Wd`` and check for ``DeprecationWarning`` s). Our development attention will now shift to bug-fix releases on the 1.2.x branch, and on adding new features on the master branch. This release requires Python 2.7 or 3.4+ and NumPy 1.8.2 or greater. **Note**: This will be the last SciPy release to support Python 2.7. Consequently, the 1.2.x series will be a long term support (LTS) release; we will backport bug fixes until 1 Jan 2020. For running on PyPy, PyPy3 6.0+ and NumPy 1.15.0 are required. Highlights of this release -------------------------- - 1-D root finding improvements with a new solver, ``toms748``, and a new unified interface, ``root_scalar`` - New ``dual_annealing`` optimization method that combines stochastic and local deterministic searching - A new optimization algorithm, ``shgo`` (simplicial homology global optimization) for derivative free optimization problems - A new category of quaternion-based transformations are available in `scipy.spatial.transform` New features ============ `scipy.ndimage` improvements -------------------------------- Proper spline coefficient calculations have been added for the ``mirror``, ``wrap``, and ``reflect`` modes of `scipy.ndimage.rotate` `scipy.fftpack` improvements -------------------------------- DCT-IV, DST-IV, DCT-I, and DST-I orthonormalization are now supported in `scipy.fftpack`. `scipy.interpolate` improvements -------------------------------- `scipy.interpolate.pade` now accepts a new argument for the order of the numerator `scipy.cluster` improvements ---------------------------- `scipy.cluster.vq.kmeans2` gained a new initialization method, kmeans++. `scipy.special` improvements ---------------------------- The function ``softmax`` was added to `scipy.special`. `scipy.optimize` improvements ----------------------------- The one-dimensional nonlinear solvers have been given a unified interface `scipy.optimize.root_scalar`, similar to the `scipy.optimize.root` interface for multi-dimensional solvers. ``scipy.optimize.root_scalar(f, bracket=[a ,b], method="brenth")`` is equivalent to ``scipy.optimize.brenth(f, a ,b)``. If no ``method`` is specified, an appropriate one will be selected based upon the bracket and the number of derivatives available. The so-called Algorithm 748 of Alefeld, Potra and Shi for root-finding within an enclosing interval has been added as `scipy.optimize.toms748`. This provides guaranteed convergence to a root with convergence rate per function evaluation of approximately 1.65 (for sufficiently well-behaved functions.) ``differential_evolution`` now has the ``updating`` and ``workers`` keywords. The first chooses between continuous updating of the best solution vector (the default), or once per generation. Continuous updating can lead to faster convergence. The ``workers`` keyword accepts an ``int`` or map-like callable, and parallelises the solver (having the side effect of updating once per generation). Supplying an ``int`` evaluates the trial solutions in N parallel parts. Supplying a map-like callable allows other parallelisation approaches (such as ``mpi4py``, or ``joblib``) to be used. ``dual_annealing`` (and ``shgo`` below) is a powerful new general purpose global optizimation (GO) algorithm. ``dual_annealing`` uses two annealing processes to accelerate the convergence towards the global minimum of an objective mathematical function. The first annealing process controls the stochastic Markov chain searching and the second annealing process controls the deterministic minimization. So, dual annealing is a hybrid method that takes advantage of stochastic and local deterministic searching in an efficient way. ``shgo`` (simplicial homology global optimization) is a similar algorithm appropriate for solving black box and derivative free optimization (DFO) problems. The algorithm generally converges to the global solution in finite time. The convergence holds for non-linear inequality and equality constraints. In addition to returning a global minimum, the algorithm also returns any other global and local minima found after every iteration. This makes it useful for exploring the solutions in a domain. `scipy.optimize.newton` can now accept a scalar or an array ``MINPACK`` usage is now thread-safe, such that ``MINPACK`` + callbacks may be used on multiple threads. `scipy.signal` improvements --------------------------- Digital filter design functions now include a parameter to specify the sampling rate. Previously, digital filters could only be specified using normalized frequency, but different functions used different scales (e.g. 0 to 1 for ``butter`` vs 0 to π for ``freqz``), leading to errors and confusion. With the ``fs`` parameter, ordinary frequencies can now be entered directly into functions, with the normalization handled internally. ``find_peaks`` and related functions no longer raise an exception if the properties of a peak have unexpected values (e.g. a prominence of 0). A ``PeakPropertyWarning`` is given instead. The new keyword argument ``plateau_size`` was added to ``find_peaks``. ``plateau_size`` may be used to select peaks based on the length of the flat top of a peak. ``welch()`` and ``csd()`` methods in `scipy.signal` now support calculation of a median average PSD, using ``average='mean'`` keyword `scipy.sparse` improvements --------------------------- The `scipy.sparse.bsr_matrix.tocsr` method is now implemented directly instead of converting via COO format, and the `scipy.sparse.bsr_matrix.tocsc` method is now also routed via CSR conversion instead of COO. The efficiency of both conversions is now improved. The issue where SuperLU or UMFPACK solvers crashed on matrices with non-canonical format in `scipy.sparse.linalg` was fixed. The solver wrapper canonicalizes the matrix if necessary before calling the SuperLU or UMFPACK solver. The ``largest`` option of `scipy.sparse.linalg.lobpcg()` was fixed to have a correct (and expected) behavior. The order of the eigenvalues was made consistent with the ARPACK solver (``eigs()``), i.e. ascending for the smallest eigenvalues, and descending for the largest eigenvalues. The `scipy.sparse.random` function is now faster and also supports integer and complex values by passing the appropriate value to the ``dtype`` argument. `scipy.spatial` improvements ---------------------------- The function `scipy.spatial.distance.jaccard` was modified to return 0 instead of ``np.nan`` when two all-zero vectors are compared. Support for the Jensen Shannon distance, the square-root of the divergence, has been added under `scipy.spatial.distance.jensenshannon` An optional keyword was added to the function `scipy.spatial.cKDTree.query_ball_point()` to sort or not sort the returned indices. Not sorting the indices can speed up calls. A new category of quaternion-based transformations are available in `scipy.spatial.transform`, including spherical linear interpolation of rotations (``Slerp``), conversions to and from quaternions, Euler angles, and general rotation and inversion capabilities (`spatial.transform.Rotation`), and uniform random sampling of 3D rotations (`spatial.transform.Rotation.random`). `scipy.stats` improvements -------------------------- The Yeo-Johnson power transformation is now supported (``yeojohnson``, ``yeojohnson_llf``, ``yeojohnson_normmax``, ``yeojohnson_normplot``). Unlike the Box-Cox transformation, the Yeo-Johnson transformation can accept negative values. Added a general method to sample random variates based on the density only, in the new function ``rvs_ratio_uniforms``. The Yule-Simon distribution (``yulesimon``) was added -- this is a new discrete probability distribution. ``stats`` and ``mstats`` now have access to a new regression method, ``siegelslopes``, a robust linear regression algorithm `scipy.stats.gaussian_kde` now has the ability to deal with weighted samples, and should have a modest improvement in performance Levy Stable Parameter Estimation, PDF, and CDF calculations are now supported for `scipy.stats.levy_stable`. The Brunner-Munzel test is now available as ``brunnermunzel`` in ``stats`` and ``mstats`` `scipy.linalg` improvements -------------------------- `scipy.linalg.lapack` now exposes the LAPACK routines using the Rectangular Full Packed storage (RFP) for upper triangular, lower triangular, symmetric, or Hermitian matrices; the upper trapezoidal fat matrix RZ decomposition routines are now available as well. Deprecated features =================== The functions ``hyp2f0``, ``hyp1f2`` and ``hyp3f0`` in ``scipy.special`` have been deprecated. Backwards incompatible changes ============================== LAPACK version 3.4.0 or later is now required. Building with Apple Accelerate is no longer supported. The function ``scipy.linalg.subspace_angles(A, B)`` now gives correct results for all angles. Before this, the function only returned correct values for those angles which were greater than pi/4. Support for the Bento build system has been removed. Bento has not been maintained for several years, and did not have good Python 3 or wheel support, hence it was time to remove it. The required signature of `scipy.optimize.lingprog` ``method=simplex`` callback function has changed. Before iteration begins, the simplex solver first converts the problem into a standard form that does not, in general, have the same variables or constraints as the problem defined by the user. Previously, the simplex solver would pass a user-specified callback function several separate arguments, such as the current solution vector ``xk``, corresponding to this standard form problem. Unfortunately, the relationship between the standard form problem and the user-defined problem was not documented, limiting the utility of the information passed to the callback function. In addition to numerous bug fix changes, the simplex solver now passes a user-specified callback function a single ``OptimizeResult`` object containing information that corresponds directly to the user-defined problem. In future releases, this ``OptimizeResult`` object may be expanded to include additional information, such as variables corresponding to the standard-form problem and information concerning the relationship between the standard-form and user-defined problems. The implementation of `scipy.sparse.random` has changed, and this affects the numerical values returned for both ``sparse.random`` and ``sparse.rand`` for some matrix shapes and a given seed. `scipy.optimize.newton` will no longer use Halley's method in cases where it negatively impacts convergence Other changes ============= Authors ======= * endolith * luzpaz * Hameer Abbasi + * akahard2dj + * Anton Akhmerov * Joseph Albert * alexthomas93 + * ashish + * atpage + * Blair Azzopardi + * Yoshiki Vázquez Baeza * Bence Bagi + * Christoph Baumgarten * Lucas Bellomo + * BH4 + * Aditya Bharti * Max Bolingbroke * François Boulogne * Ward Bradt + * Matthew Brett * Evgeni Burovski * Rafał Byczek + * Alfredo Canziani + * CJ Carey * Lucía Cheung + * Poom Chiarawongse + * Jeanne Choo + * Robert Cimrman * Graham Clenaghan + * cynthia-rempel + * Johannes Damp + * Jaime Fernandez del Rio * Dowon + * emmi474 + * Stefan Endres + * Thomas Etherington + * Alex Fikl + * fo40225 + * Joseph Fox-Rabinovitz * Lars G * Abhinav Gautam + * Stiaan Gerber + * C.A.M. Gerlach + * Ralf Gommers * Todd Goodall * Lars Grueter + * Sylvain Gubian + * Matt Haberland * David Hagen * Will Handley + * Charles Harris * Ian Henriksen * Thomas Hisch + * Theodore Hu * Michael Hudson-Doyle + * Nicolas Hug + * jakirkham + * Jakob Jakobson + * James + * Jan Schlüter * jeanpauphilet + * josephmernst + * Kai + * Kai-Striega + * kalash04 + * Toshiki Kataoka + * Konrad0 + * Tom Krauss + * Johannes Kulick * Lars Grüter + * Eric Larson * Denis Laxalde * Will Lee + * Katrin Leinweber + * Yin Li + * P. L. Lim + * Jesse Livezey + * Duncan Macleod + * MatthewFlamm + * Nikolay Mayorov * Mike McClurg + * Christian Meyer + * Mark Mikofski * Naoto Mizuno + * mohmmadd + * Nathan Musoke * Anju Geetha Nair + * Andrew Nelson * Ayappan P + * Nick Papior * Haesun Park + * Ronny Pfannschmidt + * pijyoi + * Ilhan Polat * Anthony Polloreno + * Ted Pudlik * puenka * Eric Quintero * Pradeep Reddy Raamana + * Vyas Ramasubramani + * Ramon Viñas + * Tyler Reddy * Joscha Reimer * Antonio H Ribeiro * richardjgowers + * Rob + * robbystk + * Lucas Roberts + * rohan + * Joaquin Derrac Rus + * Josua Sassen + * Bruce Sharpe + * Max Shinn + * Scott Sievert * Sourav Singh * Strahinja Lukić + * Kai Striega + * Shinya SUZUKI + * Mike Toews + * Piotr Uchwat * Miguel de Val-Borro + * Nicky van Foreest * Paul van Mulbregt * Gael Varoquaux * Pauli Virtanen * Stefan van der Walt * Warren Weckesser * Joshua Wharton + * Bernhard M. Wiedemann + * Eric Wieser * Josh Wilson * Tony Xiang + * Roman Yurchak + * Roy Zywina + A total of 137 people contributed to this release. People with a "+" by their names contributed a patch for the first time. This list of names is automatically generated, and may not be fully complete. ```
Links - PyPI: https://pypi.org/project/scipy - Changelog: https://pyup.io/changelogs/scipy/ - Repo: https://github.com/scipy/scipy/releases - Homepage: https://www.scipy.org
pyup-bot commented 4 years ago

Closing this in favor of #307