Description

Fix issue #410. This involves simplifying the type of check and making it more memory efficient.

Type of change

Bug fix (non-breaking change which fixes an issue)

How Has This Been Tested?

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration

[x] Test with random data


import numpy as np
import pandas as pd
from lightgbm import LGBMRegressor
from sklearn.model_selection import train_test_split

from mapie.regression import MapieQuantileRegressor

random_state = 26 rng = np.random.default_rng(random_state)

Generate a random train_data

n = 10000000 p = 10 X = rng.standard_normal((n, p)) beta = rng.standard_normal(p) y = X @ beta + rng.standard_normal(n)

X_train, X_test, y_train, y_test = train_test_split( X, y, train_size=0.8, random_state=random_state, shuffle=False, ) X_train, X_calib, y_train, y_calib = train_test_split( X_train, y_train, train_size=0.8, random_state=random_state, shuffle=False, )

print(X_test.shape, X_calib.shape, X_train.shape)

estimator = LGBMRegressor( objective="quantile", alpha=0.5, random_state=random_state )

mqr = MapieQuantileRegressor( estimator, method="quantile", cv="split", alpha=0.02 ) mqr.fit( X_train, y_train, X_calib=X_calib, y_calib=y_calib, random_state=random_state, )

y_pred, y_pis = mqr.predict(X_test) print("DONE!")


- [x] Test by @gabrieltardochi and his own data: [link](https://github.com/scikit-learn-contrib/MAPIE/issues/410#issuecomment-1934063300)

# Checklist

- [x] I have read the [contributing guidelines](https://github.com/simai-ml/MAPIE/blob/master/CONTRIBUTING.rst)
- [x] I have updated the [HISTORY.rst](https://github.com/simai-ml/MAPIE/blob/master/HISTORY.rst) and [AUTHORS.rst](https://github.com/simai-ml/MAPIE/blob/master/AUTHORS.rst) files
- [x] Linting passes successfully : `make lint`
- [x] Typing passes successfully : `make type-check`
- [x] Unit tests pass successfully : `make tests`
- [x] Coverage is 100% : `make coverage`
- [x] Documentation builds successfully : `make doc`

scikit-learn-contrib / MAPIE

410 mapiequantileregressor predict method causing memoryerror #412

Description

Type of change

How Has This Been Tested?

Generate a random train_data

Codecov Report