Forward-merge branch-23.10 to branch-23.12

cpp/src/glm/qn/mg/qn_mg.cuh

@@ -49,9 +49,12 @@ int qn_fit_mg(const raft::handle_t& handle,
   SimpleVec<T> w0(w0_data, loss.n_param);
 
   // Scale the regularization strength with the number of samples.
-  T l1 = 0;
+  T l1 = pams.penalty_l1;
   T l2 = pams.penalty_l2;
-  if (pams.penalty_normalized) { l2 /= n_samples; }
+  if (pams.penalty_normalized) {
+    l1 /= n_samples;
+    l2 /= n_samples;
+  }
 
   ML::GLM::detail::Tikhonov<T> reg(l2);
   ML::GLM::detail::RegularizedGLM<T, LossFunction, decltype(reg)> regularizer_obj(&loss, &reg);

python/cuml/linear_model/logistic_regression_mg.pyx

@@ -89,8 +89,6 @@ class LogisticRegressionMG(MGFitMixin, LogisticRegression):
 
     def __init__(self, **kwargs):
         super(LogisticRegressionMG, self).__init__(**kwargs)
-        if self.penalty != "l2" and self.penalty != "none":
-            assert False, "Currently only support 'l2' and 'none' penalty"
 
     @property
     @cuml.internals.api_base_return_array_skipall
@@ -210,9 +208,14 @@ class LogisticRegressionMG(MGFitMixin, LogisticRegression):
                 self._num_classes,
                 <float*> &objective32,
                 <int*> &num_iters)
+
+            self.solver_model.objective = objective32
+
         else:
             assert False, "dtypes other than float32 are currently not supported yet. See issue: https://github.com/rapidsai/cuml/issues/5589"
 
+        self.solver_model.num_iters = num_iters
+
         self.solver_model._calc_intercept()
 
         self.handle.sync()

python/cuml/tests/dask/test_dask_logistic_regression.py

@@ -20,6 +20,7 @@
 from sklearn.datasets import make_classification
 from sklearn.linear_model import LogisticRegression as skLR
 from cuml.internals.safe_imports import cpu_only_import
+from cuml.testing.utils import array_equal
 
 pd = cpu_only_import("pandas")
 np = cpu_only_import("numpy")
@@ -281,6 +282,8 @@ def test_lbfgs(
     delayed,
     client,
     penalty="l2",
+    l1_ratio=None,
+    C=1.0,
     n_classes=2,
 ):
     tolerance = 0.005
@@ -304,20 +307,42 @@ def imp():
 
     X_df, y_df = _prep_training_data(client, X, y, n_parts)
 
-    lr = cumlLBFGS_dask(fit_intercept=fit_intercept, penalty=penalty)
+    lr = cumlLBFGS_dask(
+        solver="qn",
+        fit_intercept=fit_intercept,
+        penalty=penalty,
+        l1_ratio=l1_ratio,
+        C=C,
+        verbose=True,
+    )
     lr.fit(X_df, y_df)
     lr_coef = lr.coef_.to_numpy()
     lr_intercept = lr.intercept_.to_numpy()
 
-    sk_model = skLR(fit_intercept=fit_intercept, penalty=penalty)
+    if penalty == "l2" or penalty == "none":
+        sk_solver = "lbfgs"
+    elif penalty == "l1" or penalty == "elasticnet":
+        sk_solver = "saga"
+    else:
+        raise ValueError(f"unexpected penalty {penalty}")
+
+    sk_model = skLR(
+        solver=sk_solver,
+        fit_intercept=fit_intercept,
+        penalty=penalty,
+        l1_ratio=l1_ratio,
+        C=C,
+    )
     sk_model.fit(X, y)
     sk_coef = sk_model.coef_
     sk_intercept = sk_model.intercept_
 
-    assert len(lr_coef) == len(sk_coef)
-    for i in range(len(lr_coef)):
-        assert lr_coef[i] == pytest.approx(sk_coef[i], abs=tolerance)
-    assert lr_intercept == pytest.approx(sk_intercept, abs=tolerance)
+    if sk_solver == "lbfgs":
+        assert len(lr_coef) == len(sk_coef)
+        assert array_equal(lr_coef, sk_coef, tolerance, with_sign=True)
+        assert array_equal(
+            lr_intercept, sk_intercept, tolerance, with_sign=True
+        )
 
     # test predict
     cu_preds = lr.predict(X_df, delayed=delayed).compute().to_numpy()
@@ -414,17 +439,55 @@ def test_n_classes(n_parts, fit_intercept, n_classes, client):
     assert lr._num_classes == n_classes
 
 
-@pytest.mark.parametrize("penalty", ["l1", "elasticnet"])
-@pytest.mark.parametrize("l1_ratio", [0.1])
-def test_l1_and_elasticnet(penalty, l1_ratio, client):
-    X = np.array([(1, 2), (1, 3), (2, 1), (3, 1)], np.float32)
-    y = np.array([1.0, 1.0, 0.0, 0.0], np.float32)
-    X_df, y_df = _prep_training_data(client, X, y, partitions_per_worker=1)
+@pytest.mark.mg
+@pytest.mark.parametrize("fit_intercept", [False, True])
+@pytest.mark.parametrize("datatype", [np.float32])
+@pytest.mark.parametrize("delayed", [True])
+@pytest.mark.parametrize("n_classes", [2, 8])
+@pytest.mark.parametrize("C", [1.0, 10.0])
+def test_l1(fit_intercept, datatype, delayed, n_classes, C, client):
+    lr = test_lbfgs(
+        nrows=1e5,
+        ncols=20,
+        n_parts=2,
+        fit_intercept=fit_intercept,
+        datatype=datatype,
+        delayed=delayed,
+        client=client,
+        penalty="l1",
+        n_classes=n_classes,
+        C=C,
+    )
+
+    l1_strength, l2_strength = lr._get_qn_params()
+    assert l1_strength == 1.0 / lr.C
+    assert l2_strength == 0.0
+
 
-    from cuml.dask.linear_model import LogisticRegression
+@pytest.mark.mg
+@pytest.mark.parametrize("fit_intercept", [False, True])
+@pytest.mark.parametrize("datatype", [np.float32])
+@pytest.mark.parametrize("delayed", [True])
+@pytest.mark.parametrize("n_classes", [2, 8])
+@pytest.mark.parametrize("l1_ratio", [0.2, 0.8])
+def test_elasticnet(
+    fit_intercept, datatype, delayed, n_classes, l1_ratio, client
+):
+    lr = test_lbfgs(
+        nrows=1e5,
+        ncols=20,
+        n_parts=2,
+        fit_intercept=fit_intercept,
+        datatype=datatype,
+        delayed=delayed,
+        client=client,
+        penalty="elasticnet",
+        n_classes=n_classes,
+        l1_ratio=l1_ratio,
+    )
 
-    lr = LogisticRegression(penalty=penalty, l1_ratio=l1_ratio)
-    with pytest.raises(
-        RuntimeError, match="Currently only support 'l2' and 'none' penalty"
-    ):
-        lr.fit(X_df, y_df)
+    l1_strength, l2_strength = lr._get_qn_params()
+
+    strength = 1.0 / lr.C
+    assert l1_strength == lr.l1_ratio * strength
+    assert l2_strength == (1.0 - lr.l1_ratio) * strength