FIX TransformerMixin does not override index if transform=pandas

doc/whats_new/v1.2.rst

@@ -27,6 +27,13 @@ Changes impacting all modules
 Changelog
 ---------
 
+:mod:`sklearn.base`
+...................
+
+- |Fix| When `set_output(transform="pandas")`, :class:`base.TransformerMixin` maintains
+  the index if the :term:`transform` output is already a DataFrame. :pr:`25747` by
+  `Thomas Fan`_.
+
 :mod:`sklearn.calibration`
 ..........................
 

sklearn/utils/_set_output.py

@@ -34,7 +34,7 @@ def _wrap_in_pandas_container(
         `range(n_features)`.
 
     index : array-like, default=None
-        Index for data.
+        Index for data. `index` is ignored if `data_to_wrap` is already a DataFrame.
 
     Returns
     -------
@@ -55,8 +55,6 @@ def _wrap_in_pandas_container(
     if isinstance(data_to_wrap, pd.DataFrame):
         if columns is not None:
             data_to_wrap.columns = columns
-        if index is not None:
-            data_to_wrap.index = index
         return data_to_wrap
 
     return pd.DataFrame(data_to_wrap, index=index, columns=columns)

sklearn/utils/tests/test_set_output.py

@@ -33,7 +33,9 @@ def test__wrap_in_pandas_container_dense_update_columns_and_index():
 
     new_df = _wrap_in_pandas_container(X_df, columns=new_columns, index=new_index)
     assert_array_equal(new_df.columns, new_columns)
-    assert_array_equal(new_df.index, new_index)
+
+    # Index does not change when the input is a DataFrame
+    assert_array_equal(new_df.index, X_df.index)
 
 
 def test__wrap_in_pandas_container_error_validation():
@@ -260,3 +262,33 @@ class C(A, B):
         pass
 
     assert C().transform(None) == "B"
+
+
+class EstimatorWithSetOutputIndex(_SetOutputMixin):
+    def fit(self, X, y=None):
+        self.n_features_in_ = X.shape[1]
+        return self
+
+    def transform(self, X, y=None):
+        import pandas as pd
+
+        # transform by giving output a new index.
+        return pd.DataFrame(X.to_numpy(), index=[f"s{i}" for i in range(X.shape[0])])
+
+    def get_feature_names_out(self, input_features=None):
+        return np.asarray([f"X{i}" for i in range(self.n_features_in_)], dtype=object)
+
+
+def test_set_output_pandas_keep_index():
+    """Check that set_output does not override index.
+
+    Non-regression test for gh-25730.
+    """
+    pd = pytest.importorskip("pandas")
+
+    X = pd.DataFrame([[1, 2, 3], [4, 5, 6]], index=[0, 1])
+    est = EstimatorWithSetOutputIndex().set_output(transform="pandas")
+    est.fit(X)
+
+    X_trans = est.transform(X)
+    assert_array_equal(X_trans.index, ["s0", "s1"])