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Fix for #6931: isotonic y_min/y_max bounds #6928

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mjbommar
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@mjbommar mjbommar commented Jun 23, 2016

As noted on #6921, the isotonic_regression method:

  • assumed pre-sorted data
  • relied on a heuristic reweighting to achieve the desired y_min/y_max outcome (that does not work w.p.1)

This PR fixes both issues by:

  • adding a test case for the reported data
  • adding a pre_sorted bool parameter to isotonic_regression with default True, which should allow for no change in performance for the primary class callers
  • replaced the C reweighting approach with a data censoring pass s.t. all input values are within [y_min, y_max].

That said, as mentioned on the mailing list, I think we are still mixing use cases for the isotonic methods, and would recommend that we investigate docking and documenting against the R isotone package behavior:
#4185 (comment)

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