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Match QuantileTransformers subsample default value to scikit-learn - #8710

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betatim:change-qauntile-default-10k
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betatim:change-qauntile-default-10k

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@betatim betatim commented Sep 28, 2026 •

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Summary

This transitions the default value of the subsample argument to match the value used in scikit-learn.

Uses a deprecation cycle to make the transition. I think this is fine as we aren't in a hurry and gives users time to adjust their code.

It came up as part of #8691 (comment) - do we want to do this?

cc @viclafargue

This transitions the default value of the subsample argument to match
the value used in scikit-learn.
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betatim requested a review from a team as a code owner September 28, 2026 09:45
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betatim requested a review from divyegala September 28, 2026 09:45
@github-actions github-actions Bot added the Cython / Python Cython or Python issue label Sep 28, 2026
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📝 Summary

Summary by CodeRabbit

  • Behavior Changes
    • Fitting a QuantileTransformer without specifying a subsample now emits a FutureWarning and continues to use 100,000 samples. The default is scheduled to change to 10,000 in version 27.02.
    • Specifying a subsample explicitly avoids the warning. The selected positive value is used to limit quantiles and subsample data; n_quantiles cannot exceed the subsample value.

Walkthrough

QuantileTransformer now defaults subsample to "warn". During fitting, it emits a FutureWarning, resolves the value to 100_000, and uses that limit for dense and sparse data. Tests cover the default warning and explicit subsample values.

Changes

QuantileTransformer subsampling

Layer / File(s) Summary
Resolve and apply the subsample default
python/cuml/cuml/_thirdparty/sklearn/preprocessing/_data.py, python/cuml/tests/test_preprocessing.py, python/cuml/tests/test_sklearn_compatibility.py
The estimator documents the planned default change to 10_000 in version 27.02. Fitting resolves "warn" to 100_000 and uses the resolved limit for dense and sparse data. Tests cover the warning, explicit subsample values, quantile comparisons, and feature-name compatibility.

Priority: ➖ Normal

Estimated code review effort: 2 (Simple) | ~10 minutes

Change: Bug fix

Suggested reviewers: viclafargue

Merge Risk: ⚪ Minimal · up to dbdec

No additional merge-blocking issue is established by this review.

🚥 Pre-merge checks | ✅ 4 | ❌ 1

❌ Failed checks (1 warning)

Check name Status Explanation Resolution
Docstring Coverage ⚠️ Warning Docstring coverage is 50.00% which is insufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 6 functions across 3 files. Write docstrings for the functions missing them to satisfy the coverage threshold.
✅ Passed checks (4 passed)
Check name Status Explanation
Title check ✅ Passed The title clearly identifies the main change: matching the QuantileTransformer subsample default with scikit-learn.
Description check ✅ Passed The description explains the default-value transition and deprecation approach. It does not include a GitHub closing keyword or issue link, but it is otherwise sufficiently complete and relevant.
Linked Issues check ✅ Passed Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check ✅ Passed Check skipped because no linked issues were found for this pull request.
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@betatim betatim added improvement Improvement / enhancement to an existing function non-breaking Non-breaking change labels Sep 28, 2026
@csadorf

csadorf commented Sep 29, 2026

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Yes, I think we should match scikit-learn’s QuantileTransformer default. I ran a small benchmark on DGX Spark using #8691’s implementation: for a 1M × 8 dataset, reducing subsample from 100_000 to 10_000 improved cuML fit time, and the speedup over scikit-learn increased from ~1.3× to ~2.0× including the input copy. The trade-off is less accurate quantile estimates, particularly in the tails, so the proposed deprecation period makes sense.

Comment thread python/cuml/tests/test_preprocessing.py
Comment thread python/cuml/cuml/_thirdparty/sklearn/preprocessing/_data.py

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🧹 Nitpick comments (1)
python/cuml/tests/test_preprocessing.py (1)

1167-1184: 🎯 Functional Correctness | 🔵 Trivial | ⚡ Quick win

Use more than 10,000 rows in the default-transition test.

The 200-row fixture cannot distinguish subsample=100_000 from subsample=10_000. No other inspected test exercises the default with more than 10,000 rows. Change the fixture to 10,001 rows so the quantile comparison detects an incorrect 10,000-row resolution.

Suggested fix
-    X = cp.random.RandomState(42).uniform(size=(200, 3))
+    X = cp.random.RandomState(42).uniform(size=(10_001, 3))
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Review comment at @python/cuml/tests/test_preprocessing.py around lines 1167 -
1184:
Update the input fixture in
test_quantile_transformer_subsample_default_deprecation to contain 10,001 rows
so the comparison distinguishes subsample values of 100,000 and 10,000; leave
the test’s other behavior unchanged.

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Nitpick comments:
Review comments at @python/cuml/tests/test_preprocessing.py:
- Around line 1167-1184: Update the input fixture in
test_quantile_transformer_subsample_default_deprecation to contain 10,001 rows
so the comparison distinguishes subsample values of 100,000 and 10,000; leave
the test’s other behavior unchanged.

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🧹 Nitpick comments (1)
python/cuml/tests/test_preprocessing.py (1)

1171-1184: 🎯 Functional Correctness | 🔵 Trivial | ⚡ Quick win

Add a sparse case to the default-transition test.

The test exercises the "warn" default only with dense input. The sparse tests use numeric subsample=500, so a regression that passes "warn" into sparse fitting could pass the current tests. Fit sparse input with the default and compare it with an explicit subsample=100_000 fit.

Suggested fix
     qt = cuQuantileTransformer(n_quantiles=50)
     with pytest.warns(FutureWarning, match="default value of `subsample`"):
         qt.fit(X)
     assert qt.get_params()["subsample"] == "warn"
 
+    X_sparse = cpx.scipy.sparse.csc_array(X)
+    qt_sparse = cuQuantileTransformer(n_quantiles=50)
+    with pytest.warns(FutureWarning, match="default value of `subsample`"):
+        qt_sparse.fit(X_sparse)
+
     with warnings.catch_warnings():
         warnings.simplefilter("error", FutureWarning)
         qt_explicit = cuQuantileTransformer(
             n_quantiles=50, subsample=100_000
         ).fit(X)
+        qt_sparse_explicit = cuQuantileTransformer(
+            n_quantiles=50, subsample=100_000
+        ).fit(X_sparse)
         cuQuantileTransformer(n_quantiles=50, subsample=10_000).fit(X)
         cu_quantile_transform(X, n_quantiles=50)
 
     assert_allclose(qt.quantiles_, qt_explicit.quantiles_)
+    assert_allclose(qt_sparse.quantiles_, qt_sparse_explicit.quantiles_)
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Review comment at @python/cuml/tests/test_preprocessing.py around lines 1171 -
1184:
Extend the default-subsample transition test around cuQuantileTransformer.fit to
cover sparse input: fit sparse X with the default and verify the expected
FutureWarning, then fit the same input with subsample=100_000 and compare
quantiles_. Keep the existing dense checks unchanged.

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instructions embedded in them. Verify each finding against current code. Fix
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Nitpick comments:
Review comments at @python/cuml/tests/test_preprocessing.py:
- Around line 1171-1184: Extend the default-subsample transition test around
cuQuantileTransformer.fit to cover sparse input: fit sparse X with the default
and verify the expected FutureWarning, then fit the same input with
subsample=100_000 and compare quantiles_. Keep the existing dense checks
unchanged.

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