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Migrate EqualFrequencyDiscretiser.fit() to narwhals, add polars support - #1039

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solegalli merged 4 commits into
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narwhals-equal-frequency-discretiser
Sep 18, 2026
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solegalli merged 4 commits into
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narwhals-equal-frequency-discretiser

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Migrates EqualFrequencyDiscretiser.fit() to narwhals with polars support.

fit()'s only pandas dependency was pd.qcut(duplicates="drop") for quantile-based bin edges per variable. Replaced with np.quantile() on each column's narwhals-extracted numpy array + np.unique() to sort and drop duplicate edges — reproducing qcut's duplicates="drop" without any per-backend branch.

Getting a bit-exact match (not just close) took two fixes verified against pandas 3.0's qcut source:

  • pandas masks out NaN before calling np.quantile(values, qs, method="linear") itself rather than using np.nanquantile (not always bit-identical). Moot here — _fit_setup() already rejects NaN in variables_.
  • qcut nudges each quantile not exactly representable in base 2 up via np.nextafter (rounding up, not to nearest). Skipping this shifted edges by ~1e-13 and broke an existing exact-equality test.

With both applied, verified np.array_equal against real pd.qcut(retbins=True) across large random floats, many-duplicate data, all-identical data, negative floats, and n<q data.

Merge vs split: benchmarked old pd.qcut vs the new numpy+narwhals path at 10k/50k/100k rows × 1/2/10 cols — the new path is consistently faster than the old pandas-native code on both backends (narwhals-on-pandas 0.19x–0.47x of old pd.qcut, narwhals-on-polars 0.12x–0.46x). A narwhals-native quantile-expression alternative was 2–3x slower than old pd.qcut on pandas. No case for a split.

Verified: tests/test_discretisation unchanged (114 passed, 5 pre-existing check_estimator failures, reproduced on the unmodified branch tip). flake8 / mypy clean, sphinx -W clean. test_equal_frequency_discretiser.py rewritten to one parametrized test per behaviour over [pd.DataFrame, pl.DataFrame]. EqualFrequencyDiscretiser.rst examples verified against real output (two stale float digits in the binner_dict_ printout reproduce with the old pd.qcut fit — doc staleness, not a regression); "uses pandas.qcut() under the hood" line corrected, "With polars" section added.


Stacked on narwhals-discretisation-base (its own PR). Until that merges this PR's diff also contains the shared BaseDiscretiser commit; review that one first.

@solegalli
solegalli force-pushed the narwhals-equal-frequency-discretiser branch from e54bdda to adba3ea Compare September 14, 2026 20:46
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Updated this branch:

Locally: test_equal_frequency_discretiser.py 12 passed; no new failures in tests/test_discretisation.

@solegalli
solegalli force-pushed the narwhals-equal-frequency-discretiser branch from adba3ea to f124e40 Compare September 15, 2026 10:06
solegalli and others added 3 commits September 18, 2026 13:16
fit()'s only pandas dependency was pd.qcut(duplicates="drop"), used to
compute quantile-based bin edges per variable. Replaced it with
np.quantile() on each column's narwhals-extracted numpy array, plus
np.unique() to sort and drop duplicate edges - reproducing qcut's
duplicates="drop" behaviour without any per-backend branch, since
values come from nw_X.get_column(var).to_numpy() regardless of
backend.

Getting a bit-exact match (not just numerically close) took two fixes
verified against pandas 3.0's pandas.core.reshape.tile.qcut source:
- pandas masks out NaN before calling np.quantile(values, qs,
  method="linear") itself, rather than using np.nanquantile - the two
  are not always bit-identical. Here this distinction is moot in
  practice: _fit_setup() already rejects NaN in variables_, so no
  masking is needed - values reaching the loop are already NaN-free.
- qcut nudges each quantile that isn't exactly representable in base 2
  up via np.nextafter (np.linspace(0, 1, q+1) then
  np.putmask(quantiles, q*quantiles != np.arange(q+1),
  nextafter(quantiles, 1))), rounding up rather than to nearest.
  Skipping this shifted bin edges by ~1e-13 versus real pd.qcut
  output and broke an existing exact-equality test.
With both applied, verified bit-exact (np.array_equal) against real
pd.qcut(retbins=True) across large random floats, many-duplicate-value
data, all-identical-value data, negative floats, and n<q data.

Benchmarked old pd.qcut vs the new numpy+narwhals path at 10k/50k/100k
rows x 1/2/10 columns: the new path is consistently faster than the
old pandas-native code on BOTH backends (narwhals-on-pandas lands at
0.19x-0.47x of old pd.qcut's time, narwhals-on-polars at 0.12x-0.46x,
both converging to roughly 2x faster at realistic 50k-100k row sizes).
A narwhals-native quantile-expression alternative was also benchmarked
(one nw.col(var).quantile(qi) expr per quantile point, batched into a
single select()) - fast on polars but 2-3x *slower* than old pd.qcut
on pandas, since narwhals translates each expr to a separate
Series.quantile call there. Given the numpy path beats old pandas on
both backends, there was no case for a pandas fast-path split.

Verified: tests/test_discretisation full suite unchanged (114 passed,
5 pre-existing failures in test_check_estimator_discretisers.py,
reproduced identically on the unmodified branch tip - sklearn's
check_estimator feeds raw numpy arrays, rejected since the narwhals
migration's dataframe-only contract). flake8 and mypy clean. Module
imports with pandas blocked (loaded standalone, since sibling
discretiser files in this package aren't migrated yet). sphinx -W
build clean (only the pre-existing unrelated linkcode_resolve
warning).

test_equal_frequency_discretiser.py rewritten per AGENTS.md: each
behaviour is now one test parametrized over
@pytest.mark.parametrize("make_df", [pd.DataFrame, pl.DataFrame])
rather than pandas-only.

docs/user_guide/discretisation/EqualFrequencyDiscretiser.rst: verified
every code example against real current output. The `disc.binner_dict_`
printout had two stale float digits (8099.200000000003 ->
...004, 1601.6000000000001 -> ...004, 1717.6999999999998 ->
1717.7000000000003) - reproduced identically with the OLD pd.qcut-based
fit() on the same dataset/pandas version, so this predates the
migration and is a doc-staleness issue, not a regression. Also
corrected the "uses pandas.qcut() under the hood" line and added a
"With polars" section with a verified worked example.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
…iser tests

Build inputs from the data_normal_dist / data_vartypes / data_na fixtures on
the backend under test instead of converting pandas fixtures (which needs
pyarrow for polars, so the polars cases failed), check isinstance(X, make_df)
plus to_dict() contents, and use pytest.raises(match=re.escape(msg)). The
check that every bin code is present was vacuous and now compares the exact
set of codes.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
@solegalli
solegalli force-pushed the narwhals-equal-frequency-discretiser branch from f124e40 to 5828359 Compare September 18, 2026 11:16
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
@solegalli
solegalli merged commit c5e5a2d into narwhals-migration Sep 18, 2026
4 of 10 checks passed
@solegalli
solegalli deleted the narwhals-equal-frequency-discretiser branch September 18, 2026 12:05
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