Repository: scikit-learn/scikit-learn
File: sklearn/ensemble/_hist_gradient_boosting/binning.py (Python)

Code before:
    ------
    binning_thresholds : ndarray of shape(min(max_bins, n_unique_values) - 1,)
        The increasing numeric values that can be used to separate the bins.
        A given value x will be mapped into bin value i iff
        bining_thresholds[i - 1] < x <= binning_thresholds[i]
    """
    # ignore missing values when computing bin thresholds
    missing_mask = np.isnan(col_data)
    if missing_mask.any():
        col_data = col_data[~missing_mask]

    # If sample_weight is not None and 0-weighted values exist, we need to
    # remove those before calculating the distinct points.
    if sample_weight is not None:
        sample_weight = sample_weight[~missing_mask]
        nnz_sw = sample_weight != 0
        col_data = col_data[nnz_sw]
        sample_weight = sample_weight[nnz_sw]

    # The data will be sorted anyway in np.unique and again in percentile, so we do it
    # here. Sorting also returns a contiguous array.
    sort_idx = np.argsort(col_data)
    col_data = col_data[sort_idx]
    if sample_weight is not None:
        sample_weight = sample_weight[sort_idx]

    distinct_values = np.unique(col_data).astype(X_DTYPE)

    if len(distinct_values) <= max_bins:
        # Calculate midpoints if distinct values <= max_bins
        bin_thresholds = 0.5 * (distinct_values[:-1] + distinct_values[1:])
    elif sample_weight is None:
        # We compute approximate midpoint percentiles using the output of
        # np.percentile with averaged_inverted_cdf
        percentiles = np.linspace(0, 100, num=max_bins + 1)
        percentiles = percentiles[1:-1]
        bin_thresholds = np.percentile(
            col_data, percentiles, method="averaged_inverted_cdf"
        )
        assert bin_thresholds.shape[0] == max_bins - 1
    else:
        percentiles = np.linspace(0, 100, num=max_bins + 1)
        percentiles = percentiles[1:-1]
        bin_thresholds = np.array(
            [
                _averaged_weighted_percentile(col_data, sample_weight, percentile)
                for percentile in percentiles
            ]
        )
        assert bin_thresholds.shape[0] == max_bins - 1
    # Remove duplicated thresholds if they exist.

Review comment (performance):
Small memory allocation. I believe the extra code complexity is limited enough to be worth it.

```suggestion
    any_missing = missing_mask.any()
    if any_missing:
        col_data = col_data[~missing_mask]

    # If sample_weight is not None and 0-weighted values exist, we need to
    # remove those before calculating the distinct points.
    if sample_weight is not None:
        if any_missing:
            sample_weight = sample_weight[~missing_mask]
        nnz_sw = sample_weight != 0
        col_data = col_data[nnz_sw]
        sample_weight = sample_weight[nnz_sw]
```

Code after:
        The maximum number of bins to use for non-missing values. If for a
        given feature the number of unique values is less than ``max_bins``,
        then those unique values will be used to compute the bin thresholds,
        instead of the quantiles

    Return
    ------
    binning_thresholds : ndarray of shape(min(max_bins, n_unique_values) - 1,)
        The increasing numeric values that can be used to separate the bins.
        A given value x will be mapped into bin value i iff
        bining_thresholds[i - 1] < x <= binning_thresholds[i]
    """
    # ignore missing values when computing bin thresholds
    missing_mask = np.isnan(col_data)
    any_missing = missing_mask.any()
    if any_missing:
        col_data = col_data[~missing_mask]

    # If sample_weight is not None and 0-weighted values exist, we need to
    # remove those before calculating the distinct points.
    if sample_weight is not None:
        if any_missing:
            sample_weight = sample_weight[~missing_mask]
        nnz_sw = sample_weight != 0
        col_data = col_data[nnz_sw]
        sample_weight = sample_weight[nnz_sw]

    # The data will be sorted anyway in np.unique and again in percentile, so we do it
    # here. Sorting also returns a contiguous array.
    sort_idx = np.argsort(col_data)
    col_data = col_data[sort_idx]
    if sample_weight is not None:
        sample_weight = sample_weight[sort_idx]

    distinct_values = np.unique(col_data).astype(X_DTYPE)

    if len(distinct_values) == 1:
        return np.asarray([])

    if len(distinct_values) <= max_bins:
        # Calculate midpoints if distinct values <= max_bins
        bin_thresholds = sliding_window_view(distinct_values, 2).mean(axis=1)
    elif sample_weight is None:
        # We compute bin edges using the output of np.percentile with
        # the "averaged_inverted_cdf" interpolation method that is consistent
        # with the code for the sample_weight != None case.
        percentiles = np.linspace(0, 100, num=max_bins + 1)
        percentiles = percentiles[1:-1]
        bin_thresholds = np.percentile(
            col_data, percentiles, method="averaged_inverted_cdf"
        )