Quantile transformer sample weight
Reference Issues/PRs
Follow up on previously closed PR #31147 and issue #30707
What does this implement/fix? Explain your changes.
Adds sample weights within the QuantileTransformer under preprocessing using the _weighted_percentile function.
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@ogrisel and @kaekkr
Hmmmm I am running with an issue that seems similar to here: https://github.com/actions/runner/issues/449
the integration of _weighted_percentile and the updates based on earlier review feedback look like a solid step toward bringing sample-weight support to QuantileTransformer.
good to see the switch to the unified _weighted_percentile logic — that aligns with recent changes in utils.stats.
as @ogrisel mentioned earlier, using percentile ranks correctly (per feature and per reference value) will be key for correctness.