# Release Highlights for scikit-learn 1.4#

We are pleased to announce the release of scikit-learn 1.4! Many bug fixes
and improvements were added, as well as some new key features. We detail
below a few of the major features of this release. **For an exhaustive list of
all the changes**, please refer to the release notes.

To install the latest version (with pip):

```
pip install --upgrade scikit-learn
```

or with conda:

```
conda install -c conda-forge scikit-learn
```

## HistGradientBoosting Natively Supports Categorical DTypes in DataFrames#

`ensemble.HistGradientBoostingClassifier`

and
`ensemble.HistGradientBoostingRegressor`

now directly supports dataframes with
categorical features. Here we have a dataset with a mixture of
categorical and numerical features:

```
from sklearn.datasets import fetch_openml
X_adult, y_adult = fetch_openml("adult", version=2, return_X_y=True)
# Remove redundant and non-feature columns
X_adult = X_adult.drop(["education-num", "fnlwgt"], axis="columns")
X_adult.dtypes
```

```
age int64
workclass category
education category
marital-status category
occupation category
relationship category
race category
sex category
capital-gain int64
capital-loss int64
hours-per-week int64
native-country category
dtype: object
```

By setting `categorical_features="from_dtype"`

, the gradient boosting classifier
treats the columns with categorical dtypes as categorical features in the
algorithm:

```
from sklearn.ensemble import HistGradientBoostingClassifier
from sklearn.model_selection import train_test_split
from sklearn.metrics import roc_auc_score
X_train, X_test, y_train, y_test = train_test_split(X_adult, y_adult, random_state=0)
hist = HistGradientBoostingClassifier(categorical_features="from_dtype")
hist.fit(X_train, y_train)
y_decision = hist.decision_function(X_test)
print(f"ROC AUC score is {roc_auc_score(y_test, y_decision)}")
```

```
ROC AUC score is 0.9284214614892031
```

## Polars output in `set_output`

#

scikit-learn’s transformers now support polars output with the `set_output`

API.

```
import polars as pl
from sklearn.preprocessing import StandardScaler
from sklearn.preprocessing import OneHotEncoder
from sklearn.compose import ColumnTransformer
df = pl.DataFrame(
{"height": [120, 140, 150, 110, 100], "pet": ["dog", "cat", "dog", "cat", "cat"]}
)
preprocessor = ColumnTransformer(
[
("numerical", StandardScaler(), ["height"]),
("categorical", OneHotEncoder(sparse_output=False), ["pet"]),
],
verbose_feature_names_out=False,
)
preprocessor.set_output(transform="polars")
df_out = preprocessor.fit_transform(df)
df_out
```

```
print(f"Output type: {type(df_out)}")
```

```
Output type: <class 'polars.dataframe.frame.DataFrame'>
```

## Missing value support for Random Forest#

The classes `ensemble.RandomForestClassifier`

and
`ensemble.RandomForestRegressor`

now support missing values. When training
every individual tree, the splitter evaluates each potential threshold with the
missing values going to the left and right nodes. More details in the
User Guide.

```
import numpy as np
from sklearn.ensemble import RandomForestClassifier
X = np.array([0, 1, 6, np.nan]).reshape(-1, 1)
y = [0, 0, 1, 1]
forest = RandomForestClassifier(random_state=0).fit(X, y)
forest.predict(X)
```

```
array([0, 0, 1, 1])
```

## Add support for monotonic constraints in tree-based models#

While we added support for monotonic constraints in histogram-based gradient boosting in scikit-learn 0.23, we now support this feature for all other tree-based models as trees, random forests, extra-trees, and exact gradient boosting. Here, we show this feature for random forest on a regression problem.

```
import matplotlib.pyplot as plt
from sklearn.inspection import PartialDependenceDisplay
from sklearn.ensemble import RandomForestRegressor
n_samples = 500
rng = np.random.RandomState(0)
X = rng.randn(n_samples, 2)
noise = rng.normal(loc=0.0, scale=0.01, size=n_samples)
y = 5 * X[:, 0] + np.sin(10 * np.pi * X[:, 0]) - noise
rf_no_cst = RandomForestRegressor().fit(X, y)
rf_cst = RandomForestRegressor(monotonic_cst=[1, 0]).fit(X, y)
disp = PartialDependenceDisplay.from_estimator(
rf_no_cst,
X,
features=[0],
feature_names=["feature 0"],
line_kw={"linewidth": 4, "label": "unconstrained", "color": "tab:blue"},
)
PartialDependenceDisplay.from_estimator(
rf_cst,
X,
features=[0],
line_kw={"linewidth": 4, "label": "constrained", "color": "tab:orange"},
ax=disp.axes_,
)
disp.axes_[0, 0].plot(
X[:, 0], y, "o", alpha=0.5, zorder=-1, label="samples", color="tab:green"
)
disp.axes_[0, 0].set_ylim(-3, 3)
disp.axes_[0, 0].set_xlim(-1, 1)
disp.axes_[0, 0].legend()
plt.show()
```

## Enriched estimator displays#

Estimators displays have been enriched: if we look at `forest`

, defined above:

```
forest
```

One can access the documentation of the estimator by clicking on the icon “?” on the top right corner of the diagram.

In addition, the display changes color, from orange to blue, when the estimator is fitted. You can also get this information by hovering on the icon “i”.

```
from sklearn.base import clone
clone(forest) # the clone is not fitted
```

## Metadata Routing Support#

Many meta-estimators and cross-validation routines now support metadata
routing, which are listed in the user guide. For instance, this is how you can do a nested
cross-validation with sample weights and `GroupKFold`

:

```
import sklearn
from sklearn.metrics import get_scorer
from sklearn.datasets import make_regression
from sklearn.linear_model import Lasso
from sklearn.model_selection import GridSearchCV, cross_validate, GroupKFold
# For now by default metadata routing is disabled, and need to be explicitly
# enabled.
sklearn.set_config(enable_metadata_routing=True)
n_samples = 100
X, y = make_regression(n_samples=n_samples, n_features=5, noise=0.5)
rng = np.random.RandomState(7)
groups = rng.randint(0, 10, size=n_samples)
sample_weights = rng.rand(n_samples)
estimator = Lasso().set_fit_request(sample_weight=True)
hyperparameter_grid = {"alpha": [0.1, 0.5, 1.0, 2.0]}
scoring_inner_cv = get_scorer("neg_mean_squared_error").set_score_request(
sample_weight=True
)
inner_cv = GroupKFold(n_splits=5)
grid_search = GridSearchCV(
estimator=estimator,
param_grid=hyperparameter_grid,
cv=inner_cv,
scoring=scoring_inner_cv,
)
outer_cv = GroupKFold(n_splits=5)
scorers = {
"mse": get_scorer("neg_mean_squared_error").set_score_request(sample_weight=True)
}
results = cross_validate(
grid_search,
X,
y,
cv=outer_cv,
scoring=scorers,
return_estimator=True,
params={"sample_weight": sample_weights, "groups": groups},
)
print("cv error on test sets:", results["test_mse"])
# Setting the flag to the default `False` to avoid interference with other
# scripts.
sklearn.set_config(enable_metadata_routing=False)
```

```
cv error on test sets: [-0.3658937 -0.2260904 -0.3821647 -0.60750399 -0.32988408]
```

## Improved memory and runtime efficiency for PCA on sparse data#

PCA is now able to handle sparse matrices natively for the `arpack`

solver by levaraging `scipy.sparse.linalg.LinearOperator`

to avoid
materializing large sparse matrices when performing the
eigenvalue decomposition of the data set covariance matrix.

```
from sklearn.decomposition import PCA
import scipy.sparse as sp
from time import time
X_sparse = sp.random(m=1000, n=1000, random_state=0)
X_dense = X_sparse.toarray()
t0 = time()
PCA(n_components=10, svd_solver="arpack").fit(X_sparse)
time_sparse = time() - t0
t0 = time()
PCA(n_components=10, svd_solver="arpack").fit(X_dense)
time_dense = time() - t0
print(f"Speedup: {time_dense / time_sparse:.1f}x")
```

```
Speedup: 3.6x
```

**Total running time of the script:** (0 minutes 2.431 seconds)

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