lmcinnes / lmcinnes/umap

Huge Overfitting when doing supervised UMAP

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Description

Hi,

When doing a supervised UMAP.fit(X_train, y_train), and then UMAP.transform(X_test), there seem to have a huge overfitting situation:

fit_transform on train set:
(parameters used: UMAP(n_components=2, random_state= 0, n_neighbors = 15, metric = 'jaccard')
![image](https://user-images.githubusercontent.com/49559881/95468577-a9734380-094c-11eb-8c15-25a93ab58b44.png)

transform on test set:
![image](https://user-images.githubusercontent.com/49559881/95468644-ba23b980-094c-11eb-9c4d-1cccec54905f.png)

That's sad because the fit_transform did a really impressive job! Hope it can be fixed one day !

Thanks!

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Research direction

Start by reproducing the supervised UMAP example with UMAP(n_components=2, random_state=0, n_neighbors=15, metric='jaccard'), comparing fit_transform(X_train, y_train) with fit(X_train, y_train) followed by transform(X_test). Trace the fitting and transformation entry points; done means explaining or correcting the train/test behavior and covering it with a regression test.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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