Github user imatiach-msft commented on a diff in the pull request:

    https://github.com/apache/spark/pull/16722#discussion_r99279066
  
    --- Diff: 
mllib/src/test/scala/org/apache/spark/mllib/tree/ImpuritySuite.scala ---
    @@ -18,23 +18,62 @@
     package org.apache.spark.mllib.tree
     
     import org.apache.spark.SparkFunSuite
    -import org.apache.spark.mllib.tree.impurity.{EntropyAggregator, 
GiniAggregator}
    +import org.apache.spark.ml.util.TestingUtils._
    +import org.apache.spark.mllib.tree.impurity._
     
     /**
      * Test suites for [[GiniAggregator]] and [[EntropyAggregator]].
      */
     class ImpuritySuite extends SparkFunSuite {
    +
    +  private val seed = 42
    +
       test("Gini impurity does not support negative labels") {
         val gini = new GiniAggregator(2)
         intercept[IllegalArgumentException] {
    -      gini.update(Array(0.0, 1.0, 2.0), 0, -1, 0.0)
    +      gini.update(Array(0.0, 1.0, 2.0), 0, -1, 3, 0.0)
         }
       }
     
       test("Entropy does not support negative labels") {
         val entropy = new EntropyAggregator(2)
         intercept[IllegalArgumentException] {
    -      entropy.update(Array(0.0, 1.0, 2.0), 0, -1, 0.0)
    +      entropy.update(Array(0.0, 1.0, 2.0), 0, -1, 3, 0.0)
    +    }
    +  }
    +
    +  test("Classification impurities are insensitive to scaling") {
    +    val rng = new scala.util.Random(seed)
    +    val weightedCounts = Array.fill(5)(rng.nextDouble())
    +    val smallWeightedCounts = weightedCounts.map(_ * 0.0001)
    +    val largeWeightedCounts = weightedCounts.map(_ * 10000)
    +    Seq(Gini, Entropy).foreach { impurity =>
    +      val impurity1 = impurity.calculate(weightedCounts, 
weightedCounts.sum)
    +      assert(impurity.calculate(smallWeightedCounts, 
smallWeightedCounts.sum)
    +        ~== impurity1 relTol 0.005)
    +      assert(impurity.calculate(largeWeightedCounts, 
largeWeightedCounts.sum)
    +        ~== impurity1 relTol 0.005)
         }
       }
    +  test("Regression impurities are insensitive to scaling") {
    +    def computeStats(samples: Seq[Double], weights: Seq[Double]): (Double, 
Double, Double) = {
    +      samples.zip(weights).foldLeft((0.0, 0.0, 0.0)) { case ((wn, wy, 
wyy), (y, w)) =>
    +        (wn + w, wy + w * y, wyy + w * y * y)
    +      }
    +    }
    +    val rng = new scala.util.Random(seed)
    +    val samples = Array.fill(10)(rng.nextDouble())
    +    val _weights = Array.fill(10)(rng.nextDouble())
    +    val smallWeights = _weights.map(_ * 0.0001)
    +    val largeWeights = _weights.map(_ * 10000)
    +    val (count, sum, sumSquared) = computeStats(samples, _weights)
    +    Seq(Variance).foreach { impurity =>
    +      val impurity1 = impurity.calculate(count, sum, sumSquared)
    +      val (smallCount, smallSum, smallSumSquared) = computeStats(samples, 
smallWeights)
    +      val (largeCount, largeSum, largeSumSquared) = computeStats(samples, 
largeWeights)
    +      assert(impurity.calculate(smallCount, smallSum, smallSumSquared) ~== 
impurity1 relTol 0.005)
    +      assert(impurity.calculate(largeCount, largeSum, largeSumSquared) ~== 
impurity1 relTol 0.005)
    --- End diff --
    
    these are really nice tests


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