import numpy as np from .extmath import stable_cumsum def _weighted_percentile(array, sample_weight, percentile=50): """ Compute the weighted ``percentile`` of ``array`` with ``sample_weight``. """ sorted_idx = np.argsort(array) # Find index of median prediction for each sample weight_cdf = stable_cumsum(sample_weight[sorted_idx]) percentile_idx = np.searchsorted( weight_cdf, (percentile / 100.) * weight_cdf[-1]) # in rare cases, percentile_idx equals to len(sorted_idx) percentile_idx = np.clip(percentile_idx, 0, len(sorted_idx)-1) return array[sorted_idx[percentile_idx]]