[MRG+1] Fix inverse_transform in deprecated GridSearchCV (scikit-learn#8860)

Author: MrMjauh

doc/whats_new.rst

@@ -189,6 +189,8 @@ Bug fixes
    - Fixed a bug where :func:`sklearn.model_selection.BaseSearchCV.inverse_transform`
      returns self.best_estimator_.transform() instead of self.best_estimator_.inverse_transform()
      :issue:`8344` by :user:`Akshay Gupta <Akshay0724>`
+   - Fixed same issue in :func:`sklearn.grid_search.BaseSearchCV.inverse_transform`
+     :issue:`8846` by :user:`Rasmus Eriksson <MrMjauh>`
 
    - Fixed a bug where :class:`sklearn.linear_model.RandomizedLasso` and
      :class:`sklearn.linear_model.RandomizedLogisticRegression` breaks for

sklearn/grid_search.py

@@ -540,7 +540,7 @@ def inverse_transform(self, Xt):
             underlying estimator.
 
         """
-        return self.best_estimator_.transform(Xt)
+        return self.best_estimator_.inverse_transform(Xt)
 
     def _fit(self, X, y, parameter_iterable):
         """Actual fitting,  performing the search over parameters."""

sklearn/tests/test_grid_search.py

@@ -71,9 +71,14 @@ def fit(self, X, Y):
     def predict(self, T):
         return T.shape[0]
 
+    def transform(self, X):
+        return X - self.foo_param
+
+    def inverse_transform(self, X):
+        return X + self.foo_param
+
     predict_proba = predict
     decision_function = predict
-    transform = predict
 
     def score(self, X=None, Y=None):
         if self.foo_param > 1:
@@ -166,6 +171,14 @@ def test_grid_search():
     assert_raises(ValueError, grid_search.fit, X, y)
 
 
+def test_transform_inverse_transform_round_trip():
+    clf = MockClassifier()
+    grid_search = GridSearchCV(clf, {'foo_param': [1, 2, 3]}, verbose=3)
+    grid_search.fit(X, y)
+    X_round_trip = grid_search.inverse_transform(grid_search.transform(X))
+    assert_array_equal(X, X_round_trip)
+
+
 @ignore_warnings
 def test_grid_search_no_score():
     # Test grid-search on classifier that has no score function.