3457 lines
117 KiB
Python
3457 lines
117 KiB
Python
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# Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
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# Mathieu Blondel <mathieu@mblondel.org>
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# Olivier Grisel <olivier.grisel@ensta.org>
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# Andreas Mueller <amueller@ais.uni-bonn.de>
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# Eric Martin <eric@ericmart.in>
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# Giorgio Patrini <giorgio.patrini@anu.edu.au>
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# Eric Chang <ericchang2017@u.northwestern.edu>
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# License: BSD 3 clause
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import warnings
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from numbers import Integral, Real
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import numpy as np
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from scipy import sparse
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from scipy import stats
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from scipy import optimize
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from scipy.special import boxcox
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from ..base import (
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BaseEstimator,
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TransformerMixin,
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OneToOneFeatureMixin,
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ClassNamePrefixFeaturesOutMixin,
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)
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from ..utils import check_array
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from ..utils._param_validation import Interval, StrOptions
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from ..utils.extmath import _incremental_mean_and_var, row_norms
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from ..utils.sparsefuncs_fast import (
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inplace_csr_row_normalize_l1,
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inplace_csr_row_normalize_l2,
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)
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from ..utils.sparsefuncs import (
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inplace_column_scale,
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mean_variance_axis,
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incr_mean_variance_axis,
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min_max_axis,
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)
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from ..utils.validation import (
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check_is_fitted,
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check_random_state,
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_check_sample_weight,
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FLOAT_DTYPES,
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)
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from ._encoders import OneHotEncoder
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BOUNDS_THRESHOLD = 1e-7
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__all__ = [
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"Binarizer",
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"KernelCenterer",
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"MinMaxScaler",
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"MaxAbsScaler",
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"Normalizer",
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"OneHotEncoder",
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"RobustScaler",
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"StandardScaler",
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"QuantileTransformer",
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"PowerTransformer",
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"add_dummy_feature",
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"binarize",
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"normalize",
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"scale",
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"robust_scale",
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"maxabs_scale",
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"minmax_scale",
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"quantile_transform",
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"power_transform",
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]
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def _is_constant_feature(var, mean, n_samples):
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"""Detect if a feature is indistinguishable from a constant feature.
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The detection is based on its computed variance and on the theoretical
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error bounds of the '2 pass algorithm' for variance computation.
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See "Algorithms for computing the sample variance: analysis and
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recommendations", by Chan, Golub, and LeVeque.
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"""
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# In scikit-learn, variance is always computed using float64 accumulators.
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eps = np.finfo(np.float64).eps
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upper_bound = n_samples * eps * var + (n_samples * mean * eps) ** 2
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return var <= upper_bound
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def _handle_zeros_in_scale(scale, copy=True, constant_mask=None):
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"""Set scales of near constant features to 1.
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The goal is to avoid division by very small or zero values.
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Near constant features are detected automatically by identifying
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scales close to machine precision unless they are precomputed by
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the caller and passed with the `constant_mask` kwarg.
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Typically for standard scaling, the scales are the standard
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deviation while near constant features are better detected on the
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computed variances which are closer to machine precision by
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construction.
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"""
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# if we are fitting on 1D arrays, scale might be a scalar
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if np.isscalar(scale):
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if scale == 0.0:
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scale = 1.0
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return scale
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elif isinstance(scale, np.ndarray):
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if constant_mask is None:
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# Detect near constant values to avoid dividing by a very small
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# value that could lead to surprising results and numerical
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# stability issues.
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constant_mask = scale < 10 * np.finfo(scale.dtype).eps
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if copy:
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# New array to avoid side-effects
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scale = scale.copy()
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scale[constant_mask] = 1.0
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return scale
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def scale(X, *, axis=0, with_mean=True, with_std=True, copy=True):
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"""Standardize a dataset along any axis.
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Center to the mean and component wise scale to unit variance.
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Read more in the :ref:`User Guide <preprocessing_scaler>`.
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Parameters
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----------
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X : {array-like, sparse matrix} of shape (n_samples, n_features)
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The data to center and scale.
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axis : int, default=0
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Axis used to compute the means and standard deviations along. If 0,
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independently standardize each feature, otherwise (if 1) standardize
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each sample.
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with_mean : bool, default=True
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If True, center the data before scaling.
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with_std : bool, default=True
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If True, scale the data to unit variance (or equivalently,
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unit standard deviation).
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copy : bool, default=True
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Set to False to perform inplace row normalization and avoid a
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copy (if the input is already a numpy array or a scipy.sparse
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CSC matrix and if axis is 1).
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Returns
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-------
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X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
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The transformed data.
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See Also
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--------
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StandardScaler : Performs scaling to unit variance using the Transformer
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API (e.g. as part of a preprocessing
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:class:`~sklearn.pipeline.Pipeline`).
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Notes
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-----
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This implementation will refuse to center scipy.sparse matrices
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since it would make them non-sparse and would potentially crash the
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program with memory exhaustion problems.
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Instead the caller is expected to either set explicitly
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`with_mean=False` (in that case, only variance scaling will be
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performed on the features of the CSC matrix) or to call `X.toarray()`
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if he/she expects the materialized dense array to fit in memory.
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To avoid memory copy the caller should pass a CSC matrix.
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NaNs are treated as missing values: disregarded to compute the statistics,
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and maintained during the data transformation.
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We use a biased estimator for the standard deviation, equivalent to
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`numpy.std(x, ddof=0)`. Note that the choice of `ddof` is unlikely to
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affect model performance.
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For a comparison of the different scalers, transformers, and normalizers,
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see :ref:`examples/preprocessing/plot_all_scaling.py
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<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
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.. warning:: Risk of data leak
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Do not use :func:`~sklearn.preprocessing.scale` unless you know
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what you are doing. A common mistake is to apply it to the entire data
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*before* splitting into training and test sets. This will bias the
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model evaluation because information would have leaked from the test
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set to the training set.
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In general, we recommend using
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:class:`~sklearn.preprocessing.StandardScaler` within a
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:ref:`Pipeline <pipeline>` in order to prevent most risks of data
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leaking: `pipe = make_pipeline(StandardScaler(), LogisticRegression())`.
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""" # noqa
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X = check_array(
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X,
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accept_sparse="csc",
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copy=copy,
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ensure_2d=False,
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estimator="the scale function",
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dtype=FLOAT_DTYPES,
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force_all_finite="allow-nan",
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)
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if sparse.issparse(X):
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if with_mean:
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raise ValueError(
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"Cannot center sparse matrices: pass `with_mean=False` instead"
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" See docstring for motivation and alternatives."
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)
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if axis != 0:
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raise ValueError(
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"Can only scale sparse matrix on axis=0, got axis=%d" % axis
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)
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if with_std:
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_, var = mean_variance_axis(X, axis=0)
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var = _handle_zeros_in_scale(var, copy=False)
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inplace_column_scale(X, 1 / np.sqrt(var))
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else:
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X = np.asarray(X)
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if with_mean:
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mean_ = np.nanmean(X, axis)
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if with_std:
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scale_ = np.nanstd(X, axis)
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# Xr is a view on the original array that enables easy use of
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# broadcasting on the axis in which we are interested in
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Xr = np.rollaxis(X, axis)
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if with_mean:
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Xr -= mean_
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mean_1 = np.nanmean(Xr, axis=0)
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# Verify that mean_1 is 'close to zero'. If X contains very
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# large values, mean_1 can also be very large, due to a lack of
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# precision of mean_. In this case, a pre-scaling of the
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# concerned feature is efficient, for instance by its mean or
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# maximum.
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if not np.allclose(mean_1, 0):
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warnings.warn(
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"Numerical issues were encountered "
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"when centering the data "
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"and might not be solved. Dataset may "
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"contain too large values. You may need "
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"to prescale your features."
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)
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Xr -= mean_1
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if with_std:
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scale_ = _handle_zeros_in_scale(scale_, copy=False)
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Xr /= scale_
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if with_mean:
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mean_2 = np.nanmean(Xr, axis=0)
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# If mean_2 is not 'close to zero', it comes from the fact that
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# scale_ is very small so that mean_2 = mean_1/scale_ > 0, even
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# if mean_1 was close to zero. The problem is thus essentially
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# due to the lack of precision of mean_. A solution is then to
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# subtract the mean again:
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if not np.allclose(mean_2, 0):
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warnings.warn(
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"Numerical issues were encountered "
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"when scaling the data "
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"and might not be solved. The standard "
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"deviation of the data is probably "
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"very close to 0. "
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)
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Xr -= mean_2
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return X
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class MinMaxScaler(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
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"""Transform features by scaling each feature to a given range.
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This estimator scales and translates each feature individually such
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that it is in the given range on the training set, e.g. between
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zero and one.
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The transformation is given by::
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X_std = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0))
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X_scaled = X_std * (max - min) + min
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where min, max = feature_range.
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This transformation is often used as an alternative to zero mean,
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unit variance scaling.
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Read more in the :ref:`User Guide <preprocessing_scaler>`.
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Parameters
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----------
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feature_range : tuple (min, max), default=(0, 1)
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Desired range of transformed data.
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copy : bool, default=True
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Set to False to perform inplace row normalization and avoid a
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copy (if the input is already a numpy array).
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clip : bool, default=False
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Set to True to clip transformed values of held-out data to
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provided `feature range`.
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.. versionadded:: 0.24
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Attributes
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----------
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min_ : ndarray of shape (n_features,)
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Per feature adjustment for minimum. Equivalent to
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``min - X.min(axis=0) * self.scale_``
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scale_ : ndarray of shape (n_features,)
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Per feature relative scaling of the data. Equivalent to
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``(max - min) / (X.max(axis=0) - X.min(axis=0))``
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.. versionadded:: 0.17
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*scale_* attribute.
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data_min_ : ndarray of shape (n_features,)
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Per feature minimum seen in the data
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.. versionadded:: 0.17
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*data_min_*
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data_max_ : ndarray of shape (n_features,)
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Per feature maximum seen in the data
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.. versionadded:: 0.17
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*data_max_*
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data_range_ : ndarray of shape (n_features,)
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Per feature range ``(data_max_ - data_min_)`` seen in the data
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.. versionadded:: 0.17
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*data_range_*
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n_features_in_ : int
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Number of features seen during :term:`fit`.
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.. versionadded:: 0.24
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n_samples_seen_ : int
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The number of samples processed by the estimator.
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It will be reset on new calls to fit, but increments across
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``partial_fit`` calls.
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feature_names_in_ : ndarray of shape (`n_features_in_`,)
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Names of features seen during :term:`fit`. Defined only when `X`
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has feature names that are all strings.
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.. versionadded:: 1.0
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See Also
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--------
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minmax_scale : Equivalent function without the estimator API.
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Notes
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-----
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NaNs are treated as missing values: disregarded in fit, and maintained in
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transform.
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For a comparison of the different scalers, transformers, and normalizers,
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see :ref:`examples/preprocessing/plot_all_scaling.py
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<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
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Examples
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--------
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>>> from sklearn.preprocessing import MinMaxScaler
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>>> data = [[-1, 2], [-0.5, 6], [0, 10], [1, 18]]
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>>> scaler = MinMaxScaler()
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>>> print(scaler.fit(data))
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MinMaxScaler()
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>>> print(scaler.data_max_)
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[ 1. 18.]
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>>> print(scaler.transform(data))
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[[0. 0. ]
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[0.25 0.25]
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[0.5 0.5 ]
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[1. 1. ]]
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>>> print(scaler.transform([[2, 2]]))
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[[1.5 0. ]]
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"""
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_parameter_constraints: dict = {
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"feature_range": [tuple],
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"copy": ["boolean"],
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"clip": ["boolean"],
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}
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def __init__(self, feature_range=(0, 1), *, copy=True, clip=False):
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self.feature_range = feature_range
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self.copy = copy
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self.clip = clip
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def _reset(self):
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"""Reset internal data-dependent state of the scaler, if necessary.
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__init__ parameters are not touched.
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"""
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# Checking one attribute is enough, because they are all set together
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# in partial_fit
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if hasattr(self, "scale_"):
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del self.scale_
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del self.min_
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del self.n_samples_seen_
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del self.data_min_
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del self.data_max_
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del self.data_range_
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def fit(self, X, y=None):
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"""Compute the minimum and maximum to be used for later scaling.
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Parameters
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----------
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X : array-like of shape (n_samples, n_features)
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The data used to compute the per-feature minimum and maximum
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used for later scaling along the features axis.
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y : None
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Ignored.
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Returns
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-------
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self : object
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Fitted scaler.
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"""
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# Reset internal state before fitting
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self._reset()
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return self.partial_fit(X, y)
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def partial_fit(self, X, y=None):
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"""Online computation of min and max on X for later scaling.
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All of X is processed as a single batch. This is intended for cases
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when :meth:`fit` is not feasible due to very large number of
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`n_samples` or because X is read from a continuous stream.
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Parameters
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----------
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X : array-like of shape (n_samples, n_features)
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The data used to compute the mean and standard deviation
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used for later scaling along the features axis.
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y : None
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Ignored.
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Returns
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-------
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self : object
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Fitted scaler.
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"""
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self._validate_params()
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||
|
feature_range = self.feature_range
|
||
|
if feature_range[0] >= feature_range[1]:
|
||
|
raise ValueError(
|
||
|
"Minimum of desired feature range must be smaller than maximum. Got %s."
|
||
|
% str(feature_range)
|
||
|
)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
raise TypeError(
|
||
|
"MinMaxScaler does not support sparse input. "
|
||
|
"Consider using MaxAbsScaler instead."
|
||
|
)
|
||
|
|
||
|
first_pass = not hasattr(self, "n_samples_seen_")
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
reset=first_pass,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
data_min = np.nanmin(X, axis=0)
|
||
|
data_max = np.nanmax(X, axis=0)
|
||
|
|
||
|
if first_pass:
|
||
|
self.n_samples_seen_ = X.shape[0]
|
||
|
else:
|
||
|
data_min = np.minimum(self.data_min_, data_min)
|
||
|
data_max = np.maximum(self.data_max_, data_max)
|
||
|
self.n_samples_seen_ += X.shape[0]
|
||
|
|
||
|
data_range = data_max - data_min
|
||
|
self.scale_ = (feature_range[1] - feature_range[0]) / _handle_zeros_in_scale(
|
||
|
data_range, copy=True
|
||
|
)
|
||
|
self.min_ = feature_range[0] - data_min * self.scale_
|
||
|
self.data_min_ = data_min
|
||
|
self.data_max_ = data_max
|
||
|
self.data_range_ = data_range
|
||
|
return self
|
||
|
|
||
|
def transform(self, X):
|
||
|
"""Scale features of X according to feature_range.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
Input data that will be transformed.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
Xt : ndarray of shape (n_samples, n_features)
|
||
|
Transformed data.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
copy=self.copy,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
reset=False,
|
||
|
)
|
||
|
|
||
|
X *= self.scale_
|
||
|
X += self.min_
|
||
|
if self.clip:
|
||
|
np.clip(X, self.feature_range[0], self.feature_range[1], out=X)
|
||
|
return X
|
||
|
|
||
|
def inverse_transform(self, X):
|
||
|
"""Undo the scaling of X according to feature_range.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
Input data that will be transformed. It cannot be sparse.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
Xt : ndarray of shape (n_samples, n_features)
|
||
|
Transformed data.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
X = check_array(
|
||
|
X, copy=self.copy, dtype=FLOAT_DTYPES, force_all_finite="allow-nan"
|
||
|
)
|
||
|
|
||
|
X -= self.min_
|
||
|
X /= self.scale_
|
||
|
return X
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"allow_nan": True}
|
||
|
|
||
|
|
||
|
def minmax_scale(X, feature_range=(0, 1), *, axis=0, copy=True):
|
||
|
"""Transform features by scaling each feature to a given range.
|
||
|
|
||
|
This estimator scales and translates each feature individually such
|
||
|
that it is in the given range on the training set, i.e. between
|
||
|
zero and one.
|
||
|
|
||
|
The transformation is given by (when ``axis=0``)::
|
||
|
|
||
|
X_std = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0))
|
||
|
X_scaled = X_std * (max - min) + min
|
||
|
|
||
|
where min, max = feature_range.
|
||
|
|
||
|
The transformation is calculated as (when ``axis=0``)::
|
||
|
|
||
|
X_scaled = scale * X + min - X.min(axis=0) * scale
|
||
|
where scale = (max - min) / (X.max(axis=0) - X.min(axis=0))
|
||
|
|
||
|
This transformation is often used as an alternative to zero mean,
|
||
|
unit variance scaling.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_scaler>`.
|
||
|
|
||
|
.. versionadded:: 0.17
|
||
|
*minmax_scale* function interface
|
||
|
to :class:`~sklearn.preprocessing.MinMaxScaler`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
The data.
|
||
|
|
||
|
feature_range : tuple (min, max), default=(0, 1)
|
||
|
Desired range of transformed data.
|
||
|
|
||
|
axis : int, default=0
|
||
|
Axis used to scale along. If 0, independently scale each feature,
|
||
|
otherwise (if 1) scale each sample.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace scaling and avoid a copy (if the input
|
||
|
is already a numpy array).
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : ndarray of shape (n_samples, n_features)
|
||
|
The transformed data.
|
||
|
|
||
|
.. warning:: Risk of data leak
|
||
|
|
||
|
Do not use :func:`~sklearn.preprocessing.minmax_scale` unless you know
|
||
|
what you are doing. A common mistake is to apply it to the entire data
|
||
|
*before* splitting into training and test sets. This will bias the
|
||
|
model evaluation because information would have leaked from the test
|
||
|
set to the training set.
|
||
|
In general, we recommend using
|
||
|
:class:`~sklearn.preprocessing.MinMaxScaler` within a
|
||
|
:ref:`Pipeline <pipeline>` in order to prevent most risks of data
|
||
|
leaking: `pipe = make_pipeline(MinMaxScaler(), LogisticRegression())`.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
MinMaxScaler : Performs scaling to a given range using the Transformer
|
||
|
API (e.g. as part of a preprocessing
|
||
|
:class:`~sklearn.pipeline.Pipeline`).
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
"""
|
||
|
# Unlike the scaler object, this function allows 1d input.
|
||
|
# If copy is required, it will be done inside the scaler object.
|
||
|
X = check_array(
|
||
|
X, copy=False, ensure_2d=False, dtype=FLOAT_DTYPES, force_all_finite="allow-nan"
|
||
|
)
|
||
|
original_ndim = X.ndim
|
||
|
|
||
|
if original_ndim == 1:
|
||
|
X = X.reshape(X.shape[0], 1)
|
||
|
|
||
|
s = MinMaxScaler(feature_range=feature_range, copy=copy)
|
||
|
if axis == 0:
|
||
|
X = s.fit_transform(X)
|
||
|
else:
|
||
|
X = s.fit_transform(X.T).T
|
||
|
|
||
|
if original_ndim == 1:
|
||
|
X = X.ravel()
|
||
|
|
||
|
return X
|
||
|
|
||
|
|
||
|
class StandardScaler(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
|
||
|
"""Standardize features by removing the mean and scaling to unit variance.
|
||
|
|
||
|
The standard score of a sample `x` is calculated as:
|
||
|
|
||
|
z = (x - u) / s
|
||
|
|
||
|
where `u` is the mean of the training samples or zero if `with_mean=False`,
|
||
|
and `s` is the standard deviation of the training samples or one if
|
||
|
`with_std=False`.
|
||
|
|
||
|
Centering and scaling happen independently on each feature by computing
|
||
|
the relevant statistics on the samples in the training set. Mean and
|
||
|
standard deviation are then stored to be used on later data using
|
||
|
:meth:`transform`.
|
||
|
|
||
|
Standardization of a dataset is a common requirement for many
|
||
|
machine learning estimators: they might behave badly if the
|
||
|
individual features do not more or less look like standard normally
|
||
|
distributed data (e.g. Gaussian with 0 mean and unit variance).
|
||
|
|
||
|
For instance many elements used in the objective function of
|
||
|
a learning algorithm (such as the RBF kernel of Support Vector
|
||
|
Machines or the L1 and L2 regularizers of linear models) assume that
|
||
|
all features are centered around 0 and have variance in the same
|
||
|
order. If a feature has a variance that is orders of magnitude larger
|
||
|
than others, it might dominate the objective function and make the
|
||
|
estimator unable to learn from other features correctly as expected.
|
||
|
|
||
|
This scaler can also be applied to sparse CSR or CSC matrices by passing
|
||
|
`with_mean=False` to avoid breaking the sparsity structure of the data.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_scaler>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
copy : bool, default=True
|
||
|
If False, try to avoid a copy and do inplace scaling instead.
|
||
|
This is not guaranteed to always work inplace; e.g. if the data is
|
||
|
not a NumPy array or scipy.sparse CSR matrix, a copy may still be
|
||
|
returned.
|
||
|
|
||
|
with_mean : bool, default=True
|
||
|
If True, center the data before scaling.
|
||
|
This does not work (and will raise an exception) when attempted on
|
||
|
sparse matrices, because centering them entails building a dense
|
||
|
matrix which in common use cases is likely to be too large to fit in
|
||
|
memory.
|
||
|
|
||
|
with_std : bool, default=True
|
||
|
If True, scale the data to unit variance (or equivalently,
|
||
|
unit standard deviation).
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
scale_ : ndarray of shape (n_features,) or None
|
||
|
Per feature relative scaling of the data to achieve zero mean and unit
|
||
|
variance. Generally this is calculated using `np.sqrt(var_)`. If a
|
||
|
variance is zero, we can't achieve unit variance, and the data is left
|
||
|
as-is, giving a scaling factor of 1. `scale_` is equal to `None`
|
||
|
when `with_std=False`.
|
||
|
|
||
|
.. versionadded:: 0.17
|
||
|
*scale_*
|
||
|
|
||
|
mean_ : ndarray of shape (n_features,) or None
|
||
|
The mean value for each feature in the training set.
|
||
|
Equal to ``None`` when ``with_mean=False``.
|
||
|
|
||
|
var_ : ndarray of shape (n_features,) or None
|
||
|
The variance for each feature in the training set. Used to compute
|
||
|
`scale_`. Equal to ``None`` when ``with_std=False``.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
n_samples_seen_ : int or ndarray of shape (n_features,)
|
||
|
The number of samples processed by the estimator for each feature.
|
||
|
If there are no missing samples, the ``n_samples_seen`` will be an
|
||
|
integer, otherwise it will be an array of dtype int. If
|
||
|
`sample_weights` are used it will be a float (if no missing data)
|
||
|
or an array of dtype float that sums the weights seen so far.
|
||
|
Will be reset on new calls to fit, but increments across
|
||
|
``partial_fit`` calls.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
scale : Equivalent function without the estimator API.
|
||
|
|
||
|
:class:`~sklearn.decomposition.PCA` : Further removes the linear
|
||
|
correlation across features with 'whiten=True'.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
NaNs are treated as missing values: disregarded in fit, and maintained in
|
||
|
transform.
|
||
|
|
||
|
We use a biased estimator for the standard deviation, equivalent to
|
||
|
`numpy.std(x, ddof=0)`. Note that the choice of `ddof` is unlikely to
|
||
|
affect model performance.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.preprocessing import StandardScaler
|
||
|
>>> data = [[0, 0], [0, 0], [1, 1], [1, 1]]
|
||
|
>>> scaler = StandardScaler()
|
||
|
>>> print(scaler.fit(data))
|
||
|
StandardScaler()
|
||
|
>>> print(scaler.mean_)
|
||
|
[0.5 0.5]
|
||
|
>>> print(scaler.transform(data))
|
||
|
[[-1. -1.]
|
||
|
[-1. -1.]
|
||
|
[ 1. 1.]
|
||
|
[ 1. 1.]]
|
||
|
>>> print(scaler.transform([[2, 2]]))
|
||
|
[[3. 3.]]
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
"copy": ["boolean"],
|
||
|
"with_mean": ["boolean"],
|
||
|
"with_std": ["boolean"],
|
||
|
}
|
||
|
|
||
|
def __init__(self, *, copy=True, with_mean=True, with_std=True):
|
||
|
self.with_mean = with_mean
|
||
|
self.with_std = with_std
|
||
|
self.copy = copy
|
||
|
|
||
|
def _reset(self):
|
||
|
"""Reset internal data-dependent state of the scaler, if necessary.
|
||
|
|
||
|
__init__ parameters are not touched.
|
||
|
"""
|
||
|
# Checking one attribute is enough, because they are all set together
|
||
|
# in partial_fit
|
||
|
if hasattr(self, "scale_"):
|
||
|
del self.scale_
|
||
|
del self.n_samples_seen_
|
||
|
del self.mean_
|
||
|
del self.var_
|
||
|
|
||
|
def fit(self, X, y=None, sample_weight=None):
|
||
|
"""Compute the mean and std to be used for later scaling.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to compute the mean and standard deviation
|
||
|
used for later scaling along the features axis.
|
||
|
|
||
|
y : None
|
||
|
Ignored.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
Individual weights for each sample.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
parameter *sample_weight* support to StandardScaler.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted scaler.
|
||
|
"""
|
||
|
# Reset internal state before fitting
|
||
|
self._reset()
|
||
|
return self.partial_fit(X, y, sample_weight)
|
||
|
|
||
|
def partial_fit(self, X, y=None, sample_weight=None):
|
||
|
"""Online computation of mean and std on X for later scaling.
|
||
|
|
||
|
All of X is processed as a single batch. This is intended for cases
|
||
|
when :meth:`fit` is not feasible due to very large number of
|
||
|
`n_samples` or because X is read from a continuous stream.
|
||
|
|
||
|
The algorithm for incremental mean and std is given in Equation 1.5a,b
|
||
|
in Chan, Tony F., Gene H. Golub, and Randall J. LeVeque. "Algorithms
|
||
|
for computing the sample variance: Analysis and recommendations."
|
||
|
The American Statistician 37.3 (1983): 242-247:
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to compute the mean and standard deviation
|
||
|
used for later scaling along the features axis.
|
||
|
|
||
|
y : None
|
||
|
Ignored.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
Individual weights for each sample.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
parameter *sample_weight* support to StandardScaler.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted scaler.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
|
||
|
first_call = not hasattr(self, "n_samples_seen_")
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse=("csr", "csc"),
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
reset=first_call,
|
||
|
)
|
||
|
n_features = X.shape[1]
|
||
|
|
||
|
if sample_weight is not None:
|
||
|
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype)
|
||
|
|
||
|
# Even in the case of `with_mean=False`, we update the mean anyway
|
||
|
# This is needed for the incremental computation of the var
|
||
|
# See incr_mean_variance_axis and _incremental_mean_variance_axis
|
||
|
|
||
|
# if n_samples_seen_ is an integer (i.e. no missing values), we need to
|
||
|
# transform it to a NumPy array of shape (n_features,) required by
|
||
|
# incr_mean_variance_axis and _incremental_variance_axis
|
||
|
dtype = np.int64 if sample_weight is None else X.dtype
|
||
|
if not hasattr(self, "n_samples_seen_"):
|
||
|
self.n_samples_seen_ = np.zeros(n_features, dtype=dtype)
|
||
|
elif np.size(self.n_samples_seen_) == 1:
|
||
|
self.n_samples_seen_ = np.repeat(self.n_samples_seen_, X.shape[1])
|
||
|
self.n_samples_seen_ = self.n_samples_seen_.astype(dtype, copy=False)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
if self.with_mean:
|
||
|
raise ValueError(
|
||
|
"Cannot center sparse matrices: pass `with_mean=False` "
|
||
|
"instead. See docstring for motivation and alternatives."
|
||
|
)
|
||
|
sparse_constructor = (
|
||
|
sparse.csr_matrix if X.format == "csr" else sparse.csc_matrix
|
||
|
)
|
||
|
|
||
|
if self.with_std:
|
||
|
# First pass
|
||
|
if not hasattr(self, "scale_"):
|
||
|
self.mean_, self.var_, self.n_samples_seen_ = mean_variance_axis(
|
||
|
X, axis=0, weights=sample_weight, return_sum_weights=True
|
||
|
)
|
||
|
# Next passes
|
||
|
else:
|
||
|
(
|
||
|
self.mean_,
|
||
|
self.var_,
|
||
|
self.n_samples_seen_,
|
||
|
) = incr_mean_variance_axis(
|
||
|
X,
|
||
|
axis=0,
|
||
|
last_mean=self.mean_,
|
||
|
last_var=self.var_,
|
||
|
last_n=self.n_samples_seen_,
|
||
|
weights=sample_weight,
|
||
|
)
|
||
|
# We force the mean and variance to float64 for large arrays
|
||
|
# See https://github.com/scikit-learn/scikit-learn/pull/12338
|
||
|
self.mean_ = self.mean_.astype(np.float64, copy=False)
|
||
|
self.var_ = self.var_.astype(np.float64, copy=False)
|
||
|
else:
|
||
|
self.mean_ = None # as with_mean must be False for sparse
|
||
|
self.var_ = None
|
||
|
weights = _check_sample_weight(sample_weight, X)
|
||
|
sum_weights_nan = weights @ sparse_constructor(
|
||
|
(np.isnan(X.data), X.indices, X.indptr), shape=X.shape
|
||
|
)
|
||
|
self.n_samples_seen_ += (np.sum(weights) - sum_weights_nan).astype(
|
||
|
dtype
|
||
|
)
|
||
|
else:
|
||
|
# First pass
|
||
|
if not hasattr(self, "scale_"):
|
||
|
self.mean_ = 0.0
|
||
|
if self.with_std:
|
||
|
self.var_ = 0.0
|
||
|
else:
|
||
|
self.var_ = None
|
||
|
|
||
|
if not self.with_mean and not self.with_std:
|
||
|
self.mean_ = None
|
||
|
self.var_ = None
|
||
|
self.n_samples_seen_ += X.shape[0] - np.isnan(X).sum(axis=0)
|
||
|
|
||
|
else:
|
||
|
self.mean_, self.var_, self.n_samples_seen_ = _incremental_mean_and_var(
|
||
|
X,
|
||
|
self.mean_,
|
||
|
self.var_,
|
||
|
self.n_samples_seen_,
|
||
|
sample_weight=sample_weight,
|
||
|
)
|
||
|
|
||
|
# for backward-compatibility, reduce n_samples_seen_ to an integer
|
||
|
# if the number of samples is the same for each feature (i.e. no
|
||
|
# missing values)
|
||
|
if np.ptp(self.n_samples_seen_) == 0:
|
||
|
self.n_samples_seen_ = self.n_samples_seen_[0]
|
||
|
|
||
|
if self.with_std:
|
||
|
# Extract the list of near constant features on the raw variances,
|
||
|
# before taking the square root.
|
||
|
constant_mask = _is_constant_feature(
|
||
|
self.var_, self.mean_, self.n_samples_seen_
|
||
|
)
|
||
|
self.scale_ = _handle_zeros_in_scale(
|
||
|
np.sqrt(self.var_), copy=False, constant_mask=constant_mask
|
||
|
)
|
||
|
else:
|
||
|
self.scale_ = None
|
||
|
|
||
|
return self
|
||
|
|
||
|
def transform(self, X, copy=None):
|
||
|
"""Perform standardization by centering and scaling.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix of shape (n_samples, n_features)
|
||
|
The data used to scale along the features axis.
|
||
|
copy : bool, default=None
|
||
|
Copy the input X or not.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Transformed array.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
copy = copy if copy is not None else self.copy
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
reset=False,
|
||
|
accept_sparse="csr",
|
||
|
copy=copy,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
if self.with_mean:
|
||
|
raise ValueError(
|
||
|
"Cannot center sparse matrices: pass `with_mean=False` "
|
||
|
"instead. See docstring for motivation and alternatives."
|
||
|
)
|
||
|
if self.scale_ is not None:
|
||
|
inplace_column_scale(X, 1 / self.scale_)
|
||
|
else:
|
||
|
if self.with_mean:
|
||
|
X -= self.mean_
|
||
|
if self.with_std:
|
||
|
X /= self.scale_
|
||
|
return X
|
||
|
|
||
|
def inverse_transform(self, X, copy=None):
|
||
|
"""Scale back the data to the original representation.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to scale along the features axis.
|
||
|
copy : bool, default=None
|
||
|
Copy the input X or not.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Transformed array.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
copy = copy if copy is not None else self.copy
|
||
|
X = check_array(
|
||
|
X,
|
||
|
accept_sparse="csr",
|
||
|
copy=copy,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
if self.with_mean:
|
||
|
raise ValueError(
|
||
|
"Cannot uncenter sparse matrices: pass `with_mean=False` "
|
||
|
"instead See docstring for motivation and alternatives."
|
||
|
)
|
||
|
if self.scale_ is not None:
|
||
|
inplace_column_scale(X, self.scale_)
|
||
|
else:
|
||
|
if self.with_std:
|
||
|
X *= self.scale_
|
||
|
if self.with_mean:
|
||
|
X += self.mean_
|
||
|
return X
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"allow_nan": True, "preserves_dtype": [np.float64, np.float32]}
|
||
|
|
||
|
|
||
|
class MaxAbsScaler(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
|
||
|
"""Scale each feature by its maximum absolute value.
|
||
|
|
||
|
This estimator scales and translates each feature individually such
|
||
|
that the maximal absolute value of each feature in the
|
||
|
training set will be 1.0. It does not shift/center the data, and
|
||
|
thus does not destroy any sparsity.
|
||
|
|
||
|
This scaler can also be applied to sparse CSR or CSC matrices.
|
||
|
|
||
|
.. versionadded:: 0.17
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace scaling and avoid a copy (if the input
|
||
|
is already a numpy array).
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
scale_ : ndarray of shape (n_features,)
|
||
|
Per feature relative scaling of the data.
|
||
|
|
||
|
.. versionadded:: 0.17
|
||
|
*scale_* attribute.
|
||
|
|
||
|
max_abs_ : ndarray of shape (n_features,)
|
||
|
Per feature maximum absolute value.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
n_samples_seen_ : int
|
||
|
The number of samples processed by the estimator. Will be reset on
|
||
|
new calls to fit, but increments across ``partial_fit`` calls.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
maxabs_scale : Equivalent function without the estimator API.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
NaNs are treated as missing values: disregarded in fit, and maintained in
|
||
|
transform.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.preprocessing import MaxAbsScaler
|
||
|
>>> X = [[ 1., -1., 2.],
|
||
|
... [ 2., 0., 0.],
|
||
|
... [ 0., 1., -1.]]
|
||
|
>>> transformer = MaxAbsScaler().fit(X)
|
||
|
>>> transformer
|
||
|
MaxAbsScaler()
|
||
|
>>> transformer.transform(X)
|
||
|
array([[ 0.5, -1. , 1. ],
|
||
|
[ 1. , 0. , 0. ],
|
||
|
[ 0. , 1. , -0.5]])
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {"copy": ["boolean"]}
|
||
|
|
||
|
def __init__(self, *, copy=True):
|
||
|
self.copy = copy
|
||
|
|
||
|
def _reset(self):
|
||
|
"""Reset internal data-dependent state of the scaler, if necessary.
|
||
|
|
||
|
__init__ parameters are not touched.
|
||
|
"""
|
||
|
# Checking one attribute is enough, because they are all set together
|
||
|
# in partial_fit
|
||
|
if hasattr(self, "scale_"):
|
||
|
del self.scale_
|
||
|
del self.n_samples_seen_
|
||
|
del self.max_abs_
|
||
|
|
||
|
def fit(self, X, y=None):
|
||
|
"""Compute the maximum absolute value to be used for later scaling.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to compute the per-feature minimum and maximum
|
||
|
used for later scaling along the features axis.
|
||
|
|
||
|
y : None
|
||
|
Ignored.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted scaler.
|
||
|
"""
|
||
|
# Reset internal state before fitting
|
||
|
self._reset()
|
||
|
return self.partial_fit(X, y)
|
||
|
|
||
|
def partial_fit(self, X, y=None):
|
||
|
"""Online computation of max absolute value of X for later scaling.
|
||
|
|
||
|
All of X is processed as a single batch. This is intended for cases
|
||
|
when :meth:`fit` is not feasible due to very large number of
|
||
|
`n_samples` or because X is read from a continuous stream.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to compute the mean and standard deviation
|
||
|
used for later scaling along the features axis.
|
||
|
|
||
|
y : None
|
||
|
Ignored.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted scaler.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
|
||
|
first_pass = not hasattr(self, "n_samples_seen_")
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
reset=first_pass,
|
||
|
accept_sparse=("csr", "csc"),
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
mins, maxs = min_max_axis(X, axis=0, ignore_nan=True)
|
||
|
max_abs = np.maximum(np.abs(mins), np.abs(maxs))
|
||
|
else:
|
||
|
max_abs = np.nanmax(np.abs(X), axis=0)
|
||
|
|
||
|
if first_pass:
|
||
|
self.n_samples_seen_ = X.shape[0]
|
||
|
else:
|
||
|
max_abs = np.maximum(self.max_abs_, max_abs)
|
||
|
self.n_samples_seen_ += X.shape[0]
|
||
|
|
||
|
self.max_abs_ = max_abs
|
||
|
self.scale_ = _handle_zeros_in_scale(max_abs, copy=True)
|
||
|
return self
|
||
|
|
||
|
def transform(self, X):
|
||
|
"""Scale the data.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data that should be scaled.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Transformed array.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse=("csr", "csc"),
|
||
|
copy=self.copy,
|
||
|
reset=False,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
inplace_column_scale(X, 1.0 / self.scale_)
|
||
|
else:
|
||
|
X /= self.scale_
|
||
|
return X
|
||
|
|
||
|
def inverse_transform(self, X):
|
||
|
"""Scale back the data to the original representation.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data that should be transformed back.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Transformed array.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
X = check_array(
|
||
|
X,
|
||
|
accept_sparse=("csr", "csc"),
|
||
|
copy=self.copy,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
inplace_column_scale(X, self.scale_)
|
||
|
else:
|
||
|
X *= self.scale_
|
||
|
return X
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"allow_nan": True}
|
||
|
|
||
|
|
||
|
def maxabs_scale(X, *, axis=0, copy=True):
|
||
|
"""Scale each feature to the [-1, 1] range without breaking the sparsity.
|
||
|
|
||
|
This estimator scales each feature individually such
|
||
|
that the maximal absolute value of each feature in the
|
||
|
training set will be 1.0.
|
||
|
|
||
|
This scaler can also be applied to sparse CSR or CSC matrices.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data.
|
||
|
|
||
|
axis : int, default=0
|
||
|
Axis used to scale along. If 0, independently scale each feature,
|
||
|
otherwise (if 1) scale each sample.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace scaling and avoid a copy (if the input
|
||
|
is already a numpy array).
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The transformed data.
|
||
|
|
||
|
.. warning:: Risk of data leak
|
||
|
|
||
|
Do not use :func:`~sklearn.preprocessing.maxabs_scale` unless you know
|
||
|
what you are doing. A common mistake is to apply it to the entire data
|
||
|
*before* splitting into training and test sets. This will bias the
|
||
|
model evaluation because information would have leaked from the test
|
||
|
set to the training set.
|
||
|
In general, we recommend using
|
||
|
:class:`~sklearn.preprocessing.MaxAbsScaler` within a
|
||
|
:ref:`Pipeline <pipeline>` in order to prevent most risks of data
|
||
|
leaking: `pipe = make_pipeline(MaxAbsScaler(), LogisticRegression())`.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
MaxAbsScaler : Performs scaling to the [-1, 1] range using
|
||
|
the Transformer API (e.g. as part of a preprocessing
|
||
|
:class:`~sklearn.pipeline.Pipeline`).
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
NaNs are treated as missing values: disregarded to compute the statistics,
|
||
|
and maintained during the data transformation.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
"""
|
||
|
# Unlike the scaler object, this function allows 1d input.
|
||
|
|
||
|
# If copy is required, it will be done inside the scaler object.
|
||
|
X = check_array(
|
||
|
X,
|
||
|
accept_sparse=("csr", "csc"),
|
||
|
copy=False,
|
||
|
ensure_2d=False,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
original_ndim = X.ndim
|
||
|
|
||
|
if original_ndim == 1:
|
||
|
X = X.reshape(X.shape[0], 1)
|
||
|
|
||
|
s = MaxAbsScaler(copy=copy)
|
||
|
if axis == 0:
|
||
|
X = s.fit_transform(X)
|
||
|
else:
|
||
|
X = s.fit_transform(X.T).T
|
||
|
|
||
|
if original_ndim == 1:
|
||
|
X = X.ravel()
|
||
|
|
||
|
return X
|
||
|
|
||
|
|
||
|
class RobustScaler(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
|
||
|
"""Scale features using statistics that are robust to outliers.
|
||
|
|
||
|
This Scaler removes the median and scales the data according to
|
||
|
the quantile range (defaults to IQR: Interquartile Range).
|
||
|
The IQR is the range between the 1st quartile (25th quantile)
|
||
|
and the 3rd quartile (75th quantile).
|
||
|
|
||
|
Centering and scaling happen independently on each feature by
|
||
|
computing the relevant statistics on the samples in the training
|
||
|
set. Median and interquartile range are then stored to be used on
|
||
|
later data using the :meth:`transform` method.
|
||
|
|
||
|
Standardization of a dataset is a common requirement for many
|
||
|
machine learning estimators. Typically this is done by removing the mean
|
||
|
and scaling to unit variance. However, outliers can often influence the
|
||
|
sample mean / variance in a negative way. In such cases, the median and
|
||
|
the interquartile range often give better results.
|
||
|
|
||
|
.. versionadded:: 0.17
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_scaler>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
with_centering : bool, default=True
|
||
|
If `True`, center the data before scaling.
|
||
|
This will cause :meth:`transform` to raise an exception when attempted
|
||
|
on sparse matrices, because centering them entails building a dense
|
||
|
matrix which in common use cases is likely to be too large to fit in
|
||
|
memory.
|
||
|
|
||
|
with_scaling : bool, default=True
|
||
|
If `True`, scale the data to interquartile range.
|
||
|
|
||
|
quantile_range : tuple (q_min, q_max), 0.0 < q_min < q_max < 100.0, \
|
||
|
default=(25.0, 75.0)
|
||
|
Quantile range used to calculate `scale_`. By default this is equal to
|
||
|
the IQR, i.e., `q_min` is the first quantile and `q_max` is the third
|
||
|
quantile.
|
||
|
|
||
|
.. versionadded:: 0.18
|
||
|
|
||
|
copy : bool, default=True
|
||
|
If `False`, try to avoid a copy and do inplace scaling instead.
|
||
|
This is not guaranteed to always work inplace; e.g. if the data is
|
||
|
not a NumPy array or scipy.sparse CSR matrix, a copy may still be
|
||
|
returned.
|
||
|
|
||
|
unit_variance : bool, default=False
|
||
|
If `True`, scale data so that normally distributed features have a
|
||
|
variance of 1. In general, if the difference between the x-values of
|
||
|
`q_max` and `q_min` for a standard normal distribution is greater
|
||
|
than 1, the dataset will be scaled down. If less than 1, the dataset
|
||
|
will be scaled up.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
center_ : array of floats
|
||
|
The median value for each feature in the training set.
|
||
|
|
||
|
scale_ : array of floats
|
||
|
The (scaled) interquartile range for each feature in the training set.
|
||
|
|
||
|
.. versionadded:: 0.17
|
||
|
*scale_* attribute.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
robust_scale : Equivalent function without the estimator API.
|
||
|
sklearn.decomposition.PCA : Further removes the linear correlation across
|
||
|
features with 'whiten=True'.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
https://en.wikipedia.org/wiki/Median
|
||
|
https://en.wikipedia.org/wiki/Interquartile_range
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.preprocessing import RobustScaler
|
||
|
>>> X = [[ 1., -2., 2.],
|
||
|
... [ -2., 1., 3.],
|
||
|
... [ 4., 1., -2.]]
|
||
|
>>> transformer = RobustScaler().fit(X)
|
||
|
>>> transformer
|
||
|
RobustScaler()
|
||
|
>>> transformer.transform(X)
|
||
|
array([[ 0. , -2. , 0. ],
|
||
|
[-1. , 0. , 0.4],
|
||
|
[ 1. , 0. , -1.6]])
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
"with_centering": ["boolean"],
|
||
|
"with_scaling": ["boolean"],
|
||
|
"quantile_range": [tuple],
|
||
|
"copy": ["boolean"],
|
||
|
"unit_variance": ["boolean"],
|
||
|
}
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
*,
|
||
|
with_centering=True,
|
||
|
with_scaling=True,
|
||
|
quantile_range=(25.0, 75.0),
|
||
|
copy=True,
|
||
|
unit_variance=False,
|
||
|
):
|
||
|
self.with_centering = with_centering
|
||
|
self.with_scaling = with_scaling
|
||
|
self.quantile_range = quantile_range
|
||
|
self.unit_variance = unit_variance
|
||
|
self.copy = copy
|
||
|
|
||
|
def fit(self, X, y=None):
|
||
|
"""Compute the median and quantiles to be used for scaling.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to compute the median and quantiles
|
||
|
used for later scaling along the features axis.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present here for API consistency by convention.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted scaler.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
|
||
|
# at fit, convert sparse matrices to csc for optimized computation of
|
||
|
# the quantiles
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse="csc",
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
q_min, q_max = self.quantile_range
|
||
|
if not 0 <= q_min <= q_max <= 100:
|
||
|
raise ValueError("Invalid quantile range: %s" % str(self.quantile_range))
|
||
|
|
||
|
if self.with_centering:
|
||
|
if sparse.issparse(X):
|
||
|
raise ValueError(
|
||
|
"Cannot center sparse matrices: use `with_centering=False`"
|
||
|
" instead. See docstring for motivation and alternatives."
|
||
|
)
|
||
|
self.center_ = np.nanmedian(X, axis=0)
|
||
|
else:
|
||
|
self.center_ = None
|
||
|
|
||
|
if self.with_scaling:
|
||
|
quantiles = []
|
||
|
for feature_idx in range(X.shape[1]):
|
||
|
if sparse.issparse(X):
|
||
|
column_nnz_data = X.data[
|
||
|
X.indptr[feature_idx] : X.indptr[feature_idx + 1]
|
||
|
]
|
||
|
column_data = np.zeros(shape=X.shape[0], dtype=X.dtype)
|
||
|
column_data[: len(column_nnz_data)] = column_nnz_data
|
||
|
else:
|
||
|
column_data = X[:, feature_idx]
|
||
|
|
||
|
quantiles.append(np.nanpercentile(column_data, self.quantile_range))
|
||
|
|
||
|
quantiles = np.transpose(quantiles)
|
||
|
|
||
|
self.scale_ = quantiles[1] - quantiles[0]
|
||
|
self.scale_ = _handle_zeros_in_scale(self.scale_, copy=False)
|
||
|
if self.unit_variance:
|
||
|
adjust = stats.norm.ppf(q_max / 100.0) - stats.norm.ppf(q_min / 100.0)
|
||
|
self.scale_ = self.scale_ / adjust
|
||
|
else:
|
||
|
self.scale_ = None
|
||
|
|
||
|
return self
|
||
|
|
||
|
def transform(self, X):
|
||
|
"""Center and scale the data.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to scale along the specified axis.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Transformed array.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse=("csr", "csc"),
|
||
|
copy=self.copy,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
reset=False,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
if self.with_scaling:
|
||
|
inplace_column_scale(X, 1.0 / self.scale_)
|
||
|
else:
|
||
|
if self.with_centering:
|
||
|
X -= self.center_
|
||
|
if self.with_scaling:
|
||
|
X /= self.scale_
|
||
|
return X
|
||
|
|
||
|
def inverse_transform(self, X):
|
||
|
"""Scale back the data to the original representation.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The rescaled data to be transformed back.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Transformed array.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
X = check_array(
|
||
|
X,
|
||
|
accept_sparse=("csr", "csc"),
|
||
|
copy=self.copy,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
if self.with_scaling:
|
||
|
inplace_column_scale(X, self.scale_)
|
||
|
else:
|
||
|
if self.with_scaling:
|
||
|
X *= self.scale_
|
||
|
if self.with_centering:
|
||
|
X += self.center_
|
||
|
return X
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"allow_nan": True}
|
||
|
|
||
|
|
||
|
def robust_scale(
|
||
|
X,
|
||
|
*,
|
||
|
axis=0,
|
||
|
with_centering=True,
|
||
|
with_scaling=True,
|
||
|
quantile_range=(25.0, 75.0),
|
||
|
copy=True,
|
||
|
unit_variance=False,
|
||
|
):
|
||
|
"""Standardize a dataset along any axis.
|
||
|
|
||
|
Center to the median and component wise scale
|
||
|
according to the interquartile range.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_scaler>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_sample, n_features)
|
||
|
The data to center and scale.
|
||
|
|
||
|
axis : int, default=0
|
||
|
Axis used to compute the medians and IQR along. If 0,
|
||
|
independently scale each feature, otherwise (if 1) scale
|
||
|
each sample.
|
||
|
|
||
|
with_centering : bool, default=True
|
||
|
If `True`, center the data before scaling.
|
||
|
|
||
|
with_scaling : bool, default=True
|
||
|
If `True`, scale the data to unit variance (or equivalently,
|
||
|
unit standard deviation).
|
||
|
|
||
|
quantile_range : tuple (q_min, q_max), 0.0 < q_min < q_max < 100.0,\
|
||
|
default=(25.0, 75.0)
|
||
|
Quantile range used to calculate `scale_`. By default this is equal to
|
||
|
the IQR, i.e., `q_min` is the first quantile and `q_max` is the third
|
||
|
quantile.
|
||
|
|
||
|
.. versionadded:: 0.18
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to `False` to perform inplace row normalization and avoid a
|
||
|
copy (if the input is already a numpy array or a scipy.sparse
|
||
|
CSR matrix and if axis is 1).
|
||
|
|
||
|
unit_variance : bool, default=False
|
||
|
If `True`, scale data so that normally distributed features have a
|
||
|
variance of 1. In general, if the difference between the x-values of
|
||
|
`q_max` and `q_min` for a standard normal distribution is greater
|
||
|
than 1, the dataset will be scaled down. If less than 1, the dataset
|
||
|
will be scaled up.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The transformed data.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
RobustScaler : Performs centering and scaling using the Transformer API
|
||
|
(e.g. as part of a preprocessing :class:`~sklearn.pipeline.Pipeline`).
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
This implementation will refuse to center scipy.sparse matrices
|
||
|
since it would make them non-sparse and would potentially crash the
|
||
|
program with memory exhaustion problems.
|
||
|
|
||
|
Instead the caller is expected to either set explicitly
|
||
|
`with_centering=False` (in that case, only variance scaling will be
|
||
|
performed on the features of the CSR matrix) or to call `X.toarray()`
|
||
|
if he/she expects the materialized dense array to fit in memory.
|
||
|
|
||
|
To avoid memory copy the caller should pass a CSR matrix.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
.. warning:: Risk of data leak
|
||
|
|
||
|
Do not use :func:`~sklearn.preprocessing.robust_scale` unless you know
|
||
|
what you are doing. A common mistake is to apply it to the entire data
|
||
|
*before* splitting into training and test sets. This will bias the
|
||
|
model evaluation because information would have leaked from the test
|
||
|
set to the training set.
|
||
|
In general, we recommend using
|
||
|
:class:`~sklearn.preprocessing.RobustScaler` within a
|
||
|
:ref:`Pipeline <pipeline>` in order to prevent most risks of data
|
||
|
leaking: `pipe = make_pipeline(RobustScaler(), LogisticRegression())`.
|
||
|
"""
|
||
|
X = check_array(
|
||
|
X,
|
||
|
accept_sparse=("csr", "csc"),
|
||
|
copy=False,
|
||
|
ensure_2d=False,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
original_ndim = X.ndim
|
||
|
|
||
|
if original_ndim == 1:
|
||
|
X = X.reshape(X.shape[0], 1)
|
||
|
|
||
|
s = RobustScaler(
|
||
|
with_centering=with_centering,
|
||
|
with_scaling=with_scaling,
|
||
|
quantile_range=quantile_range,
|
||
|
unit_variance=unit_variance,
|
||
|
copy=copy,
|
||
|
)
|
||
|
if axis == 0:
|
||
|
X = s.fit_transform(X)
|
||
|
else:
|
||
|
X = s.fit_transform(X.T).T
|
||
|
|
||
|
if original_ndim == 1:
|
||
|
X = X.ravel()
|
||
|
|
||
|
return X
|
||
|
|
||
|
|
||
|
def normalize(X, norm="l2", *, axis=1, copy=True, return_norm=False):
|
||
|
"""Scale input vectors individually to unit norm (vector length).
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_normalization>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data to normalize, element by element.
|
||
|
scipy.sparse matrices should be in CSR format to avoid an
|
||
|
un-necessary copy.
|
||
|
|
||
|
norm : {'l1', 'l2', 'max'}, default='l2'
|
||
|
The norm to use to normalize each non zero sample (or each non-zero
|
||
|
feature if axis is 0).
|
||
|
|
||
|
axis : {0, 1}, default=1
|
||
|
Define axis used to normalize the data along. If 1, independently
|
||
|
normalize each sample, otherwise (if 0) normalize each feature.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace row normalization and avoid a
|
||
|
copy (if the input is already a numpy array or a scipy.sparse
|
||
|
CSR matrix and if axis is 1).
|
||
|
|
||
|
return_norm : bool, default=False
|
||
|
Whether to return the computed norms.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Normalized input X.
|
||
|
|
||
|
norms : ndarray of shape (n_samples, ) if axis=1 else (n_features, )
|
||
|
An array of norms along given axis for X.
|
||
|
When X is sparse, a NotImplementedError will be raised
|
||
|
for norm 'l1' or 'l2'.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
Normalizer : Performs normalization using the Transformer API
|
||
|
(e.g. as part of a preprocessing :class:`~sklearn.pipeline.Pipeline`).
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
"""
|
||
|
if norm not in ("l1", "l2", "max"):
|
||
|
raise ValueError("'%s' is not a supported norm" % norm)
|
||
|
|
||
|
if axis == 0:
|
||
|
sparse_format = "csc"
|
||
|
elif axis == 1:
|
||
|
sparse_format = "csr"
|
||
|
else:
|
||
|
raise ValueError("'%d' is not a supported axis" % axis)
|
||
|
|
||
|
X = check_array(
|
||
|
X,
|
||
|
accept_sparse=sparse_format,
|
||
|
copy=copy,
|
||
|
estimator="the normalize function",
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
)
|
||
|
if axis == 0:
|
||
|
X = X.T
|
||
|
|
||
|
if sparse.issparse(X):
|
||
|
if return_norm and norm in ("l1", "l2"):
|
||
|
raise NotImplementedError(
|
||
|
"return_norm=True is not implemented "
|
||
|
"for sparse matrices with norm 'l1' "
|
||
|
"or norm 'l2'"
|
||
|
)
|
||
|
if norm == "l1":
|
||
|
inplace_csr_row_normalize_l1(X)
|
||
|
elif norm == "l2":
|
||
|
inplace_csr_row_normalize_l2(X)
|
||
|
elif norm == "max":
|
||
|
mins, maxes = min_max_axis(X, 1)
|
||
|
norms = np.maximum(abs(mins), maxes)
|
||
|
norms_elementwise = norms.repeat(np.diff(X.indptr))
|
||
|
mask = norms_elementwise != 0
|
||
|
X.data[mask] /= norms_elementwise[mask]
|
||
|
else:
|
||
|
if norm == "l1":
|
||
|
norms = np.abs(X).sum(axis=1)
|
||
|
elif norm == "l2":
|
||
|
norms = row_norms(X)
|
||
|
elif norm == "max":
|
||
|
norms = np.max(abs(X), axis=1)
|
||
|
norms = _handle_zeros_in_scale(norms, copy=False)
|
||
|
X /= norms[:, np.newaxis]
|
||
|
|
||
|
if axis == 0:
|
||
|
X = X.T
|
||
|
|
||
|
if return_norm:
|
||
|
return X, norms
|
||
|
else:
|
||
|
return X
|
||
|
|
||
|
|
||
|
class Normalizer(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
|
||
|
"""Normalize samples individually to unit norm.
|
||
|
|
||
|
Each sample (i.e. each row of the data matrix) with at least one
|
||
|
non zero component is rescaled independently of other samples so
|
||
|
that its norm (l1, l2 or inf) equals one.
|
||
|
|
||
|
This transformer is able to work both with dense numpy arrays and
|
||
|
scipy.sparse matrix (use CSR format if you want to avoid the burden of
|
||
|
a copy / conversion).
|
||
|
|
||
|
Scaling inputs to unit norms is a common operation for text
|
||
|
classification or clustering for instance. For instance the dot
|
||
|
product of two l2-normalized TF-IDF vectors is the cosine similarity
|
||
|
of the vectors and is the base similarity metric for the Vector
|
||
|
Space Model commonly used by the Information Retrieval community.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_normalization>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
norm : {'l1', 'l2', 'max'}, default='l2'
|
||
|
The norm to use to normalize each non zero sample. If norm='max'
|
||
|
is used, values will be rescaled by the maximum of the absolute
|
||
|
values.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace row normalization and avoid a
|
||
|
copy (if the input is already a numpy array or a scipy.sparse
|
||
|
CSR matrix).
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
normalize : Equivalent function without the estimator API.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
This estimator is :term:`stateless` and does not need to be fitted.
|
||
|
However, we recommend to call :meth:`fit_transform` instead of
|
||
|
:meth:`transform`, as parameter validation is only performed in
|
||
|
:meth:`fit`.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.preprocessing import Normalizer
|
||
|
>>> X = [[4, 1, 2, 2],
|
||
|
... [1, 3, 9, 3],
|
||
|
... [5, 7, 5, 1]]
|
||
|
>>> transformer = Normalizer().fit(X) # fit does nothing.
|
||
|
>>> transformer
|
||
|
Normalizer()
|
||
|
>>> transformer.transform(X)
|
||
|
array([[0.8, 0.2, 0.4, 0.4],
|
||
|
[0.1, 0.3, 0.9, 0.3],
|
||
|
[0.5, 0.7, 0.5, 0.1]])
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
"norm": [StrOptions({"l1", "l2", "max"})],
|
||
|
"copy": ["boolean"],
|
||
|
}
|
||
|
|
||
|
def __init__(self, norm="l2", *, copy=True):
|
||
|
self.norm = norm
|
||
|
self.copy = copy
|
||
|
|
||
|
def fit(self, X, y=None):
|
||
|
"""Only validates estimator's parameters.
|
||
|
|
||
|
This method allows to: (i) validate the estimator's parameters and
|
||
|
(ii) be consistent with the scikit-learn transformer API.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data to estimate the normalization parameters.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present here for API consistency by convention.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted transformer.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
self._validate_data(X, accept_sparse="csr")
|
||
|
return self
|
||
|
|
||
|
def transform(self, X, copy=None):
|
||
|
"""Scale each non zero row of X to unit norm.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data to normalize, row by row. scipy.sparse matrices should be
|
||
|
in CSR format to avoid an un-necessary copy.
|
||
|
|
||
|
copy : bool, default=None
|
||
|
Copy the input X or not.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Transformed array.
|
||
|
"""
|
||
|
copy = copy if copy is not None else self.copy
|
||
|
X = self._validate_data(X, accept_sparse="csr", reset=False)
|
||
|
return normalize(X, norm=self.norm, axis=1, copy=copy)
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"stateless": True}
|
||
|
|
||
|
|
||
|
def binarize(X, *, threshold=0.0, copy=True):
|
||
|
"""Boolean thresholding of array-like or scipy.sparse matrix.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_binarization>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data to binarize, element by element.
|
||
|
scipy.sparse matrices should be in CSR or CSC format to avoid an
|
||
|
un-necessary copy.
|
||
|
|
||
|
threshold : float, default=0.0
|
||
|
Feature values below or equal to this are replaced by 0, above it by 1.
|
||
|
Threshold may not be less than 0 for operations on sparse matrices.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace binarization and avoid a copy
|
||
|
(if the input is already a numpy array or a scipy.sparse CSR / CSC
|
||
|
matrix and if axis is 1).
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The transformed data.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
Binarizer : Performs binarization using the Transformer API
|
||
|
(e.g. as part of a preprocessing :class:`~sklearn.pipeline.Pipeline`).
|
||
|
"""
|
||
|
X = check_array(X, accept_sparse=["csr", "csc"], copy=copy)
|
||
|
if sparse.issparse(X):
|
||
|
if threshold < 0:
|
||
|
raise ValueError("Cannot binarize a sparse matrix with threshold < 0")
|
||
|
cond = X.data > threshold
|
||
|
not_cond = np.logical_not(cond)
|
||
|
X.data[cond] = 1
|
||
|
X.data[not_cond] = 0
|
||
|
X.eliminate_zeros()
|
||
|
else:
|
||
|
cond = X > threshold
|
||
|
not_cond = np.logical_not(cond)
|
||
|
X[cond] = 1
|
||
|
X[not_cond] = 0
|
||
|
return X
|
||
|
|
||
|
|
||
|
class Binarizer(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
|
||
|
"""Binarize data (set feature values to 0 or 1) according to a threshold.
|
||
|
|
||
|
Values greater than the threshold map to 1, while values less than
|
||
|
or equal to the threshold map to 0. With the default threshold of 0,
|
||
|
only positive values map to 1.
|
||
|
|
||
|
Binarization is a common operation on text count data where the
|
||
|
analyst can decide to only consider the presence or absence of a
|
||
|
feature rather than a quantified number of occurrences for instance.
|
||
|
|
||
|
It can also be used as a pre-processing step for estimators that
|
||
|
consider boolean random variables (e.g. modelled using the Bernoulli
|
||
|
distribution in a Bayesian setting).
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_binarization>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
threshold : float, default=0.0
|
||
|
Feature values below or equal to this are replaced by 0, above it by 1.
|
||
|
Threshold may not be less than 0 for operations on sparse matrices.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace binarization and avoid a copy (if
|
||
|
the input is already a numpy array or a scipy.sparse CSR matrix).
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
binarize : Equivalent function without the estimator API.
|
||
|
KBinsDiscretizer : Bin continuous data into intervals.
|
||
|
OneHotEncoder : Encode categorical features as a one-hot numeric array.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
If the input is a sparse matrix, only the non-zero values are subject
|
||
|
to update by the :class:`Binarizer` class.
|
||
|
|
||
|
This estimator is :term:`stateless` and does not need to be fitted.
|
||
|
However, we recommend to call :meth:`fit_transform` instead of
|
||
|
:meth:`transform`, as parameter validation is only performed in
|
||
|
:meth:`fit`.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.preprocessing import Binarizer
|
||
|
>>> X = [[ 1., -1., 2.],
|
||
|
... [ 2., 0., 0.],
|
||
|
... [ 0., 1., -1.]]
|
||
|
>>> transformer = Binarizer().fit(X) # fit does nothing.
|
||
|
>>> transformer
|
||
|
Binarizer()
|
||
|
>>> transformer.transform(X)
|
||
|
array([[1., 0., 1.],
|
||
|
[1., 0., 0.],
|
||
|
[0., 1., 0.]])
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
"threshold": [Real],
|
||
|
"copy": ["boolean"],
|
||
|
}
|
||
|
|
||
|
def __init__(self, *, threshold=0.0, copy=True):
|
||
|
self.threshold = threshold
|
||
|
self.copy = copy
|
||
|
|
||
|
def fit(self, X, y=None):
|
||
|
"""Only validates estimator's parameters.
|
||
|
|
||
|
This method allows to: (i) validate the estimator's parameters and
|
||
|
(ii) be consistent with the scikit-learn transformer API.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data.
|
||
|
|
||
|
y : None
|
||
|
Ignored.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted transformer.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
self._validate_data(X, accept_sparse="csr")
|
||
|
return self
|
||
|
|
||
|
def transform(self, X, copy=None):
|
||
|
"""Binarize each element of X.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data to binarize, element by element.
|
||
|
scipy.sparse matrices should be in CSR format to avoid an
|
||
|
un-necessary copy.
|
||
|
|
||
|
copy : bool
|
||
|
Copy the input X or not.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
Transformed array.
|
||
|
"""
|
||
|
copy = copy if copy is not None else self.copy
|
||
|
# TODO: This should be refactored because binarize also calls
|
||
|
# check_array
|
||
|
X = self._validate_data(X, accept_sparse=["csr", "csc"], copy=copy, reset=False)
|
||
|
return binarize(X, threshold=self.threshold, copy=False)
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"stateless": True}
|
||
|
|
||
|
|
||
|
class KernelCenterer(ClassNamePrefixFeaturesOutMixin, TransformerMixin, BaseEstimator):
|
||
|
r"""Center an arbitrary kernel matrix :math:`K`.
|
||
|
|
||
|
Let define a kernel :math:`K` such that:
|
||
|
|
||
|
.. math::
|
||
|
K(X, Y) = \phi(X) . \phi(Y)^{T}
|
||
|
|
||
|
:math:`\phi(X)` is a function mapping of rows of :math:`X` to a
|
||
|
Hilbert space and :math:`K` is of shape `(n_samples, n_samples)`.
|
||
|
|
||
|
This class allows to compute :math:`\tilde{K}(X, Y)` such that:
|
||
|
|
||
|
.. math::
|
||
|
\tilde{K(X, Y)} = \tilde{\phi}(X) . \tilde{\phi}(Y)^{T}
|
||
|
|
||
|
:math:`\tilde{\phi}(X)` is the centered mapped data in the Hilbert
|
||
|
space.
|
||
|
|
||
|
`KernelCenterer` centers the features without explicitly computing the
|
||
|
mapping :math:`\phi(\cdot)`. Working with centered kernels is sometime
|
||
|
expected when dealing with algebra computation such as eigendecomposition
|
||
|
for :class:`~sklearn.decomposition.KernelPCA` for instance.
|
||
|
|
||
|
Read more in the :ref:`User Guide <kernel_centering>`.
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
K_fit_rows_ : ndarray of shape (n_samples,)
|
||
|
Average of each column of kernel matrix.
|
||
|
|
||
|
K_fit_all_ : float
|
||
|
Average of kernel matrix.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
sklearn.kernel_approximation.Nystroem : Approximate a kernel map
|
||
|
using a subset of the training data.
|
||
|
|
||
|
References
|
||
|
----------
|
||
|
.. [1] `Schölkopf, Bernhard, Alexander Smola, and Klaus-Robert Müller.
|
||
|
"Nonlinear component analysis as a kernel eigenvalue problem."
|
||
|
Neural computation 10.5 (1998): 1299-1319.
|
||
|
<https://www.mlpack.org/papers/kpca.pdf>`_
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.preprocessing import KernelCenterer
|
||
|
>>> from sklearn.metrics.pairwise import pairwise_kernels
|
||
|
>>> X = [[ 1., -2., 2.],
|
||
|
... [ -2., 1., 3.],
|
||
|
... [ 4., 1., -2.]]
|
||
|
>>> K = pairwise_kernels(X, metric='linear')
|
||
|
>>> K
|
||
|
array([[ 9., 2., -2.],
|
||
|
[ 2., 14., -13.],
|
||
|
[ -2., -13., 21.]])
|
||
|
>>> transformer = KernelCenterer().fit(K)
|
||
|
>>> transformer
|
||
|
KernelCenterer()
|
||
|
>>> transformer.transform(K)
|
||
|
array([[ 5., 0., -5.],
|
||
|
[ 0., 14., -14.],
|
||
|
[ -5., -14., 19.]])
|
||
|
"""
|
||
|
|
||
|
def __init__(self):
|
||
|
# Needed for backported inspect.signature compatibility with PyPy
|
||
|
pass
|
||
|
|
||
|
def fit(self, K, y=None):
|
||
|
"""Fit KernelCenterer.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
K : ndarray of shape (n_samples, n_samples)
|
||
|
Kernel matrix.
|
||
|
|
||
|
y : None
|
||
|
Ignored.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Returns the instance itself.
|
||
|
"""
|
||
|
K = self._validate_data(K, dtype=FLOAT_DTYPES)
|
||
|
|
||
|
if K.shape[0] != K.shape[1]:
|
||
|
raise ValueError(
|
||
|
"Kernel matrix must be a square matrix."
|
||
|
" Input is a {}x{} matrix.".format(K.shape[0], K.shape[1])
|
||
|
)
|
||
|
|
||
|
n_samples = K.shape[0]
|
||
|
self.K_fit_rows_ = np.sum(K, axis=0) / n_samples
|
||
|
self.K_fit_all_ = self.K_fit_rows_.sum() / n_samples
|
||
|
return self
|
||
|
|
||
|
def transform(self, K, copy=True):
|
||
|
"""Center kernel matrix.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
K : ndarray of shape (n_samples1, n_samples2)
|
||
|
Kernel matrix.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace computation.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
K_new : ndarray of shape (n_samples1, n_samples2)
|
||
|
Returns the instance itself.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
K = self._validate_data(K, copy=copy, dtype=FLOAT_DTYPES, reset=False)
|
||
|
|
||
|
K_pred_cols = (np.sum(K, axis=1) / self.K_fit_rows_.shape[0])[:, np.newaxis]
|
||
|
|
||
|
K -= self.K_fit_rows_
|
||
|
K -= K_pred_cols
|
||
|
K += self.K_fit_all_
|
||
|
|
||
|
return K
|
||
|
|
||
|
@property
|
||
|
def _n_features_out(self):
|
||
|
"""Number of transformed output features."""
|
||
|
# Used by ClassNamePrefixFeaturesOutMixin. This model preserves the
|
||
|
# number of input features but this is not a one-to-one mapping in the
|
||
|
# usual sense. Hence the choice not to use OneToOneFeatureMixin to
|
||
|
# implement get_feature_names_out for this class.
|
||
|
return self.n_features_in_
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"pairwise": True}
|
||
|
|
||
|
|
||
|
def add_dummy_feature(X, value=1.0):
|
||
|
"""Augment dataset with an additional dummy feature.
|
||
|
|
||
|
This is useful for fitting an intercept term with implementations which
|
||
|
cannot otherwise fit it directly.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
Data.
|
||
|
|
||
|
value : float
|
||
|
Value to use for the dummy feature.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X : {ndarray, sparse matrix} of shape (n_samples, n_features + 1)
|
||
|
Same data with dummy feature added as first column.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.preprocessing import add_dummy_feature
|
||
|
>>> add_dummy_feature([[0, 1], [1, 0]])
|
||
|
array([[1., 0., 1.],
|
||
|
[1., 1., 0.]])
|
||
|
"""
|
||
|
X = check_array(X, accept_sparse=["csc", "csr", "coo"], dtype=FLOAT_DTYPES)
|
||
|
n_samples, n_features = X.shape
|
||
|
shape = (n_samples, n_features + 1)
|
||
|
if sparse.issparse(X):
|
||
|
if sparse.isspmatrix_coo(X):
|
||
|
# Shift columns to the right.
|
||
|
col = X.col + 1
|
||
|
# Column indices of dummy feature are 0 everywhere.
|
||
|
col = np.concatenate((np.zeros(n_samples), col))
|
||
|
# Row indices of dummy feature are 0, ..., n_samples-1.
|
||
|
row = np.concatenate((np.arange(n_samples), X.row))
|
||
|
# Prepend the dummy feature n_samples times.
|
||
|
data = np.concatenate((np.full(n_samples, value), X.data))
|
||
|
return sparse.coo_matrix((data, (row, col)), shape)
|
||
|
elif sparse.isspmatrix_csc(X):
|
||
|
# Shift index pointers since we need to add n_samples elements.
|
||
|
indptr = X.indptr + n_samples
|
||
|
# indptr[0] must be 0.
|
||
|
indptr = np.concatenate((np.array([0]), indptr))
|
||
|
# Row indices of dummy feature are 0, ..., n_samples-1.
|
||
|
indices = np.concatenate((np.arange(n_samples), X.indices))
|
||
|
# Prepend the dummy feature n_samples times.
|
||
|
data = np.concatenate((np.full(n_samples, value), X.data))
|
||
|
return sparse.csc_matrix((data, indices, indptr), shape)
|
||
|
else:
|
||
|
klass = X.__class__
|
||
|
return klass(add_dummy_feature(X.tocoo(), value))
|
||
|
else:
|
||
|
return np.hstack((np.full((n_samples, 1), value), X))
|
||
|
|
||
|
|
||
|
class QuantileTransformer(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
|
||
|
"""Transform features using quantiles information.
|
||
|
|
||
|
This method transforms the features to follow a uniform or a normal
|
||
|
distribution. Therefore, for a given feature, this transformation tends
|
||
|
to spread out the most frequent values. It also reduces the impact of
|
||
|
(marginal) outliers: this is therefore a robust preprocessing scheme.
|
||
|
|
||
|
The transformation is applied on each feature independently. First an
|
||
|
estimate of the cumulative distribution function of a feature is
|
||
|
used to map the original values to a uniform distribution. The obtained
|
||
|
values are then mapped to the desired output distribution using the
|
||
|
associated quantile function. Features values of new/unseen data that fall
|
||
|
below or above the fitted range will be mapped to the bounds of the output
|
||
|
distribution. Note that this transform is non-linear. It may distort linear
|
||
|
correlations between variables measured at the same scale but renders
|
||
|
variables measured at different scales more directly comparable.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_transformer>`.
|
||
|
|
||
|
.. versionadded:: 0.19
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
n_quantiles : int, default=1000 or n_samples
|
||
|
Number of quantiles to be computed. It corresponds to the number
|
||
|
of landmarks used to discretize the cumulative distribution function.
|
||
|
If n_quantiles is larger than the number of samples, n_quantiles is set
|
||
|
to the number of samples as a larger number of quantiles does not give
|
||
|
a better approximation of the cumulative distribution function
|
||
|
estimator.
|
||
|
|
||
|
output_distribution : {'uniform', 'normal'}, default='uniform'
|
||
|
Marginal distribution for the transformed data. The choices are
|
||
|
'uniform' (default) or 'normal'.
|
||
|
|
||
|
ignore_implicit_zeros : bool, default=False
|
||
|
Only applies to sparse matrices. If True, the sparse entries of the
|
||
|
matrix are discarded to compute the quantile statistics. If False,
|
||
|
these entries are treated as zeros.
|
||
|
|
||
|
subsample : int, default=10_000
|
||
|
Maximum number of samples used to estimate the quantiles for
|
||
|
computational efficiency. Note that the subsampling procedure may
|
||
|
differ for value-identical sparse and dense matrices.
|
||
|
|
||
|
random_state : int, RandomState instance or None, default=None
|
||
|
Determines random number generation for subsampling and smoothing
|
||
|
noise.
|
||
|
Please see ``subsample`` for more details.
|
||
|
Pass an int for reproducible results across multiple function calls.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace transformation and avoid a copy (if the
|
||
|
input is already a numpy array).
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
n_quantiles_ : int
|
||
|
The actual number of quantiles used to discretize the cumulative
|
||
|
distribution function.
|
||
|
|
||
|
quantiles_ : ndarray of shape (n_quantiles, n_features)
|
||
|
The values corresponding the quantiles of reference.
|
||
|
|
||
|
references_ : ndarray of shape (n_quantiles, )
|
||
|
Quantiles of references.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
quantile_transform : Equivalent function without the estimator API.
|
||
|
PowerTransformer : Perform mapping to a normal distribution using a power
|
||
|
transform.
|
||
|
StandardScaler : Perform standardization that is faster, but less robust
|
||
|
to outliers.
|
||
|
RobustScaler : Perform robust standardization that removes the influence
|
||
|
of outliers but does not put outliers and inliers on the same scale.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
NaNs are treated as missing values: disregarded in fit, and maintained in
|
||
|
transform.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> import numpy as np
|
||
|
>>> from sklearn.preprocessing import QuantileTransformer
|
||
|
>>> rng = np.random.RandomState(0)
|
||
|
>>> X = np.sort(rng.normal(loc=0.5, scale=0.25, size=(25, 1)), axis=0)
|
||
|
>>> qt = QuantileTransformer(n_quantiles=10, random_state=0)
|
||
|
>>> qt.fit_transform(X)
|
||
|
array([...])
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
"n_quantiles": [Interval(Integral, 1, None, closed="left")],
|
||
|
"output_distribution": [StrOptions({"uniform", "normal"})],
|
||
|
"ignore_implicit_zeros": ["boolean"],
|
||
|
"subsample": [Interval(Integral, 1, None, closed="left")],
|
||
|
"random_state": ["random_state"],
|
||
|
"copy": ["boolean"],
|
||
|
}
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
*,
|
||
|
n_quantiles=1000,
|
||
|
output_distribution="uniform",
|
||
|
ignore_implicit_zeros=False,
|
||
|
subsample=10_000,
|
||
|
random_state=None,
|
||
|
copy=True,
|
||
|
):
|
||
|
self.n_quantiles = n_quantiles
|
||
|
self.output_distribution = output_distribution
|
||
|
self.ignore_implicit_zeros = ignore_implicit_zeros
|
||
|
self.subsample = subsample
|
||
|
self.random_state = random_state
|
||
|
self.copy = copy
|
||
|
|
||
|
def _dense_fit(self, X, random_state):
|
||
|
"""Compute percentiles for dense matrices.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : ndarray of shape (n_samples, n_features)
|
||
|
The data used to scale along the features axis.
|
||
|
"""
|
||
|
if self.ignore_implicit_zeros:
|
||
|
warnings.warn(
|
||
|
"'ignore_implicit_zeros' takes effect only with"
|
||
|
" sparse matrix. This parameter has no effect."
|
||
|
)
|
||
|
|
||
|
n_samples, n_features = X.shape
|
||
|
references = self.references_ * 100
|
||
|
|
||
|
self.quantiles_ = []
|
||
|
for col in X.T:
|
||
|
if self.subsample < n_samples:
|
||
|
subsample_idx = random_state.choice(
|
||
|
n_samples, size=self.subsample, replace=False
|
||
|
)
|
||
|
col = col.take(subsample_idx, mode="clip")
|
||
|
self.quantiles_.append(np.nanpercentile(col, references))
|
||
|
self.quantiles_ = np.transpose(self.quantiles_)
|
||
|
# Due to floating-point precision error in `np.nanpercentile`,
|
||
|
# make sure that quantiles are monotonically increasing.
|
||
|
# Upstream issue in numpy:
|
||
|
# https://github.com/numpy/numpy/issues/14685
|
||
|
self.quantiles_ = np.maximum.accumulate(self.quantiles_)
|
||
|
|
||
|
def _sparse_fit(self, X, random_state):
|
||
|
"""Compute percentiles for sparse matrices.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : sparse matrix of shape (n_samples, n_features)
|
||
|
The data used to scale along the features axis. The sparse matrix
|
||
|
needs to be nonnegative. If a sparse matrix is provided,
|
||
|
it will be converted into a sparse ``csc_matrix``.
|
||
|
"""
|
||
|
n_samples, n_features = X.shape
|
||
|
references = self.references_ * 100
|
||
|
|
||
|
self.quantiles_ = []
|
||
|
for feature_idx in range(n_features):
|
||
|
column_nnz_data = X.data[X.indptr[feature_idx] : X.indptr[feature_idx + 1]]
|
||
|
if len(column_nnz_data) > self.subsample:
|
||
|
column_subsample = self.subsample * len(column_nnz_data) // n_samples
|
||
|
if self.ignore_implicit_zeros:
|
||
|
column_data = np.zeros(shape=column_subsample, dtype=X.dtype)
|
||
|
else:
|
||
|
column_data = np.zeros(shape=self.subsample, dtype=X.dtype)
|
||
|
column_data[:column_subsample] = random_state.choice(
|
||
|
column_nnz_data, size=column_subsample, replace=False
|
||
|
)
|
||
|
else:
|
||
|
if self.ignore_implicit_zeros:
|
||
|
column_data = np.zeros(shape=len(column_nnz_data), dtype=X.dtype)
|
||
|
else:
|
||
|
column_data = np.zeros(shape=n_samples, dtype=X.dtype)
|
||
|
column_data[: len(column_nnz_data)] = column_nnz_data
|
||
|
|
||
|
if not column_data.size:
|
||
|
# if no nnz, an error will be raised for computing the
|
||
|
# quantiles. Force the quantiles to be zeros.
|
||
|
self.quantiles_.append([0] * len(references))
|
||
|
else:
|
||
|
self.quantiles_.append(np.nanpercentile(column_data, references))
|
||
|
self.quantiles_ = np.transpose(self.quantiles_)
|
||
|
# due to floating-point precision error in `np.nanpercentile`,
|
||
|
# make sure the quantiles are monotonically increasing
|
||
|
# Upstream issue in numpy:
|
||
|
# https://github.com/numpy/numpy/issues/14685
|
||
|
self.quantiles_ = np.maximum.accumulate(self.quantiles_)
|
||
|
|
||
|
def fit(self, X, y=None):
|
||
|
"""Compute the quantiles used for transforming.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to scale along the features axis. If a sparse
|
||
|
matrix is provided, it will be converted into a sparse
|
||
|
``csc_matrix``. Additionally, the sparse matrix needs to be
|
||
|
nonnegative if `ignore_implicit_zeros` is False.
|
||
|
|
||
|
y : None
|
||
|
Ignored.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted transformer.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
|
||
|
if self.n_quantiles > self.subsample:
|
||
|
raise ValueError(
|
||
|
"The number of quantiles cannot be greater than"
|
||
|
" the number of samples used. Got {} quantiles"
|
||
|
" and {} samples.".format(self.n_quantiles, self.subsample)
|
||
|
)
|
||
|
|
||
|
X = self._check_inputs(X, in_fit=True, copy=False)
|
||
|
n_samples = X.shape[0]
|
||
|
|
||
|
if self.n_quantiles > n_samples:
|
||
|
warnings.warn(
|
||
|
"n_quantiles (%s) is greater than the total number "
|
||
|
"of samples (%s). n_quantiles is set to "
|
||
|
"n_samples." % (self.n_quantiles, n_samples)
|
||
|
)
|
||
|
self.n_quantiles_ = max(1, min(self.n_quantiles, n_samples))
|
||
|
|
||
|
rng = check_random_state(self.random_state)
|
||
|
|
||
|
# Create the quantiles of reference
|
||
|
self.references_ = np.linspace(0, 1, self.n_quantiles_, endpoint=True)
|
||
|
if sparse.issparse(X):
|
||
|
self._sparse_fit(X, rng)
|
||
|
else:
|
||
|
self._dense_fit(X, rng)
|
||
|
|
||
|
return self
|
||
|
|
||
|
def _transform_col(self, X_col, quantiles, inverse):
|
||
|
"""Private function to transform a single feature."""
|
||
|
|
||
|
output_distribution = self.output_distribution
|
||
|
|
||
|
if not inverse:
|
||
|
lower_bound_x = quantiles[0]
|
||
|
upper_bound_x = quantiles[-1]
|
||
|
lower_bound_y = 0
|
||
|
upper_bound_y = 1
|
||
|
else:
|
||
|
lower_bound_x = 0
|
||
|
upper_bound_x = 1
|
||
|
lower_bound_y = quantiles[0]
|
||
|
upper_bound_y = quantiles[-1]
|
||
|
# for inverse transform, match a uniform distribution
|
||
|
with np.errstate(invalid="ignore"): # hide NaN comparison warnings
|
||
|
if output_distribution == "normal":
|
||
|
X_col = stats.norm.cdf(X_col)
|
||
|
# else output distribution is already a uniform distribution
|
||
|
|
||
|
# find index for lower and higher bounds
|
||
|
with np.errstate(invalid="ignore"): # hide NaN comparison warnings
|
||
|
if output_distribution == "normal":
|
||
|
lower_bounds_idx = X_col - BOUNDS_THRESHOLD < lower_bound_x
|
||
|
upper_bounds_idx = X_col + BOUNDS_THRESHOLD > upper_bound_x
|
||
|
if output_distribution == "uniform":
|
||
|
lower_bounds_idx = X_col == lower_bound_x
|
||
|
upper_bounds_idx = X_col == upper_bound_x
|
||
|
|
||
|
isfinite_mask = ~np.isnan(X_col)
|
||
|
X_col_finite = X_col[isfinite_mask]
|
||
|
if not inverse:
|
||
|
# Interpolate in one direction and in the other and take the
|
||
|
# mean. This is in case of repeated values in the features
|
||
|
# and hence repeated quantiles
|
||
|
#
|
||
|
# If we don't do this, only one extreme of the duplicated is
|
||
|
# used (the upper when we do ascending, and the
|
||
|
# lower for descending). We take the mean of these two
|
||
|
X_col[isfinite_mask] = 0.5 * (
|
||
|
np.interp(X_col_finite, quantiles, self.references_)
|
||
|
- np.interp(-X_col_finite, -quantiles[::-1], -self.references_[::-1])
|
||
|
)
|
||
|
else:
|
||
|
X_col[isfinite_mask] = np.interp(X_col_finite, self.references_, quantiles)
|
||
|
|
||
|
X_col[upper_bounds_idx] = upper_bound_y
|
||
|
X_col[lower_bounds_idx] = lower_bound_y
|
||
|
# for forward transform, match the output distribution
|
||
|
if not inverse:
|
||
|
with np.errstate(invalid="ignore"): # hide NaN comparison warnings
|
||
|
if output_distribution == "normal":
|
||
|
X_col = stats.norm.ppf(X_col)
|
||
|
# find the value to clip the data to avoid mapping to
|
||
|
# infinity. Clip such that the inverse transform will be
|
||
|
# consistent
|
||
|
clip_min = stats.norm.ppf(BOUNDS_THRESHOLD - np.spacing(1))
|
||
|
clip_max = stats.norm.ppf(1 - (BOUNDS_THRESHOLD - np.spacing(1)))
|
||
|
X_col = np.clip(X_col, clip_min, clip_max)
|
||
|
# else output distribution is uniform and the ppf is the
|
||
|
# identity function so we let X_col unchanged
|
||
|
|
||
|
return X_col
|
||
|
|
||
|
def _check_inputs(self, X, in_fit, accept_sparse_negative=False, copy=False):
|
||
|
"""Check inputs before fit and transform."""
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
reset=in_fit,
|
||
|
accept_sparse="csc",
|
||
|
copy=copy,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
force_all_finite="allow-nan",
|
||
|
)
|
||
|
# we only accept positive sparse matrix when ignore_implicit_zeros is
|
||
|
# false and that we call fit or transform.
|
||
|
with np.errstate(invalid="ignore"): # hide NaN comparison warnings
|
||
|
if (
|
||
|
not accept_sparse_negative
|
||
|
and not self.ignore_implicit_zeros
|
||
|
and (sparse.issparse(X) and np.any(X.data < 0))
|
||
|
):
|
||
|
raise ValueError(
|
||
|
"QuantileTransformer only accepts non-negative sparse matrices."
|
||
|
)
|
||
|
|
||
|
return X
|
||
|
|
||
|
def _transform(self, X, inverse=False):
|
||
|
"""Forward and inverse transform.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : ndarray of shape (n_samples, n_features)
|
||
|
The data used to scale along the features axis.
|
||
|
|
||
|
inverse : bool, default=False
|
||
|
If False, apply forward transform. If True, apply
|
||
|
inverse transform.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X : ndarray of shape (n_samples, n_features)
|
||
|
Projected data.
|
||
|
"""
|
||
|
if sparse.issparse(X):
|
||
|
for feature_idx in range(X.shape[1]):
|
||
|
column_slice = slice(X.indptr[feature_idx], X.indptr[feature_idx + 1])
|
||
|
X.data[column_slice] = self._transform_col(
|
||
|
X.data[column_slice], self.quantiles_[:, feature_idx], inverse
|
||
|
)
|
||
|
else:
|
||
|
for feature_idx in range(X.shape[1]):
|
||
|
X[:, feature_idx] = self._transform_col(
|
||
|
X[:, feature_idx], self.quantiles_[:, feature_idx], inverse
|
||
|
)
|
||
|
|
||
|
return X
|
||
|
|
||
|
def transform(self, X):
|
||
|
"""Feature-wise transformation of the data.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to scale along the features axis. If a sparse
|
||
|
matrix is provided, it will be converted into a sparse
|
||
|
``csc_matrix``. Additionally, the sparse matrix needs to be
|
||
|
nonnegative if `ignore_implicit_zeros` is False.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
Xt : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The projected data.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
X = self._check_inputs(X, in_fit=False, copy=self.copy)
|
||
|
|
||
|
return self._transform(X, inverse=False)
|
||
|
|
||
|
def inverse_transform(self, X):
|
||
|
"""Back-projection to the original space.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data used to scale along the features axis. If a sparse
|
||
|
matrix is provided, it will be converted into a sparse
|
||
|
``csc_matrix``. Additionally, the sparse matrix needs to be
|
||
|
nonnegative if `ignore_implicit_zeros` is False.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
Xt : {ndarray, sparse matrix} of (n_samples, n_features)
|
||
|
The projected data.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
X = self._check_inputs(
|
||
|
X, in_fit=False, accept_sparse_negative=True, copy=self.copy
|
||
|
)
|
||
|
|
||
|
return self._transform(X, inverse=True)
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"allow_nan": True}
|
||
|
|
||
|
|
||
|
def quantile_transform(
|
||
|
X,
|
||
|
*,
|
||
|
axis=0,
|
||
|
n_quantiles=1000,
|
||
|
output_distribution="uniform",
|
||
|
ignore_implicit_zeros=False,
|
||
|
subsample=int(1e5),
|
||
|
random_state=None,
|
||
|
copy=True,
|
||
|
):
|
||
|
"""Transform features using quantiles information.
|
||
|
|
||
|
This method transforms the features to follow a uniform or a normal
|
||
|
distribution. Therefore, for a given feature, this transformation tends
|
||
|
to spread out the most frequent values. It also reduces the impact of
|
||
|
(marginal) outliers: this is therefore a robust preprocessing scheme.
|
||
|
|
||
|
The transformation is applied on each feature independently. First an
|
||
|
estimate of the cumulative distribution function of a feature is
|
||
|
used to map the original values to a uniform distribution. The obtained
|
||
|
values are then mapped to the desired output distribution using the
|
||
|
associated quantile function. Features values of new/unseen data that fall
|
||
|
below or above the fitted range will be mapped to the bounds of the output
|
||
|
distribution. Note that this transform is non-linear. It may distort linear
|
||
|
correlations between variables measured at the same scale but renders
|
||
|
variables measured at different scales more directly comparable.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_transformer>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The data to transform.
|
||
|
|
||
|
axis : int, default=0
|
||
|
Axis used to compute the means and standard deviations along. If 0,
|
||
|
transform each feature, otherwise (if 1) transform each sample.
|
||
|
|
||
|
n_quantiles : int, default=1000 or n_samples
|
||
|
Number of quantiles to be computed. It corresponds to the number
|
||
|
of landmarks used to discretize the cumulative distribution function.
|
||
|
If n_quantiles is larger than the number of samples, n_quantiles is set
|
||
|
to the number of samples as a larger number of quantiles does not give
|
||
|
a better approximation of the cumulative distribution function
|
||
|
estimator.
|
||
|
|
||
|
output_distribution : {'uniform', 'normal'}, default='uniform'
|
||
|
Marginal distribution for the transformed data. The choices are
|
||
|
'uniform' (default) or 'normal'.
|
||
|
|
||
|
ignore_implicit_zeros : bool, default=False
|
||
|
Only applies to sparse matrices. If True, the sparse entries of the
|
||
|
matrix are discarded to compute the quantile statistics. If False,
|
||
|
these entries are treated as zeros.
|
||
|
|
||
|
subsample : int, default=1e5
|
||
|
Maximum number of samples used to estimate the quantiles for
|
||
|
computational efficiency. Note that the subsampling procedure may
|
||
|
differ for value-identical sparse and dense matrices.
|
||
|
|
||
|
random_state : int, RandomState instance or None, default=None
|
||
|
Determines random number generation for subsampling and smoothing
|
||
|
noise.
|
||
|
Please see ``subsample`` for more details.
|
||
|
Pass an int for reproducible results across multiple function calls.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace transformation and avoid a copy (if the
|
||
|
input is already a numpy array). If True, a copy of `X` is transformed,
|
||
|
leaving the original `X` unchanged.
|
||
|
|
||
|
.. versionchanged:: 0.23
|
||
|
The default value of `copy` changed from False to True in 0.23.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
Xt : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The transformed data.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
QuantileTransformer : Performs quantile-based scaling using the
|
||
|
Transformer API (e.g. as part of a preprocessing
|
||
|
:class:`~sklearn.pipeline.Pipeline`).
|
||
|
power_transform : Maps data to a normal distribution using a
|
||
|
power transformation.
|
||
|
scale : Performs standardization that is faster, but less robust
|
||
|
to outliers.
|
||
|
robust_scale : Performs robust standardization that removes the influence
|
||
|
of outliers but does not put outliers and inliers on the same scale.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
NaNs are treated as missing values: disregarded in fit, and maintained in
|
||
|
transform.
|
||
|
|
||
|
.. warning:: Risk of data leak
|
||
|
|
||
|
Do not use :func:`~sklearn.preprocessing.quantile_transform` unless
|
||
|
you know what you are doing. A common mistake is to apply it
|
||
|
to the entire data *before* splitting into training and
|
||
|
test sets. This will bias the model evaluation because
|
||
|
information would have leaked from the test set to the
|
||
|
training set.
|
||
|
In general, we recommend using
|
||
|
:class:`~sklearn.preprocessing.QuantileTransformer` within a
|
||
|
:ref:`Pipeline <pipeline>` in order to prevent most risks of data
|
||
|
leaking:`pipe = make_pipeline(QuantileTransformer(),
|
||
|
LogisticRegression())`.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> import numpy as np
|
||
|
>>> from sklearn.preprocessing import quantile_transform
|
||
|
>>> rng = np.random.RandomState(0)
|
||
|
>>> X = np.sort(rng.normal(loc=0.5, scale=0.25, size=(25, 1)), axis=0)
|
||
|
>>> quantile_transform(X, n_quantiles=10, random_state=0, copy=True)
|
||
|
array([...])
|
||
|
"""
|
||
|
n = QuantileTransformer(
|
||
|
n_quantiles=n_quantiles,
|
||
|
output_distribution=output_distribution,
|
||
|
subsample=subsample,
|
||
|
ignore_implicit_zeros=ignore_implicit_zeros,
|
||
|
random_state=random_state,
|
||
|
copy=copy,
|
||
|
)
|
||
|
if axis == 0:
|
||
|
return n.fit_transform(X)
|
||
|
elif axis == 1:
|
||
|
return n.fit_transform(X.T).T
|
||
|
else:
|
||
|
raise ValueError(
|
||
|
"axis should be either equal to 0 or 1. Got axis={}".format(axis)
|
||
|
)
|
||
|
|
||
|
|
||
|
class PowerTransformer(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
|
||
|
"""Apply a power transform featurewise to make data more Gaussian-like.
|
||
|
|
||
|
Power transforms are a family of parametric, monotonic transformations
|
||
|
that are applied to make data more Gaussian-like. This is useful for
|
||
|
modeling issues related to heteroscedasticity (non-constant variance),
|
||
|
or other situations where normality is desired.
|
||
|
|
||
|
Currently, PowerTransformer supports the Box-Cox transform and the
|
||
|
Yeo-Johnson transform. The optimal parameter for stabilizing variance and
|
||
|
minimizing skewness is estimated through maximum likelihood.
|
||
|
|
||
|
Box-Cox requires input data to be strictly positive, while Yeo-Johnson
|
||
|
supports both positive or negative data.
|
||
|
|
||
|
By default, zero-mean, unit-variance normalization is applied to the
|
||
|
transformed data.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_transformer>`.
|
||
|
|
||
|
.. versionadded:: 0.20
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
method : {'yeo-johnson', 'box-cox'}, default='yeo-johnson'
|
||
|
The power transform method. Available methods are:
|
||
|
|
||
|
- 'yeo-johnson' [1]_, works with positive and negative values
|
||
|
- 'box-cox' [2]_, only works with strictly positive values
|
||
|
|
||
|
standardize : bool, default=True
|
||
|
Set to True to apply zero-mean, unit-variance normalization to the
|
||
|
transformed output.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace computation during transformation.
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
lambdas_ : ndarray of float of shape (n_features,)
|
||
|
The parameters of the power transformation for the selected features.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
power_transform : Equivalent function without the estimator API.
|
||
|
|
||
|
QuantileTransformer : Maps data to a standard normal distribution with
|
||
|
the parameter `output_distribution='normal'`.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
NaNs are treated as missing values: disregarded in ``fit``, and maintained
|
||
|
in ``transform``.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
References
|
||
|
----------
|
||
|
|
||
|
.. [1] I.K. Yeo and R.A. Johnson, "A new family of power transformations to
|
||
|
improve normality or symmetry." Biometrika, 87(4), pp.954-959,
|
||
|
(2000).
|
||
|
|
||
|
.. [2] G.E.P. Box and D.R. Cox, "An Analysis of Transformations", Journal
|
||
|
of the Royal Statistical Society B, 26, 211-252 (1964).
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> import numpy as np
|
||
|
>>> from sklearn.preprocessing import PowerTransformer
|
||
|
>>> pt = PowerTransformer()
|
||
|
>>> data = [[1, 2], [3, 2], [4, 5]]
|
||
|
>>> print(pt.fit(data))
|
||
|
PowerTransformer()
|
||
|
>>> print(pt.lambdas_)
|
||
|
[ 1.386... -3.100...]
|
||
|
>>> print(pt.transform(data))
|
||
|
[[-1.316... -0.707...]
|
||
|
[ 0.209... -0.707...]
|
||
|
[ 1.106... 1.414...]]
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
"method": [StrOptions({"yeo-johnson", "box-cox"})],
|
||
|
"standardize": ["boolean"],
|
||
|
"copy": ["boolean"],
|
||
|
}
|
||
|
|
||
|
def __init__(self, method="yeo-johnson", *, standardize=True, copy=True):
|
||
|
self.method = method
|
||
|
self.standardize = standardize
|
||
|
self.copy = copy
|
||
|
|
||
|
def fit(self, X, y=None):
|
||
|
"""Estimate the optimal parameter lambda for each feature.
|
||
|
|
||
|
The optimal lambda parameter for minimizing skewness is estimated on
|
||
|
each feature independently using maximum likelihood.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
The data used to estimate the optimal transformation parameters.
|
||
|
|
||
|
y : None
|
||
|
Ignored.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted transformer.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
self._fit(X, y=y, force_transform=False)
|
||
|
return self
|
||
|
|
||
|
def fit_transform(self, X, y=None):
|
||
|
"""Fit `PowerTransformer` to `X`, then transform `X`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
The data used to estimate the optimal transformation parameters
|
||
|
and to be transformed using a power transformation.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present for API consistency by convention.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_new : ndarray of shape (n_samples, n_features)
|
||
|
Transformed data.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
return self._fit(X, y, force_transform=True)
|
||
|
|
||
|
def _fit(self, X, y=None, force_transform=False):
|
||
|
X = self._check_input(X, in_fit=True, check_positive=True)
|
||
|
|
||
|
if not self.copy and not force_transform: # if call from fit()
|
||
|
X = X.copy() # force copy so that fit does not change X inplace
|
||
|
|
||
|
optim_function = {
|
||
|
"box-cox": self._box_cox_optimize,
|
||
|
"yeo-johnson": self._yeo_johnson_optimize,
|
||
|
}[self.method]
|
||
|
with np.errstate(invalid="ignore"): # hide NaN warnings
|
||
|
self.lambdas_ = np.array([optim_function(col) for col in X.T])
|
||
|
|
||
|
if self.standardize or force_transform:
|
||
|
transform_function = {
|
||
|
"box-cox": boxcox,
|
||
|
"yeo-johnson": self._yeo_johnson_transform,
|
||
|
}[self.method]
|
||
|
for i, lmbda in enumerate(self.lambdas_):
|
||
|
with np.errstate(invalid="ignore"): # hide NaN warnings
|
||
|
X[:, i] = transform_function(X[:, i], lmbda)
|
||
|
|
||
|
if self.standardize:
|
||
|
self._scaler = StandardScaler(copy=False)
|
||
|
if force_transform:
|
||
|
X = self._scaler.fit_transform(X)
|
||
|
else:
|
||
|
self._scaler.fit(X)
|
||
|
|
||
|
return X
|
||
|
|
||
|
def transform(self, X):
|
||
|
"""Apply the power transform to each feature using the fitted lambdas.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
The data to be transformed using a power transformation.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_trans : ndarray of shape (n_samples, n_features)
|
||
|
The transformed data.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
X = self._check_input(X, in_fit=False, check_positive=True, check_shape=True)
|
||
|
|
||
|
transform_function = {
|
||
|
"box-cox": boxcox,
|
||
|
"yeo-johnson": self._yeo_johnson_transform,
|
||
|
}[self.method]
|
||
|
for i, lmbda in enumerate(self.lambdas_):
|
||
|
with np.errstate(invalid="ignore"): # hide NaN warnings
|
||
|
X[:, i] = transform_function(X[:, i], lmbda)
|
||
|
|
||
|
if self.standardize:
|
||
|
X = self._scaler.transform(X)
|
||
|
|
||
|
return X
|
||
|
|
||
|
def inverse_transform(self, X):
|
||
|
"""Apply the inverse power transformation using the fitted lambdas.
|
||
|
|
||
|
The inverse of the Box-Cox transformation is given by::
|
||
|
|
||
|
if lambda_ == 0:
|
||
|
X = exp(X_trans)
|
||
|
else:
|
||
|
X = (X_trans * lambda_ + 1) ** (1 / lambda_)
|
||
|
|
||
|
The inverse of the Yeo-Johnson transformation is given by::
|
||
|
|
||
|
if X >= 0 and lambda_ == 0:
|
||
|
X = exp(X_trans) - 1
|
||
|
elif X >= 0 and lambda_ != 0:
|
||
|
X = (X_trans * lambda_ + 1) ** (1 / lambda_) - 1
|
||
|
elif X < 0 and lambda_ != 2:
|
||
|
X = 1 - (-(2 - lambda_) * X_trans + 1) ** (1 / (2 - lambda_))
|
||
|
elif X < 0 and lambda_ == 2:
|
||
|
X = 1 - exp(-X_trans)
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
The transformed data.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X : ndarray of shape (n_samples, n_features)
|
||
|
The original data.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
X = self._check_input(X, in_fit=False, check_shape=True)
|
||
|
|
||
|
if self.standardize:
|
||
|
X = self._scaler.inverse_transform(X)
|
||
|
|
||
|
inv_fun = {
|
||
|
"box-cox": self._box_cox_inverse_tranform,
|
||
|
"yeo-johnson": self._yeo_johnson_inverse_transform,
|
||
|
}[self.method]
|
||
|
for i, lmbda in enumerate(self.lambdas_):
|
||
|
with np.errstate(invalid="ignore"): # hide NaN warnings
|
||
|
X[:, i] = inv_fun(X[:, i], lmbda)
|
||
|
|
||
|
return X
|
||
|
|
||
|
def _box_cox_inverse_tranform(self, x, lmbda):
|
||
|
"""Return inverse-transformed input x following Box-Cox inverse
|
||
|
transform with parameter lambda.
|
||
|
"""
|
||
|
if lmbda == 0:
|
||
|
x_inv = np.exp(x)
|
||
|
else:
|
||
|
x_inv = (x * lmbda + 1) ** (1 / lmbda)
|
||
|
|
||
|
return x_inv
|
||
|
|
||
|
def _yeo_johnson_inverse_transform(self, x, lmbda):
|
||
|
"""Return inverse-transformed input x following Yeo-Johnson inverse
|
||
|
transform with parameter lambda.
|
||
|
"""
|
||
|
x_inv = np.zeros_like(x)
|
||
|
pos = x >= 0
|
||
|
|
||
|
# when x >= 0
|
||
|
if abs(lmbda) < np.spacing(1.0):
|
||
|
x_inv[pos] = np.exp(x[pos]) - 1
|
||
|
else: # lmbda != 0
|
||
|
x_inv[pos] = np.power(x[pos] * lmbda + 1, 1 / lmbda) - 1
|
||
|
|
||
|
# when x < 0
|
||
|
if abs(lmbda - 2) > np.spacing(1.0):
|
||
|
x_inv[~pos] = 1 - np.power(-(2 - lmbda) * x[~pos] + 1, 1 / (2 - lmbda))
|
||
|
else: # lmbda == 2
|
||
|
x_inv[~pos] = 1 - np.exp(-x[~pos])
|
||
|
|
||
|
return x_inv
|
||
|
|
||
|
def _yeo_johnson_transform(self, x, lmbda):
|
||
|
"""Return transformed input x following Yeo-Johnson transform with
|
||
|
parameter lambda.
|
||
|
"""
|
||
|
|
||
|
out = np.zeros_like(x)
|
||
|
pos = x >= 0 # binary mask
|
||
|
|
||
|
# when x >= 0
|
||
|
if abs(lmbda) < np.spacing(1.0):
|
||
|
out[pos] = np.log1p(x[pos])
|
||
|
else: # lmbda != 0
|
||
|
out[pos] = (np.power(x[pos] + 1, lmbda) - 1) / lmbda
|
||
|
|
||
|
# when x < 0
|
||
|
if abs(lmbda - 2) > np.spacing(1.0):
|
||
|
out[~pos] = -(np.power(-x[~pos] + 1, 2 - lmbda) - 1) / (2 - lmbda)
|
||
|
else: # lmbda == 2
|
||
|
out[~pos] = -np.log1p(-x[~pos])
|
||
|
|
||
|
return out
|
||
|
|
||
|
def _box_cox_optimize(self, x):
|
||
|
"""Find and return optimal lambda parameter of the Box-Cox transform by
|
||
|
MLE, for observed data x.
|
||
|
|
||
|
We here use scipy builtins which uses the brent optimizer.
|
||
|
"""
|
||
|
# the computation of lambda is influenced by NaNs so we need to
|
||
|
# get rid of them
|
||
|
_, lmbda = stats.boxcox(x[~np.isnan(x)], lmbda=None)
|
||
|
|
||
|
return lmbda
|
||
|
|
||
|
def _yeo_johnson_optimize(self, x):
|
||
|
"""Find and return optimal lambda parameter of the Yeo-Johnson
|
||
|
transform by MLE, for observed data x.
|
||
|
|
||
|
Like for Box-Cox, MLE is done via the brent optimizer.
|
||
|
"""
|
||
|
x_tiny = np.finfo(np.float64).tiny
|
||
|
|
||
|
def _neg_log_likelihood(lmbda):
|
||
|
"""Return the negative log likelihood of the observed data x as a
|
||
|
function of lambda."""
|
||
|
x_trans = self._yeo_johnson_transform(x, lmbda)
|
||
|
n_samples = x.shape[0]
|
||
|
x_trans_var = x_trans.var()
|
||
|
|
||
|
# Reject transformed data that would raise a RuntimeWarning in np.log
|
||
|
if x_trans_var < x_tiny:
|
||
|
return np.inf
|
||
|
|
||
|
log_var = np.log(x_trans_var)
|
||
|
loglike = -n_samples / 2 * log_var
|
||
|
loglike += (lmbda - 1) * (np.sign(x) * np.log1p(np.abs(x))).sum()
|
||
|
|
||
|
return -loglike
|
||
|
|
||
|
# the computation of lambda is influenced by NaNs so we need to
|
||
|
# get rid of them
|
||
|
x = x[~np.isnan(x)]
|
||
|
# choosing bracket -2, 2 like for boxcox
|
||
|
return optimize.brent(_neg_log_likelihood, brack=(-2, 2))
|
||
|
|
||
|
def _check_input(self, X, in_fit, check_positive=False, check_shape=False):
|
||
|
"""Validate the input before fit and transform.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
|
||
|
in_fit : bool
|
||
|
Whether or not `_check_input` is called from `fit` or other
|
||
|
methods, e.g. `predict`, `transform`, etc.
|
||
|
|
||
|
check_positive : bool, default=False
|
||
|
If True, check that all data is positive and non-zero (only if
|
||
|
``self.method=='box-cox'``).
|
||
|
|
||
|
check_shape : bool, default=False
|
||
|
If True, check that n_features matches the length of self.lambdas_
|
||
|
"""
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
ensure_2d=True,
|
||
|
dtype=FLOAT_DTYPES,
|
||
|
copy=self.copy,
|
||
|
force_all_finite="allow-nan",
|
||
|
reset=in_fit,
|
||
|
)
|
||
|
|
||
|
with warnings.catch_warnings():
|
||
|
warnings.filterwarnings("ignore", r"All-NaN (slice|axis) encountered")
|
||
|
if check_positive and self.method == "box-cox" and np.nanmin(X) <= 0:
|
||
|
raise ValueError(
|
||
|
"The Box-Cox transformation can only be "
|
||
|
"applied to strictly positive data"
|
||
|
)
|
||
|
|
||
|
if check_shape and not X.shape[1] == len(self.lambdas_):
|
||
|
raise ValueError(
|
||
|
"Input data has a different number of features "
|
||
|
"than fitting data. Should have {n}, data has {m}".format(
|
||
|
n=len(self.lambdas_), m=X.shape[1]
|
||
|
)
|
||
|
)
|
||
|
|
||
|
return X
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"allow_nan": True}
|
||
|
|
||
|
|
||
|
def power_transform(X, method="yeo-johnson", *, standardize=True, copy=True):
|
||
|
"""Parametric, monotonic transformation to make data more Gaussian-like.
|
||
|
|
||
|
Power transforms are a family of parametric, monotonic transformations
|
||
|
that are applied to make data more Gaussian-like. This is useful for
|
||
|
modeling issues related to heteroscedasticity (non-constant variance),
|
||
|
or other situations where normality is desired.
|
||
|
|
||
|
Currently, power_transform supports the Box-Cox transform and the
|
||
|
Yeo-Johnson transform. The optimal parameter for stabilizing variance and
|
||
|
minimizing skewness is estimated through maximum likelihood.
|
||
|
|
||
|
Box-Cox requires input data to be strictly positive, while Yeo-Johnson
|
||
|
supports both positive or negative data.
|
||
|
|
||
|
By default, zero-mean, unit-variance normalization is applied to the
|
||
|
transformed data.
|
||
|
|
||
|
Read more in the :ref:`User Guide <preprocessing_transformer>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
The data to be transformed using a power transformation.
|
||
|
|
||
|
method : {'yeo-johnson', 'box-cox'}, default='yeo-johnson'
|
||
|
The power transform method. Available methods are:
|
||
|
|
||
|
- 'yeo-johnson' [1]_, works with positive and negative values
|
||
|
- 'box-cox' [2]_, only works with strictly positive values
|
||
|
|
||
|
.. versionchanged:: 0.23
|
||
|
The default value of the `method` parameter changed from
|
||
|
'box-cox' to 'yeo-johnson' in 0.23.
|
||
|
|
||
|
standardize : bool, default=True
|
||
|
Set to True to apply zero-mean, unit-variance normalization to the
|
||
|
transformed output.
|
||
|
|
||
|
copy : bool, default=True
|
||
|
Set to False to perform inplace computation during transformation.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_trans : ndarray of shape (n_samples, n_features)
|
||
|
The transformed data.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
PowerTransformer : Equivalent transformation with the
|
||
|
Transformer API (e.g. as part of a preprocessing
|
||
|
:class:`~sklearn.pipeline.Pipeline`).
|
||
|
|
||
|
quantile_transform : Maps data to a standard normal distribution with
|
||
|
the parameter `output_distribution='normal'`.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
NaNs are treated as missing values: disregarded in ``fit``, and maintained
|
||
|
in ``transform``.
|
||
|
|
||
|
For a comparison of the different scalers, transformers, and normalizers,
|
||
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
||
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
||
|
|
||
|
References
|
||
|
----------
|
||
|
|
||
|
.. [1] I.K. Yeo and R.A. Johnson, "A new family of power transformations to
|
||
|
improve normality or symmetry." Biometrika, 87(4), pp.954-959,
|
||
|
(2000).
|
||
|
|
||
|
.. [2] G.E.P. Box and D.R. Cox, "An Analysis of Transformations", Journal
|
||
|
of the Royal Statistical Society B, 26, 211-252 (1964).
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> import numpy as np
|
||
|
>>> from sklearn.preprocessing import power_transform
|
||
|
>>> data = [[1, 2], [3, 2], [4, 5]]
|
||
|
>>> print(power_transform(data, method='box-cox'))
|
||
|
[[-1.332... -0.707...]
|
||
|
[ 0.256... -0.707...]
|
||
|
[ 1.076... 1.414...]]
|
||
|
|
||
|
.. warning:: Risk of data leak.
|
||
|
Do not use :func:`~sklearn.preprocessing.power_transform` unless you
|
||
|
know what you are doing. A common mistake is to apply it to the entire
|
||
|
data *before* splitting into training and test sets. This will bias the
|
||
|
model evaluation because information would have leaked from the test
|
||
|
set to the training set.
|
||
|
In general, we recommend using
|
||
|
:class:`~sklearn.preprocessing.PowerTransformer` within a
|
||
|
:ref:`Pipeline <pipeline>` in order to prevent most risks of data
|
||
|
leaking, e.g.: `pipe = make_pipeline(PowerTransformer(),
|
||
|
LogisticRegression())`.
|
||
|
"""
|
||
|
pt = PowerTransformer(method=method, standardize=standardize, copy=copy)
|
||
|
return pt.fit_transform(X)
|