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- # Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
- # Mathieu Blondel <mathieu@mblondel.org>
- # Olivier Grisel <olivier.grisel@ensta.org>
- # Andreas Mueller <amueller@ais.uni-bonn.de>
- # Eric Martin <eric@ericmart.in>
- # Giorgio Patrini <giorgio.patrini@anu.edu.au>
- # Eric Chang <ericchang2017@u.northwestern.edu>
- # License: BSD 3 clause
- import warnings
- from numbers import Integral, Real
- import numpy as np
- from scipy import optimize, sparse, stats
- from scipy.special import boxcox
- from ..base import (
- BaseEstimator,
- ClassNamePrefixFeaturesOutMixin,
- OneToOneFeatureMixin,
- TransformerMixin,
- _fit_context,
- )
- from ..utils import check_array
- from ..utils._param_validation import Interval, Options, StrOptions, validate_params
- from ..utils.extmath import _incremental_mean_and_var, row_norms
- from ..utils.sparsefuncs import (
- incr_mean_variance_axis,
- inplace_column_scale,
- mean_variance_axis,
- min_max_axis,
- )
- from ..utils.sparsefuncs_fast import (
- inplace_csr_row_normalize_l1,
- inplace_csr_row_normalize_l2,
- )
- from ..utils.validation import (
- FLOAT_DTYPES,
- _check_sample_weight,
- check_is_fitted,
- check_random_state,
- )
- from ._encoders import OneHotEncoder
- BOUNDS_THRESHOLD = 1e-7
- __all__ = [
- "Binarizer",
- "KernelCenterer",
- "MinMaxScaler",
- "MaxAbsScaler",
- "Normalizer",
- "OneHotEncoder",
- "RobustScaler",
- "StandardScaler",
- "QuantileTransformer",
- "PowerTransformer",
- "add_dummy_feature",
- "binarize",
- "normalize",
- "scale",
- "robust_scale",
- "maxabs_scale",
- "minmax_scale",
- "quantile_transform",
- "power_transform",
- ]
- def _is_constant_feature(var, mean, n_samples):
- """Detect if a feature is indistinguishable from a constant feature.
- The detection is based on its computed variance and on the theoretical
- error bounds of the '2 pass algorithm' for variance computation.
- See "Algorithms for computing the sample variance: analysis and
- recommendations", by Chan, Golub, and LeVeque.
- """
- # In scikit-learn, variance is always computed using float64 accumulators.
- eps = np.finfo(np.float64).eps
- upper_bound = n_samples * eps * var + (n_samples * mean * eps) ** 2
- return var <= upper_bound
- def _handle_zeros_in_scale(scale, copy=True, constant_mask=None):
- """Set scales of near constant features to 1.
- The goal is to avoid division by very small or zero values.
- Near constant features are detected automatically by identifying
- scales close to machine precision unless they are precomputed by
- the caller and passed with the `constant_mask` kwarg.
- Typically for standard scaling, the scales are the standard
- deviation while near constant features are better detected on the
- computed variances which are closer to machine precision by
- construction.
- """
- # if we are fitting on 1D arrays, scale might be a scalar
- if np.isscalar(scale):
- if scale == 0.0:
- scale = 1.0
- return scale
- elif isinstance(scale, np.ndarray):
- if constant_mask is None:
- # Detect near constant values to avoid dividing by a very small
- # value that could lead to surprising results and numerical
- # stability issues.
- constant_mask = scale < 10 * np.finfo(scale.dtype).eps
- if copy:
- # New array to avoid side-effects
- scale = scale.copy()
- scale[constant_mask] = 1.0
- return scale
- @validate_params(
- {
- "X": ["array-like", "sparse matrix"],
- "axis": [Options(Integral, {0, 1})],
- "with_mean": ["boolean"],
- "with_std": ["boolean"],
- "copy": ["boolean"],
- },
- prefer_skip_nested_validation=True,
- )
- def scale(X, *, axis=0, with_mean=True, with_std=True, copy=True):
- """Standardize a dataset along any axis.
- Center to the mean and component wise scale to unit variance.
- Read more in the :ref:`User Guide <preprocessing_scaler>`.
- Parameters
- ----------
- X : {array-like, sparse matrix} of shape (n_samples, n_features)
- The data to center and scale.
- axis : {0, 1}, default=0
- Axis used to compute the means and standard deviations along. If 0,
- independently standardize each feature, otherwise (if 1) standardize
- each sample.
- with_mean : bool, default=True
- If True, center the data before scaling.
- with_std : bool, default=True
- If True, scale the data to unit variance (or equivalently,
- unit standard deviation).
- 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
- CSC matrix and if axis is 1).
- Returns
- -------
- X_tr : {ndarray, sparse matrix} of shape (n_samples, n_features)
- The transformed data.
- See Also
- --------
- StandardScaler : Performs scaling to unit variance 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_mean=False` (in that case, only variance scaling will be
- performed on the features of the CSC 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 CSC matrix.
- NaNs are treated as missing values: disregarded to compute the statistics,
- and maintained during the data transformation.
- 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:`sphx_glr_auto_examples_preprocessing_plot_all_scaling.py`.
- .. warning:: Risk of data leak
- Do not use :func:`~sklearn.preprocessing.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.StandardScaler` within a
- :ref:`Pipeline <pipeline>` in order to prevent most risks of data
- leaking: `pipe = make_pipeline(StandardScaler(), LogisticRegression())`.
- """ # noqa
- X = check_array(
- X,
- accept_sparse="csc",
- copy=copy,
- ensure_2d=False,
- estimator="the scale function",
- dtype=FLOAT_DTYPES,
- force_all_finite="allow-nan",
- )
- if sparse.issparse(X):
- if with_mean:
- raise ValueError(
- "Cannot center sparse matrices: pass `with_mean=False` instead"
- " See docstring for motivation and alternatives."
- )
- if axis != 0:
- raise ValueError(
- "Can only scale sparse matrix on axis=0, got axis=%d" % axis
- )
- if with_std:
- _, var = mean_variance_axis(X, axis=0)
- var = _handle_zeros_in_scale(var, copy=False)
- inplace_column_scale(X, 1 / np.sqrt(var))
- else:
- X = np.asarray(X)
- if with_mean:
- mean_ = np.nanmean(X, axis)
- if with_std:
- scale_ = np.nanstd(X, axis)
- # Xr is a view on the original array that enables easy use of
- # broadcasting on the axis in which we are interested in
- Xr = np.rollaxis(X, axis)
- if with_mean:
- Xr -= mean_
- mean_1 = np.nanmean(Xr, axis=0)
- # Verify that mean_1 is 'close to zero'. If X contains very
- # large values, mean_1 can also be very large, due to a lack of
- # precision of mean_. In this case, a pre-scaling of the
- # concerned feature is efficient, for instance by its mean or
- # maximum.
- if not np.allclose(mean_1, 0):
- warnings.warn(
- "Numerical issues were encountered "
- "when centering the data "
- "and might not be solved. Dataset may "
- "contain too large values. You may need "
- "to prescale your features."
- )
- Xr -= mean_1
- if with_std:
- scale_ = _handle_zeros_in_scale(scale_, copy=False)
- Xr /= scale_
- if with_mean:
- mean_2 = np.nanmean(Xr, axis=0)
- # If mean_2 is not 'close to zero', it comes from the fact that
- # scale_ is very small so that mean_2 = mean_1/scale_ > 0, even
- # if mean_1 was close to zero. The problem is thus essentially
- # due to the lack of precision of mean_. A solution is then to
- # subtract the mean again:
- if not np.allclose(mean_2, 0):
- warnings.warn(
- "Numerical issues were encountered "
- "when scaling the data "
- "and might not be solved. The standard "
- "deviation of the data is probably "
- "very close to 0. "
- )
- Xr -= mean_2
- return X
- class MinMaxScaler(OneToOneFeatureMixin, TransformerMixin, BaseEstimator):
- """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, e.g. between
- zero and one.
- The transformation is given by::
- 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.
- This transformation is often used as an alternative to zero mean,
- unit variance scaling.
- `MinMaxScaler` doesn't reduce the effect of outliers, but it linearily
- scales them down into a fixed range, where the largest occuring data point
- corresponds to the maximum value and the smallest one corresponds to the
- minimum value. For an example visualization, refer to :ref:`Compare
- MinMaxScaler with other scalers <plot_all_scaling_minmax_scaler_section>`.
- Read more in the :ref:`User Guide <preprocessing_scaler>`.
- Parameters
- ----------
- feature_range : tuple (min, max), default=(0, 1)
- Desired range of transformed data.
- copy : bool, default=True
- Set to False to perform inplace row normalization and avoid a
- copy (if the input is already a numpy array).
- clip : bool, default=False
- Set to True to clip transformed values of held-out data to
- provided `feature range`.
- .. versionadded:: 0.24
- Attributes
- ----------
- min_ : ndarray of shape (n_features,)
- Per feature adjustment for minimum. Equivalent to
- ``min - X.min(axis=0) * self.scale_``
- scale_ : ndarray of shape (n_features,)
- Per feature relative scaling of the data. Equivalent to
- ``(max - min) / (X.max(axis=0) - X.min(axis=0))``
- .. versionadded:: 0.17
- *scale_* attribute.
- data_min_ : ndarray of shape (n_features,)
- Per feature minimum seen in the data
- .. versionadded:: 0.17
- *data_min_*
- data_max_ : ndarray of shape (n_features,)
- Per feature maximum seen in the data
- .. versionadded:: 0.17
- *data_max_*
- data_range_ : ndarray of shape (n_features,)
- Per feature range ``(data_max_ - data_min_)`` seen in the data
- .. versionadded:: 0.17
- *data_range_*
- n_features_in_ : int
- Number of features seen during :term:`fit`.
- .. versionadded:: 0.24
- n_samples_seen_ : int
- The number of samples processed by the estimator.
- It will be reset on new calls to fit, but increments across
- ``partial_fit`` calls.
- 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
- --------
- minmax_scale : Equivalent function without the estimator API.
- Notes
- -----
- NaNs are treated as missing values: disregarded in fit, and maintained in
- transform.
- Examples
- --------
- >>> from sklearn.preprocessing import MinMaxScaler
- >>> data = [[-1, 2], [-0.5, 6], [0, 10], [1, 18]]
- >>> scaler = MinMaxScaler()
- >>> print(scaler.fit(data))
- MinMaxScaler()
- >>> print(scaler.data_max_)
- [ 1. 18.]
- >>> print(scaler.transform(data))
- [[0. 0. ]
- [0.25 0.25]
- [0.5 0.5 ]
- [1. 1. ]]
- >>> print(scaler.transform([[2, 2]]))
- [[1.5 0. ]]
- """
- _parameter_constraints: dict = {
- "feature_range": [tuple],
- "copy": ["boolean"],
- "clip": ["boolean"],
- }
- def __init__(self, feature_range=(0, 1), *, copy=True, clip=False):
- self.feature_range = feature_range
- self.copy = copy
- self.clip = clip
- 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.min_
- del self.n_samples_seen_
- del self.data_min_
- del self.data_max_
- del self.data_range_
- def fit(self, X, y=None):
- """Compute the minimum and maximum to be used for later scaling.
- Parameters
- ----------
- X : array-like 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)
- @_fit_context(prefer_skip_nested_validation=True)
- def partial_fit(self, X, y=None):
- """Online computation of min and max 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.
- Parameters
- ----------
- X : array-like 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.
- """
- 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}
- @validate_params(
- {
- "X": ["array-like"],
- "axis": [Options(Integral, {0, 1})],
- },
- prefer_skip_nested_validation=False,
- )
- 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 : {0, 1}, 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:`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.
- `StandardScaler` is sensitive to outliers, and the features may scale
- differently from each other in the presence of outliers. For an example
- visualization, refer to :ref:`Compare StandardScaler with other scalers
- <plot_all_scaling_standard_scaler_section>`.
- 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`` and ``with_std=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_mean=False`` and
- ``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.
- 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)
- @_fit_context(prefer_skip_nested_validation=True)
- 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.
- """
- 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.
- `MaxAbsScaler` doesn't reduce the effect of outliers; it only linearily
- scales them down. For an example visualization, refer to :ref:`Compare
- MaxAbsScaler with other scalers <plot_all_scaling_max_abs_scaler_section>`.
- .. 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.
- 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)
- @_fit_context(prefer_skip_nested_validation=True)
- 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.
- """
- 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}
- @validate_params(
- {
- "X": ["array-like", "sparse matrix"],
- "axis": [Options(Integral, {0, 1})],
- },
- prefer_skip_nested_validation=False,
- )
- 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 : {0, 1}, 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:`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 preprocessing 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, using the median and the
- interquartile range often give better results. For an example visualization
- and comparison to other scalers, refer to :ref:`Compare RobustScaler with
- other scalers <plot_all_scaling_robust_scaler_section>`.
- .. 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
- -----
- 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
- @_fit_context(prefer_skip_nested_validation=True)
- 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.
- """
- # 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}
- @validate_params(
- {"X": ["array-like", "sparse matrix"], "axis": [Options(Integral, {0, 1})]},
- prefer_skip_nested_validation=False,
- )
- 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:`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
- @validate_params(
- {
- "X": ["array-like", "sparse matrix"],
- "norm": [StrOptions({"l1", "l2", "max"})],
- "axis": [Options(Integral, {0, 1})],
- "copy": ["boolean"],
- "return_norm": ["boolean"],
- },
- prefer_skip_nested_validation=True,
- )
- 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:`sphx_glr_auto_examples_preprocessing_plot_all_scaling.py`.
- """
- if axis == 0:
- sparse_format = "csc"
- else: # axis == 1:
- sparse_format = "csr"
- 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.
- For an example visualization, refer to :ref:`Compare Normalizer with other
- scalers <plot_all_scaling_normalizer_section>`.
- 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`.
- 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
- @_fit_context(prefer_skip_nested_validation=True)
- 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_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}
- @validate_params(
- {
- "X": ["array-like", "sparse matrix"],
- "threshold": [Interval(Real, None, None, closed="neither")],
- "copy": ["boolean"],
- },
- prefer_skip_nested_validation=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
- @_fit_context(prefer_skip_nested_validation=True)
- 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_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}
- @validate_params(
- {
- "X": ["array-like", "sparse matrix"],
- "value": [Interval(Real, None, None, closed="neither")],
- },
- prefer_skip_nested_validation=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 X.format == "coo":
- # 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 X.format == "csc":
- # 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.
- For example visualizations, refer to :ref:`Compare QuantileTransformer with
- other scalers <plot_all_scaling_quantile_transformer_section>`.
- 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.
- 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_)
- @_fit_context(prefer_skip_nested_validation=True)
- 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.
- """
- 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}
- @validate_params(
- {"X": ["array-like", "sparse matrix"], "axis": [Options(Integral, {0, 1})]},
- prefer_skip_nested_validation=False,
- )
- 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:`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:
- X = n.fit_transform(X)
- else: # axis == 1
- X = n.fit_transform(X.T).T
- return X
- 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.
- For an example visualization, refer to :ref:`Compare PowerTransformer with
- other scalers <plot_all_scaling_power_transformer_section>`. To see the
- effect of Box-Cox and Yeo-Johnson transformations on different
- distributions, see:
- :ref:`sphx_glr_auto_examples_preprocessing_plot_map_data_to_normal.py`.
- 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``.
- References
- ----------
- .. [1] :doi:`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). <10.1093/biomet/87.4.954>`
- .. [2] :doi:`G.E.P. Box and D.R. Cox, "An Analysis of Transformations",
- Journal of the Royal Statistical Society B, 26, 211-252 (1964).
- <10.1111/j.2517-6161.1964.tb00553.x>`
- 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
- @_fit_context(prefer_skip_nested_validation=True)
- 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._fit(X, y=y, force_transform=False)
- return self
- @_fit_context(prefer_skip_nested_validation=True)
- 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.
- """
- 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
- n_samples = X.shape[0]
- mean = np.mean(X, axis=0, dtype=np.float64)
- var = np.var(X, axis=0, dtype=np.float64)
- optim_function = {
- "box-cox": self._box_cox_optimize,
- "yeo-johnson": self._yeo_johnson_optimize,
- }[self.method]
- transform_function = {
- "box-cox": boxcox,
- "yeo-johnson": self._yeo_johnson_transform,
- }[self.method]
- with np.errstate(invalid="ignore"): # hide NaN warnings
- self.lambdas_ = np.empty(X.shape[1], dtype=X.dtype)
- for i, col in enumerate(X.T):
- # For yeo-johnson, leave constant features unchanged
- # lambda=1 corresponds to the identity transformation
- is_constant_feature = _is_constant_feature(var[i], mean[i], n_samples)
- if self.method == "yeo-johnson" and is_constant_feature:
- self.lambdas_[i] = 1.0
- continue
- self.lambdas_[i] = optim_function(col)
- if self.standardize or force_transform:
- X[:, i] = transform_function(X[:, i], self.lambdas_[i])
- if self.standardize:
- self._scaler = StandardScaler(copy=False).set_output(transform="default")
- 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.
- """
- mask = np.isnan(x)
- if np.all(mask):
- raise ValueError("Column must not be all nan.")
- # the computation of lambda is influenced by NaNs so we need to
- # get rid of them
- _, lmbda = stats.boxcox(x[~mask], 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}
- @validate_params(
- {"X": ["array-like"]},
- prefer_skip_nested_validation=False,
- )
- 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:`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)
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