2557 lines
92 KiB
Python
2557 lines
92 KiB
Python
# Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
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# Mathieu Blondel <mathieu@mblondel.org>
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# Olivier Grisel <olivier.grisel@ensta.org>
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# Andreas Mueller <amueller@ais.uni-bonn.de>
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# Eric Martin <eric@ericmart.in>
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# Giorgio Patrini <giorgio.patrini@anu.edu.au>
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# License: BSD 3 clause
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from __future__ import division
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from itertools import chain, combinations
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import numbers
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import warnings
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from itertools import combinations_with_replacement as combinations_w_r
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import numpy as np
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from scipy import sparse
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from scipy import stats
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from ..base import BaseEstimator, TransformerMixin
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from ..externals import six
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from ..externals.six import string_types
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from ..utils import check_array
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from ..utils.extmath import row_norms
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from ..utils.extmath import _incremental_mean_and_var
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from ..utils.sparsefuncs_fast import (inplace_csr_row_normalize_l1,
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inplace_csr_row_normalize_l2)
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from ..utils.sparsefuncs import (inplace_column_scale,
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mean_variance_axis, incr_mean_variance_axis,
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min_max_axis)
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from ..utils.validation import (check_is_fitted, check_random_state,
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FLOAT_DTYPES)
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BOUNDS_THRESHOLD = 1e-7
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zip = six.moves.zip
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map = six.moves.map
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range = six.moves.range
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__all__ = [
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'Binarizer',
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'KernelCenterer',
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'MinMaxScaler',
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'MaxAbsScaler',
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'Normalizer',
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'OneHotEncoder',
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'RobustScaler',
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'StandardScaler',
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'QuantileTransformer',
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'add_dummy_feature',
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'binarize',
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'normalize',
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'scale',
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'robust_scale',
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'maxabs_scale',
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'minmax_scale',
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'quantile_transform',
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]
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def _handle_zeros_in_scale(scale, copy=True):
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''' Makes sure that whenever scale is zero, we handle it correctly.
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This happens in most scalers when we have constant features.'''
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# if we are fitting on 1D arrays, scale might be a scalar
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if np.isscalar(scale):
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if scale == .0:
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scale = 1.
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return scale
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elif isinstance(scale, np.ndarray):
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if copy:
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# New array to avoid side-effects
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scale = scale.copy()
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scale[scale == 0.0] = 1.0
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return scale
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def scale(X, axis=0, with_mean=True, with_std=True, copy=True):
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"""Standardize a dataset along any axis
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Center to the mean and component wise scale to unit variance.
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Read more in the :ref:`User Guide <preprocessing_scaler>`.
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Parameters
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----------
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X : {array-like, sparse matrix}
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The data to center and scale.
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axis : int (0 by default)
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axis used to compute the means and standard deviations along. If 0,
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independently standardize each feature, otherwise (if 1) standardize
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each sample.
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with_mean : boolean, True by default
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If True, center the data before scaling.
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with_std : boolean, True by default
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If True, scale the data to unit variance (or equivalently,
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unit standard deviation).
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copy : boolean, optional, default True
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set to False to perform inplace row normalization and avoid a
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copy (if the input is already a numpy array or a scipy.sparse
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CSC matrix and if axis is 1).
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Notes
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-----
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This implementation will refuse to center scipy.sparse matrices
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since it would make them non-sparse and would potentially crash the
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program with memory exhaustion problems.
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Instead the caller is expected to either set explicitly
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`with_mean=False` (in that case, only variance scaling will be
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performed on the features of the CSC matrix) or to call `X.toarray()`
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if he/she expects the materialized dense array to fit in memory.
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To avoid memory copy the caller should pass a CSC matrix.
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For a comparison of the different scalers, transformers, and normalizers,
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see :ref:`examples/preprocessing/plot_all_scaling.py
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<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
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See also
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--------
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StandardScaler: Performs scaling to unit variance using the``Transformer`` API
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(e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`).
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""" # noqa
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X = check_array(X, accept_sparse='csc', copy=copy, ensure_2d=False,
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warn_on_dtype=True, estimator='the scale function',
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dtype=FLOAT_DTYPES)
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if sparse.issparse(X):
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if with_mean:
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raise ValueError(
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"Cannot center sparse matrices: pass `with_mean=False` instead"
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" See docstring for motivation and alternatives.")
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if axis != 0:
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raise ValueError("Can only scale sparse matrix on axis=0, "
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" got axis=%d" % axis)
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if with_std:
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_, var = mean_variance_axis(X, axis=0)
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var = _handle_zeros_in_scale(var, copy=False)
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inplace_column_scale(X, 1 / np.sqrt(var))
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else:
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X = np.asarray(X)
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if with_mean:
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mean_ = np.mean(X, axis)
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if with_std:
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scale_ = np.std(X, axis)
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# Xr is a view on the original array that enables easy use of
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# broadcasting on the axis in which we are interested in
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Xr = np.rollaxis(X, axis)
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if with_mean:
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Xr -= mean_
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mean_1 = Xr.mean(axis=0)
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# Verify that mean_1 is 'close to zero'. If X contains very
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# large values, mean_1 can also be very large, due to a lack of
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# precision of mean_. In this case, a pre-scaling of the
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# concerned feature is efficient, for instance by its mean or
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# maximum.
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if not np.allclose(mean_1, 0):
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warnings.warn("Numerical issues were encountered "
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"when centering the data "
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"and might not be solved. Dataset may "
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"contain too large values. You may need "
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"to prescale your features.")
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Xr -= mean_1
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if with_std:
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scale_ = _handle_zeros_in_scale(scale_, copy=False)
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Xr /= scale_
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if with_mean:
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mean_2 = Xr.mean(axis=0)
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# If mean_2 is not 'close to zero', it comes from the fact that
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# scale_ is very small so that mean_2 = mean_1/scale_ > 0, even
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# if mean_1 was close to zero. The problem is thus essentially
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# due to the lack of precision of mean_. A solution is then to
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# subtract the mean again:
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if not np.allclose(mean_2, 0):
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warnings.warn("Numerical issues were encountered "
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"when scaling the data "
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"and might not be solved. The standard "
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"deviation of the data is probably "
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"very close to 0. ")
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Xr -= mean_2
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return X
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class MinMaxScaler(BaseEstimator, TransformerMixin):
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"""Transforms features by scaling each feature to a given range.
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This estimator scales and translates each feature individually such
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that it is in the given range on the training set, i.e. between
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zero and one.
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The transformation is given by::
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X_std = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0))
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X_scaled = X_std * (max - min) + min
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where min, max = feature_range.
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This transformation is often used as an alternative to zero mean,
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unit variance scaling.
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Read more in the :ref:`User Guide <preprocessing_scaler>`.
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Parameters
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----------
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feature_range : tuple (min, max), default=(0, 1)
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Desired range of transformed data.
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copy : boolean, optional, default True
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Set to False to perform inplace row normalization and avoid a
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copy (if the input is already a numpy array).
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Attributes
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----------
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min_ : ndarray, shape (n_features,)
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Per feature adjustment for minimum.
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scale_ : ndarray, shape (n_features,)
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Per feature relative scaling of the data.
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.. versionadded:: 0.17
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*scale_* attribute.
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data_min_ : ndarray, shape (n_features,)
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Per feature minimum seen in the data
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.. versionadded:: 0.17
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*data_min_*
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data_max_ : ndarray, shape (n_features,)
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Per feature maximum seen in the data
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.. versionadded:: 0.17
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*data_max_*
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data_range_ : ndarray, shape (n_features,)
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Per feature range ``(data_max_ - data_min_)`` seen in the data
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.. versionadded:: 0.17
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*data_range_*
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Examples
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--------
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>>> from sklearn.preprocessing import MinMaxScaler
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>>>
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>>> data = [[-1, 2], [-0.5, 6], [0, 10], [1, 18]]
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>>> scaler = MinMaxScaler()
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>>> print(scaler.fit(data))
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MinMaxScaler(copy=True, feature_range=(0, 1))
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>>> print(scaler.data_max_)
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[ 1. 18.]
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>>> print(scaler.transform(data))
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[[ 0. 0. ]
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[ 0.25 0.25]
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[ 0.5 0.5 ]
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[ 1. 1. ]]
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>>> print(scaler.transform([[2, 2]]))
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[[ 1.5 0. ]]
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See also
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--------
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minmax_scale: Equivalent function without the estimator API.
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Notes
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-----
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For a comparison of the different scalers, transformers, and normalizers,
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see :ref:`examples/preprocessing/plot_all_scaling.py
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<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
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"""
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def __init__(self, feature_range=(0, 1), copy=True):
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self.feature_range = feature_range
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self.copy = copy
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def _reset(self):
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"""Reset internal data-dependent state of the scaler, if necessary.
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__init__ parameters are not touched.
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"""
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# Checking one attribute is enough, becase they are all set together
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# in partial_fit
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if hasattr(self, 'scale_'):
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del self.scale_
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del self.min_
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del self.n_samples_seen_
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del self.data_min_
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del self.data_max_
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del self.data_range_
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def fit(self, X, y=None):
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"""Compute the minimum and maximum to be used for later scaling.
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Parameters
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----------
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X : array-like, shape [n_samples, n_features]
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The data used to compute the per-feature minimum and maximum
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used for later scaling along the features axis.
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"""
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# Reset internal state before fitting
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self._reset()
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return self.partial_fit(X, y)
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def partial_fit(self, X, y=None):
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"""Online computation of min and max on X for later scaling.
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All of X is processed as a single batch. This is intended for cases
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when `fit` is not feasible due to very large number of `n_samples`
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or because X is read from a continuous stream.
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Parameters
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----------
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X : array-like, shape [n_samples, n_features]
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The data used to compute the mean and standard deviation
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used for later scaling along the features axis.
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y : Passthrough for ``Pipeline`` compatibility.
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"""
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feature_range = self.feature_range
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if feature_range[0] >= feature_range[1]:
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raise ValueError("Minimum of desired feature range must be smaller"
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" than maximum. Got %s." % str(feature_range))
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if sparse.issparse(X):
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raise TypeError("MinMaxScaler does no support sparse input. "
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"You may consider to use MaxAbsScaler instead.")
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X = check_array(X, copy=self.copy, warn_on_dtype=True,
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estimator=self, dtype=FLOAT_DTYPES)
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data_min = np.min(X, axis=0)
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data_max = np.max(X, axis=0)
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# First pass
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if not hasattr(self, 'n_samples_seen_'):
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self.n_samples_seen_ = X.shape[0]
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# Next steps
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else:
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data_min = np.minimum(self.data_min_, data_min)
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data_max = np.maximum(self.data_max_, data_max)
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self.n_samples_seen_ += X.shape[0]
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data_range = data_max - data_min
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self.scale_ = ((feature_range[1] - feature_range[0]) /
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_handle_zeros_in_scale(data_range))
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self.min_ = feature_range[0] - data_min * self.scale_
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self.data_min_ = data_min
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self.data_max_ = data_max
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self.data_range_ = data_range
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return self
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def transform(self, X):
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"""Scaling features of X according to feature_range.
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Parameters
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----------
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X : array-like, shape [n_samples, n_features]
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Input data that will be transformed.
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"""
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check_is_fitted(self, 'scale_')
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X = check_array(X, copy=self.copy, dtype=FLOAT_DTYPES)
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X *= self.scale_
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X += self.min_
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return X
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def inverse_transform(self, X):
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"""Undo the scaling of X according to feature_range.
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Parameters
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----------
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X : array-like, shape [n_samples, n_features]
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Input data that will be transformed. It cannot be sparse.
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"""
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check_is_fitted(self, 'scale_')
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X = check_array(X, copy=self.copy, dtype=FLOAT_DTYPES)
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X -= self.min_
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X /= self.scale_
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return X
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def minmax_scale(X, feature_range=(0, 1), axis=0, copy=True):
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"""Transforms features by scaling each feature to a given range.
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This estimator scales and translates each feature individually such
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that it is in the given range on the training set, i.e. between
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zero and one.
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The transformation is given by::
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X_std = (X - X.min(axis=0)) / (X.max(axis=0) - X.min(axis=0))
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X_scaled = X_std * (max - min) + min
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where min, max = feature_range.
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This transformation is often used as an alternative to zero mean,
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unit variance scaling.
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Read more in the :ref:`User Guide <preprocessing_scaler>`.
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.. versionadded:: 0.17
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*minmax_scale* function interface
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to :class:`sklearn.preprocessing.MinMaxScaler`.
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Parameters
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----------
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X : array-like, shape (n_samples, n_features)
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The data.
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feature_range : tuple (min, max), default=(0, 1)
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Desired range of transformed data.
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axis : int (0 by default)
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axis used to scale along. If 0, independently scale each feature,
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otherwise (if 1) scale each sample.
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copy : boolean, optional, default is True
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Set to False to perform inplace scaling and avoid a copy (if the input
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is already a numpy array).
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See also
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--------
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MinMaxScaler: Performs scaling to a given range using the``Transformer`` API
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(e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`).
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Notes
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-----
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For a comparison of the different scalers, transformers, and normalizers,
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see :ref:`examples/preprocessing/plot_all_scaling.py
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<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
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""" # noqa
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# Unlike the scaler object, this function allows 1d input.
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# If copy is required, it will be done inside the scaler object.
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X = check_array(X, copy=False, ensure_2d=False, warn_on_dtype=True,
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dtype=FLOAT_DTYPES)
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original_ndim = X.ndim
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if original_ndim == 1:
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X = X.reshape(X.shape[0], 1)
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s = MinMaxScaler(feature_range=feature_range, copy=copy)
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if axis == 0:
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X = s.fit_transform(X)
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else:
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X = s.fit_transform(X.T).T
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if original_ndim == 1:
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X = X.ravel()
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return X
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class StandardScaler(BaseEstimator, TransformerMixin):
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"""Standardize features by removing the mean and scaling to unit variance
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Centering and scaling happen independently on each feature by computing
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the relevant statistics on the samples in the training set. Mean and
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standard deviation are then stored to be used on later data using the
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`transform` method.
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Standardization of a dataset is a common requirement for many
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machine learning estimators: they might behave badly if the
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individual feature do not more or less look like standard normally
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distributed data (e.g. Gaussian with 0 mean and unit variance).
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For instance many elements used in the objective function of
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a learning algorithm (such as the RBF kernel of Support Vector
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Machines or the L1 and L2 regularizers of linear models) assume that
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all features are centered around 0 and have variance in the same
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order. If a feature has a variance that is orders of magnitude larger
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that others, it might dominate the objective function and make the
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estimator unable to learn from other features correctly as expected.
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This scaler can also be applied to sparse CSR or CSC matrices by passing
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`with_mean=False` to avoid breaking the sparsity structure of the data.
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Read more in the :ref:`User Guide <preprocessing_scaler>`.
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Parameters
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----------
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copy : boolean, optional, default True
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If False, try to avoid a copy and do inplace scaling instead.
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This is not guaranteed to always work inplace; e.g. if the data is
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not a NumPy array or scipy.sparse CSR matrix, a copy may still be
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returned.
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with_mean : boolean, True by default
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If True, center the data before scaling.
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This does not work (and will raise an exception) when attempted on
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sparse matrices, because centering them entails building a dense
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matrix which in common use cases is likely to be too large to fit in
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memory.
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with_std : boolean, True by default
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If True, scale the data to unit variance (or equivalently,
|
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unit standard deviation).
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|
|
Attributes
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|
----------
|
|
scale_ : ndarray, shape (n_features,)
|
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Per feature relative scaling of the data.
|
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|
|
.. versionadded:: 0.17
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*scale_*
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mean_ : array of floats with shape [n_features]
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The mean value for each feature in the training set.
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var_ : array of floats with shape [n_features]
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The variance for each feature in the training set. Used to compute
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`scale_`
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n_samples_seen_ : int
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The number of samples processed by the estimator. Will be reset on
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new calls to fit, but increments across ``partial_fit`` calls.
|
|
|
|
Examples
|
|
--------
|
|
>>> from sklearn.preprocessing import StandardScaler
|
|
>>>
|
|
>>> data = [[0, 0], [0, 0], [1, 1], [1, 1]]
|
|
>>> scaler = StandardScaler()
|
|
>>> print(scaler.fit(data))
|
|
StandardScaler(copy=True, with_mean=True, with_std=True)
|
|
>>> 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.]]
|
|
|
|
See also
|
|
--------
|
|
scale: Equivalent function without the estimator API.
|
|
|
|
:class:`sklearn.decomposition.PCA`
|
|
Further removes the linear correlation across features with 'whiten=True'.
|
|
|
|
Notes
|
|
-----
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
""" # noqa
|
|
|
|
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, becase 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):
|
|
"""Compute the mean and std to be used for later scaling.
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix}, shape [n_samples, n_features]
|
|
The data used to compute the mean and standard deviation
|
|
used for later scaling along the features axis.
|
|
|
|
y : Passthrough for ``Pipeline`` compatibility.
|
|
"""
|
|
|
|
# Reset internal state before fitting
|
|
self._reset()
|
|
return self.partial_fit(X, y)
|
|
|
|
def partial_fit(self, X, y=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 `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}, shape [n_samples, n_features]
|
|
The data used to compute the mean and standard deviation
|
|
used for later scaling along the features axis.
|
|
|
|
y : Passthrough for ``Pipeline`` compatibility.
|
|
"""
|
|
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
|
|
warn_on_dtype=True, estimator=self, dtype=FLOAT_DTYPES)
|
|
|
|
# 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 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.with_std:
|
|
# First pass
|
|
if not hasattr(self, 'n_samples_seen_'):
|
|
self.mean_, self.var_ = mean_variance_axis(X, axis=0)
|
|
self.n_samples_seen_ = X.shape[0]
|
|
# 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_)
|
|
else:
|
|
self.mean_ = None
|
|
self.var_ = None
|
|
else:
|
|
# First pass
|
|
if not hasattr(self, 'n_samples_seen_'):
|
|
self.mean_ = .0
|
|
self.n_samples_seen_ = 0
|
|
if self.with_std:
|
|
self.var_ = .0
|
|
else:
|
|
self.var_ = None
|
|
|
|
self.mean_, self.var_, self.n_samples_seen_ = \
|
|
_incremental_mean_and_var(X, self.mean_, self.var_,
|
|
self.n_samples_seen_)
|
|
|
|
if self.with_std:
|
|
self.scale_ = _handle_zeros_in_scale(np.sqrt(self.var_))
|
|
else:
|
|
self.scale_ = None
|
|
|
|
return self
|
|
|
|
def transform(self, X, y='deprecated', copy=None):
|
|
"""Perform standardization by centering and scaling
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like, shape [n_samples, n_features]
|
|
The data used to scale along the features axis.
|
|
y : (ignored)
|
|
.. deprecated:: 0.19
|
|
This parameter will be removed in 0.21.
|
|
copy : bool, optional (default: None)
|
|
Copy the input X or not.
|
|
"""
|
|
if not isinstance(y, string_types) or y != 'deprecated':
|
|
warnings.warn("The parameter y on transform() is "
|
|
"deprecated since 0.19 and will be removed in 0.21",
|
|
DeprecationWarning)
|
|
|
|
check_is_fitted(self, 'scale_')
|
|
|
|
copy = copy if copy is not None else self.copy
|
|
X = check_array(X, accept_sparse='csr', copy=copy, warn_on_dtype=True,
|
|
estimator=self, dtype=FLOAT_DTYPES)
|
|
|
|
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, shape [n_samples, n_features]
|
|
The data used to scale along the features axis.
|
|
copy : bool, optional (default: None)
|
|
Copy the input X or not.
|
|
|
|
Returns
|
|
-------
|
|
X_tr : array-like, shape [n_samples, n_features]
|
|
Transformed array.
|
|
"""
|
|
check_is_fitted(self, 'scale_')
|
|
|
|
copy = copy if copy is not None else self.copy
|
|
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 not sparse.isspmatrix_csr(X):
|
|
X = X.tocsr()
|
|
copy = False
|
|
if copy:
|
|
X = X.copy()
|
|
if self.scale_ is not None:
|
|
inplace_column_scale(X, self.scale_)
|
|
else:
|
|
X = np.asarray(X)
|
|
if copy:
|
|
X = X.copy()
|
|
if self.with_std:
|
|
X *= self.scale_
|
|
if self.with_mean:
|
|
X += self.mean_
|
|
return X
|
|
|
|
|
|
class MaxAbsScaler(BaseEstimator, TransformerMixin):
|
|
"""Scale each feature by its maximum absolute value.
|
|
|
|
This estimator scales and translates each feature individually such
|
|
that the maximal absolute value of each feature in the
|
|
training set will be 1.0. It does not shift/center the data, and
|
|
thus does not destroy any sparsity.
|
|
|
|
This scaler can also be applied to sparse CSR or CSC matrices.
|
|
|
|
.. versionadded:: 0.17
|
|
|
|
Parameters
|
|
----------
|
|
copy : boolean, optional, default is True
|
|
Set to False to perform inplace scaling and avoid a copy (if the input
|
|
is already a numpy array).
|
|
|
|
Attributes
|
|
----------
|
|
scale_ : ndarray, shape (n_features,)
|
|
Per feature relative scaling of the data.
|
|
|
|
.. versionadded:: 0.17
|
|
*scale_* attribute.
|
|
|
|
max_abs_ : ndarray, shape (n_features,)
|
|
Per feature maximum absolute value.
|
|
|
|
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
|
|
-----
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
"""
|
|
|
|
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, becase 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}, shape [n_samples, n_features]
|
|
The data used to compute the per-feature minimum and maximum
|
|
used for later scaling along the features axis.
|
|
"""
|
|
|
|
# Reset internal state before fitting
|
|
self._reset()
|
|
return self.partial_fit(X, y)
|
|
|
|
def partial_fit(self, X, y=None):
|
|
"""Online computation of max absolute value of X for later scaling.
|
|
All of X is processed as a single batch. This is intended for cases
|
|
when `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}, shape [n_samples, n_features]
|
|
The data used to compute the mean and standard deviation
|
|
used for later scaling along the features axis.
|
|
|
|
y : Passthrough for ``Pipeline`` compatibility.
|
|
"""
|
|
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
|
|
estimator=self, dtype=FLOAT_DTYPES)
|
|
|
|
if sparse.issparse(X):
|
|
mins, maxs = min_max_axis(X, axis=0)
|
|
max_abs = np.maximum(np.abs(mins), np.abs(maxs))
|
|
else:
|
|
max_abs = np.abs(X).max(axis=0)
|
|
|
|
# First pass
|
|
if not hasattr(self, 'n_samples_seen_'):
|
|
self.n_samples_seen_ = X.shape[0]
|
|
# Next passes
|
|
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)
|
|
return self
|
|
|
|
def transform(self, X):
|
|
"""Scale the data
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix}
|
|
The data that should be scaled.
|
|
"""
|
|
check_is_fitted(self, 'scale_')
|
|
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
|
|
estimator=self, dtype=FLOAT_DTYPES)
|
|
|
|
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}
|
|
The data that should be transformed back.
|
|
"""
|
|
check_is_fitted(self, 'scale_')
|
|
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
|
|
estimator=self, dtype=FLOAT_DTYPES)
|
|
|
|
if sparse.issparse(X):
|
|
inplace_column_scale(X, self.scale_)
|
|
else:
|
|
X *= self.scale_
|
|
return X
|
|
|
|
|
|
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, shape (n_samples, n_features)
|
|
The data.
|
|
|
|
axis : int (0 by default)
|
|
axis used to scale along. If 0, independently scale each feature,
|
|
otherwise (if 1) scale each sample.
|
|
|
|
copy : boolean, optional, default is True
|
|
Set to False to perform inplace scaling and avoid a copy (if the input
|
|
is already a numpy array).
|
|
|
|
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
|
|
-----
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
""" # noqa
|
|
# 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)
|
|
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(BaseEstimator, TransformerMixin):
|
|
"""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 (or each
|
|
sample, depending on the ``axis`` argument) 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 ``transform``
|
|
method.
|
|
|
|
Standardization of a dataset is a common requirement for many
|
|
machine learning estimators. Typically this is done by removing the mean
|
|
and scaling to unit variance. However, outliers can often influence the
|
|
sample mean / variance in a negative way. In such cases, the median and
|
|
the interquartile range often give better results.
|
|
|
|
.. versionadded:: 0.17
|
|
|
|
Read more in the :ref:`User Guide <preprocessing_scaler>`.
|
|
|
|
Parameters
|
|
----------
|
|
with_centering : boolean, True by default
|
|
If True, center the data before scaling.
|
|
This will cause ``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 : boolean, True by default
|
|
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) = (1st quantile, 3rd quantile) = IQR
|
|
Quantile range used to calculate ``scale_``.
|
|
|
|
.. versionadded:: 0.18
|
|
|
|
copy : boolean, optional, default is 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.
|
|
|
|
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.
|
|
|
|
See also
|
|
--------
|
|
robust_scale: Equivalent function without the estimator API.
|
|
|
|
:class:`sklearn.decomposition.PCA`
|
|
Further removes the linear correlation across features with
|
|
'whiten=True'.
|
|
|
|
Notes
|
|
-----
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
|
|
https://en.wikipedia.org/wiki/Median_(statistics)
|
|
https://en.wikipedia.org/wiki/Interquartile_range
|
|
"""
|
|
|
|
def __init__(self, with_centering=True, with_scaling=True,
|
|
quantile_range=(25.0, 75.0), copy=True):
|
|
self.with_centering = with_centering
|
|
self.with_scaling = with_scaling
|
|
self.quantile_range = quantile_range
|
|
self.copy = copy
|
|
|
|
def _check_array(self, X, copy):
|
|
"""Makes sure centering is not enabled for sparse matrices."""
|
|
X = check_array(X, accept_sparse=('csr', 'csc'), copy=self.copy,
|
|
estimator=self, dtype=FLOAT_DTYPES)
|
|
|
|
if sparse.issparse(X):
|
|
if self.with_centering:
|
|
raise ValueError(
|
|
"Cannot center sparse matrices: use `with_centering=False`"
|
|
" instead. See docstring for motivation and alternatives.")
|
|
return X
|
|
|
|
def fit(self, X, y=None):
|
|
"""Compute the median and quantiles to be used for scaling.
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like, shape [n_samples, n_features]
|
|
The data used to compute the median and quantiles
|
|
used for later scaling along the features axis.
|
|
"""
|
|
if sparse.issparse(X):
|
|
raise TypeError("RobustScaler cannot be fitted on sparse inputs")
|
|
X = self._check_array(X, self.copy)
|
|
if self.with_centering:
|
|
self.center_ = np.median(X, axis=0)
|
|
|
|
if self.with_scaling:
|
|
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))
|
|
|
|
q = np.percentile(X, self.quantile_range, axis=0)
|
|
self.scale_ = (q[1] - q[0])
|
|
self.scale_ = _handle_zeros_in_scale(self.scale_, copy=False)
|
|
return self
|
|
|
|
def transform(self, X):
|
|
"""Center and scale the data.
|
|
|
|
Can be called on sparse input, provided that ``RobustScaler`` has been
|
|
fitted to dense input and ``with_centering=False``.
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix}
|
|
The data used to scale along the specified axis.
|
|
"""
|
|
if self.with_centering:
|
|
check_is_fitted(self, 'center_')
|
|
if self.with_scaling:
|
|
check_is_fitted(self, 'scale_')
|
|
X = self._check_array(X, self.copy)
|
|
|
|
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
|
|
The data used to scale along the specified axis.
|
|
"""
|
|
if self.with_centering:
|
|
check_is_fitted(self, 'center_')
|
|
if self.with_scaling:
|
|
check_is_fitted(self, 'scale_')
|
|
X = self._check_array(X, self.copy)
|
|
|
|
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 robust_scale(X, axis=0, with_centering=True, with_scaling=True,
|
|
quantile_range=(25.0, 75.0), copy=True):
|
|
"""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
|
|
The data to center and scale.
|
|
|
|
axis : int (0 by default)
|
|
axis used to compute the medians and IQR along. If 0,
|
|
independently scale each feature, otherwise (if 1) scale
|
|
each sample.
|
|
|
|
with_centering : boolean, True by default
|
|
If True, center the data before scaling.
|
|
|
|
with_scaling : boolean, True by default
|
|
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) = (1st quantile, 3rd quantile) = IQR
|
|
Quantile range used to calculate ``scale_``.
|
|
|
|
.. versionadded:: 0.18
|
|
|
|
copy : boolean, optional, default is 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).
|
|
|
|
Notes
|
|
-----
|
|
This implementation will refuse to center scipy.sparse matrices
|
|
since it would make them non-sparse and would potentially crash the
|
|
program with memory exhaustion problems.
|
|
|
|
Instead the caller is expected to either set explicitly
|
|
`with_centering=False` (in that case, only variance scaling will be
|
|
performed on the features of the CSR matrix) or to call `X.toarray()`
|
|
if he/she expects the materialized dense array to fit in memory.
|
|
|
|
To avoid memory copy the caller should pass a CSR matrix.
|
|
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
|
|
See also
|
|
--------
|
|
RobustScaler: Performs centering and scaling using the ``Transformer`` API
|
|
(e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`).
|
|
"""
|
|
s = RobustScaler(with_centering=with_centering, with_scaling=with_scaling,
|
|
quantile_range=quantile_range, copy=copy)
|
|
if axis == 0:
|
|
return s.fit_transform(X)
|
|
else:
|
|
return s.fit_transform(X.T).T
|
|
|
|
|
|
class PolynomialFeatures(BaseEstimator, TransformerMixin):
|
|
"""Generate polynomial and interaction features.
|
|
|
|
Generate a new feature matrix consisting of all polynomial combinations
|
|
of the features with degree less than or equal to the specified degree.
|
|
For example, if an input sample is two dimensional and of the form
|
|
[a, b], the degree-2 polynomial features are [1, a, b, a^2, ab, b^2].
|
|
|
|
Parameters
|
|
----------
|
|
degree : integer
|
|
The degree of the polynomial features. Default = 2.
|
|
|
|
interaction_only : boolean, default = False
|
|
If true, only interaction features are produced: features that are
|
|
products of at most ``degree`` *distinct* input features (so not
|
|
``x[1] ** 2``, ``x[0] * x[2] ** 3``, etc.).
|
|
|
|
include_bias : boolean
|
|
If True (default), then include a bias column, the feature in which
|
|
all polynomial powers are zero (i.e. a column of ones - acts as an
|
|
intercept term in a linear model).
|
|
|
|
Examples
|
|
--------
|
|
>>> X = np.arange(6).reshape(3, 2)
|
|
>>> X
|
|
array([[0, 1],
|
|
[2, 3],
|
|
[4, 5]])
|
|
>>> poly = PolynomialFeatures(2)
|
|
>>> poly.fit_transform(X)
|
|
array([[ 1., 0., 1., 0., 0., 1.],
|
|
[ 1., 2., 3., 4., 6., 9.],
|
|
[ 1., 4., 5., 16., 20., 25.]])
|
|
>>> poly = PolynomialFeatures(interaction_only=True)
|
|
>>> poly.fit_transform(X)
|
|
array([[ 1., 0., 1., 0.],
|
|
[ 1., 2., 3., 6.],
|
|
[ 1., 4., 5., 20.]])
|
|
|
|
Attributes
|
|
----------
|
|
powers_ : array, shape (n_output_features, n_input_features)
|
|
powers_[i, j] is the exponent of the jth input in the ith output.
|
|
|
|
n_input_features_ : int
|
|
The total number of input features.
|
|
|
|
n_output_features_ : int
|
|
The total number of polynomial output features. The number of output
|
|
features is computed by iterating over all suitably sized combinations
|
|
of input features.
|
|
|
|
Notes
|
|
-----
|
|
Be aware that the number of features in the output array scales
|
|
polynomially in the number of features of the input array, and
|
|
exponentially in the degree. High degrees can cause overfitting.
|
|
|
|
See :ref:`examples/linear_model/plot_polynomial_interpolation.py
|
|
<sphx_glr_auto_examples_linear_model_plot_polynomial_interpolation.py>`
|
|
"""
|
|
def __init__(self, degree=2, interaction_only=False, include_bias=True):
|
|
self.degree = degree
|
|
self.interaction_only = interaction_only
|
|
self.include_bias = include_bias
|
|
|
|
@staticmethod
|
|
def _combinations(n_features, degree, interaction_only, include_bias):
|
|
comb = (combinations if interaction_only else combinations_w_r)
|
|
start = int(not include_bias)
|
|
return chain.from_iterable(comb(range(n_features), i)
|
|
for i in range(start, degree + 1))
|
|
|
|
@property
|
|
def powers_(self):
|
|
check_is_fitted(self, 'n_input_features_')
|
|
|
|
combinations = self._combinations(self.n_input_features_, self.degree,
|
|
self.interaction_only,
|
|
self.include_bias)
|
|
return np.vstack(np.bincount(c, minlength=self.n_input_features_)
|
|
for c in combinations)
|
|
|
|
def get_feature_names(self, input_features=None):
|
|
"""
|
|
Return feature names for output features
|
|
|
|
Parameters
|
|
----------
|
|
input_features : list of string, length n_features, optional
|
|
String names for input features if available. By default,
|
|
"x0", "x1", ... "xn_features" is used.
|
|
|
|
Returns
|
|
-------
|
|
output_feature_names : list of string, length n_output_features
|
|
|
|
"""
|
|
powers = self.powers_
|
|
if input_features is None:
|
|
input_features = ['x%d' % i for i in range(powers.shape[1])]
|
|
feature_names = []
|
|
for row in powers:
|
|
inds = np.where(row)[0]
|
|
if len(inds):
|
|
name = " ".join("%s^%d" % (input_features[ind], exp)
|
|
if exp != 1 else input_features[ind]
|
|
for ind, exp in zip(inds, row[inds]))
|
|
else:
|
|
name = "1"
|
|
feature_names.append(name)
|
|
return feature_names
|
|
|
|
def fit(self, X, y=None):
|
|
"""
|
|
Compute number of output features.
|
|
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like, shape (n_samples, n_features)
|
|
The data.
|
|
|
|
Returns
|
|
-------
|
|
self : instance
|
|
"""
|
|
n_samples, n_features = check_array(X).shape
|
|
combinations = self._combinations(n_features, self.degree,
|
|
self.interaction_only,
|
|
self.include_bias)
|
|
self.n_input_features_ = n_features
|
|
self.n_output_features_ = sum(1 for _ in combinations)
|
|
return self
|
|
|
|
def transform(self, X):
|
|
"""Transform data to polynomial features
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like, shape [n_samples, n_features]
|
|
The data to transform, row by row.
|
|
|
|
Returns
|
|
-------
|
|
XP : np.ndarray shape [n_samples, NP]
|
|
The matrix of features, where NP is the number of polynomial
|
|
features generated from the combination of inputs.
|
|
"""
|
|
check_is_fitted(self, ['n_input_features_', 'n_output_features_'])
|
|
|
|
X = check_array(X, dtype=FLOAT_DTYPES)
|
|
n_samples, n_features = X.shape
|
|
|
|
if n_features != self.n_input_features_:
|
|
raise ValueError("X shape does not match training shape")
|
|
|
|
# allocate output data
|
|
XP = np.empty((n_samples, self.n_output_features_), dtype=X.dtype)
|
|
|
|
combinations = self._combinations(n_features, self.degree,
|
|
self.interaction_only,
|
|
self.include_bias)
|
|
for i, c in enumerate(combinations):
|
|
XP[:, i] = X[:, c].prod(1)
|
|
|
|
return XP
|
|
|
|
|
|
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}, 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', or 'max', optional ('l2' by default)
|
|
The norm to use to normalize each non zero sample (or each non-zero
|
|
feature if axis is 0).
|
|
|
|
axis : 0 or 1, optional (1 by default)
|
|
axis used to normalize the data along. If 1, independently normalize
|
|
each sample, otherwise (if 0) normalize each feature.
|
|
|
|
copy : boolean, optional, 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 : boolean, default False
|
|
whether to return the computed norms
|
|
|
|
Returns
|
|
-------
|
|
X : {array-like, sparse matrix}, shape [n_samples, n_features]
|
|
Normalized input X.
|
|
|
|
norms : array, shape [n_samples] if axis=1 else [n_features]
|
|
An array of norms along given axis for X.
|
|
When X is sparse, a NotImplementedError will be raised
|
|
for norm 'l1' or 'l2'.
|
|
|
|
See also
|
|
--------
|
|
Normalizer: Performs normalization using the ``Transformer`` API
|
|
(e.g. as part of a preprocessing :class:`sklearn.pipeline.Pipeline`).
|
|
|
|
Notes
|
|
-----
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
|
|
"""
|
|
if norm not in ('l1', 'l2', 'max'):
|
|
raise ValueError("'%s' is not a supported norm" % norm)
|
|
|
|
if axis == 0:
|
|
sparse_format = 'csc'
|
|
elif axis == 1:
|
|
sparse_format = 'csr'
|
|
else:
|
|
raise ValueError("'%d' is not a supported axis" % axis)
|
|
|
|
X = check_array(X, 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':
|
|
_, norms = min_max_axis(X, 1)
|
|
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(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(BaseEstimator, TransformerMixin):
|
|
"""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 or l2) equals one.
|
|
|
|
This transformer is able to work both with dense numpy arrays and
|
|
scipy.sparse matrix (use CSR format if you want to avoid the burden of
|
|
a copy / conversion).
|
|
|
|
Scaling inputs to unit norms is a common operation for text
|
|
classification or clustering for instance. For instance the dot
|
|
product of two l2-normalized TF-IDF vectors is the cosine similarity
|
|
of the vectors and is the base similarity metric for the Vector
|
|
Space Model commonly used by the Information Retrieval community.
|
|
|
|
Read more in the :ref:`User Guide <preprocessing_normalization>`.
|
|
|
|
Parameters
|
|
----------
|
|
norm : 'l1', 'l2', or 'max', optional ('l2' by default)
|
|
The norm to use to normalize each non zero sample.
|
|
|
|
copy : boolean, optional, 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).
|
|
|
|
Notes
|
|
-----
|
|
This estimator is stateless (besides constructor parameters), the
|
|
fit method does nothing but is useful when used in a pipeline.
|
|
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
|
|
|
|
See also
|
|
--------
|
|
normalize: Equivalent function without the estimator API.
|
|
"""
|
|
|
|
def __init__(self, norm='l2', copy=True):
|
|
self.norm = norm
|
|
self.copy = copy
|
|
|
|
def fit(self, X, y=None):
|
|
"""Do nothing and return the estimator unchanged
|
|
|
|
This method is just there to implement the usual API and hence
|
|
work in pipelines.
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like
|
|
"""
|
|
X = check_array(X, accept_sparse='csr')
|
|
return self
|
|
|
|
def transform(self, X, y='deprecated', copy=None):
|
|
"""Scale each non zero row of X to unit norm
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix}, 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.
|
|
y : (ignored)
|
|
.. deprecated:: 0.19
|
|
This parameter will be removed in 0.21.
|
|
copy : bool, optional (default: None)
|
|
Copy the input X or not.
|
|
"""
|
|
if not isinstance(y, string_types) or y != 'deprecated':
|
|
warnings.warn("The parameter y on transform() is "
|
|
"deprecated since 0.19 and will be removed in 0.21",
|
|
DeprecationWarning)
|
|
|
|
copy = copy if copy is not None else self.copy
|
|
X = check_array(X, accept_sparse='csr')
|
|
return normalize(X, norm=self.norm, axis=1, copy=copy)
|
|
|
|
|
|
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}, 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, optional (0.0 by default)
|
|
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 : boolean, optional, 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).
|
|
|
|
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(BaseEstimator, TransformerMixin):
|
|
"""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, optional (0.0 by default)
|
|
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 : boolean, optional, 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).
|
|
|
|
Notes
|
|
-----
|
|
If the input is a sparse matrix, only the non-zero values are subject
|
|
to update by the Binarizer class.
|
|
|
|
This estimator is stateless (besides constructor parameters), the
|
|
fit method does nothing but is useful when used in a pipeline.
|
|
|
|
See also
|
|
--------
|
|
binarize: Equivalent function without the estimator API.
|
|
"""
|
|
|
|
def __init__(self, threshold=0.0, copy=True):
|
|
self.threshold = threshold
|
|
self.copy = copy
|
|
|
|
def fit(self, X, y=None):
|
|
"""Do nothing and return the estimator unchanged
|
|
|
|
This method is just there to implement the usual API and hence
|
|
work in pipelines.
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like
|
|
"""
|
|
check_array(X, accept_sparse='csr')
|
|
return self
|
|
|
|
def transform(self, X, y='deprecated', copy=None):
|
|
"""Binarize each element of X
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix}, 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.
|
|
y : (ignored)
|
|
.. deprecated:: 0.19
|
|
This parameter will be removed in 0.21.
|
|
copy : bool
|
|
Copy the input X or not.
|
|
"""
|
|
if not isinstance(y, string_types) or y != 'deprecated':
|
|
warnings.warn("The parameter y on transform() is "
|
|
"deprecated since 0.19 and will be removed in 0.21",
|
|
DeprecationWarning)
|
|
|
|
copy = copy if copy is not None else self.copy
|
|
return binarize(X, threshold=self.threshold, copy=copy)
|
|
|
|
|
|
class KernelCenterer(BaseEstimator, TransformerMixin):
|
|
"""Center a kernel matrix
|
|
|
|
Let K(x, z) be a kernel defined by phi(x)^T phi(z), where phi is a
|
|
function mapping x to a Hilbert space. KernelCenterer centers (i.e.,
|
|
normalize to have zero mean) the data without explicitly computing phi(x).
|
|
It is equivalent to centering phi(x) with
|
|
sklearn.preprocessing.StandardScaler(with_std=False).
|
|
|
|
Read more in the :ref:`User Guide <kernel_centering>`.
|
|
"""
|
|
|
|
def fit(self, K, y=None):
|
|
"""Fit KernelCenterer
|
|
|
|
Parameters
|
|
----------
|
|
K : numpy array of shape [n_samples, n_samples]
|
|
Kernel matrix.
|
|
|
|
Returns
|
|
-------
|
|
self : returns an instance of self.
|
|
"""
|
|
K = check_array(K, dtype=FLOAT_DTYPES)
|
|
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, y='deprecated', copy=True):
|
|
"""Center kernel matrix.
|
|
|
|
Parameters
|
|
----------
|
|
K : numpy array of shape [n_samples1, n_samples2]
|
|
Kernel matrix.
|
|
y : (ignored)
|
|
.. deprecated:: 0.19
|
|
This parameter will be removed in 0.21.
|
|
copy : boolean, optional, default True
|
|
Set to False to perform inplace computation.
|
|
|
|
Returns
|
|
-------
|
|
K_new : numpy array of shape [n_samples1, n_samples2]
|
|
"""
|
|
if not isinstance(y, string_types) or y != 'deprecated':
|
|
warnings.warn("The parameter y on transform() is "
|
|
"deprecated since 0.19 and will be removed in 0.21",
|
|
DeprecationWarning)
|
|
|
|
check_is_fitted(self, 'K_fit_all_')
|
|
|
|
K = check_array(K, copy=copy, dtype=FLOAT_DTYPES)
|
|
|
|
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 _pairwise(self):
|
|
return 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}, shape [n_samples, n_features]
|
|
Data.
|
|
|
|
value : float
|
|
Value to use for the dummy feature.
|
|
|
|
Returns
|
|
-------
|
|
|
|
X : {array, sparse matrix}, shape [n_samples, n_features + 1]
|
|
Same data with dummy feature added as first column.
|
|
|
|
Examples
|
|
--------
|
|
|
|
>>> from sklearn.preprocessing import add_dummy_feature
|
|
>>> add_dummy_feature([[0, 1], [1, 0]])
|
|
array([[ 1., 0., 1.],
|
|
[ 1., 1., 0.]])
|
|
"""
|
|
X = check_array(X, accept_sparse=['csc', 'csr', 'coo'], dtype=FLOAT_DTYPES)
|
|
n_samples, n_features = X.shape
|
|
shape = (n_samples, n_features + 1)
|
|
if sparse.issparse(X):
|
|
if sparse.isspmatrix_coo(X):
|
|
# Shift columns to the right.
|
|
col = X.col + 1
|
|
# Column indices of dummy feature are 0 everywhere.
|
|
col = np.concatenate((np.zeros(n_samples), col))
|
|
# Row indices of dummy feature are 0, ..., n_samples-1.
|
|
row = np.concatenate((np.arange(n_samples), X.row))
|
|
# Prepend the dummy feature n_samples times.
|
|
data = np.concatenate((np.ones(n_samples) * value, X.data))
|
|
return sparse.coo_matrix((data, (row, col)), shape)
|
|
elif sparse.isspmatrix_csc(X):
|
|
# Shift index pointers since we need to add n_samples elements.
|
|
indptr = X.indptr + n_samples
|
|
# indptr[0] must be 0.
|
|
indptr = np.concatenate((np.array([0]), indptr))
|
|
# Row indices of dummy feature are 0, ..., n_samples-1.
|
|
indices = np.concatenate((np.arange(n_samples), X.indices))
|
|
# Prepend the dummy feature n_samples times.
|
|
data = np.concatenate((np.ones(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.ones((n_samples, 1)) * value, X))
|
|
|
|
|
|
def _transform_selected(X, transform, selected="all", copy=True):
|
|
"""Apply a transform function to portion of selected features
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix}, shape [n_samples, n_features]
|
|
Dense array or sparse matrix.
|
|
|
|
transform : callable
|
|
A callable transform(X) -> X_transformed
|
|
|
|
copy : boolean, optional
|
|
Copy X even if it could be avoided.
|
|
|
|
selected: "all" or array of indices or mask
|
|
Specify which features to apply the transform to.
|
|
|
|
Returns
|
|
-------
|
|
X : array or sparse matrix, shape=(n_samples, n_features_new)
|
|
"""
|
|
X = check_array(X, accept_sparse='csc', copy=copy, dtype=FLOAT_DTYPES)
|
|
|
|
if isinstance(selected, six.string_types) and selected == "all":
|
|
return transform(X)
|
|
|
|
if len(selected) == 0:
|
|
return X
|
|
|
|
n_features = X.shape[1]
|
|
ind = np.arange(n_features)
|
|
sel = np.zeros(n_features, dtype=bool)
|
|
sel[np.asarray(selected)] = True
|
|
not_sel = np.logical_not(sel)
|
|
n_selected = np.sum(sel)
|
|
|
|
if n_selected == 0:
|
|
# No features selected.
|
|
return X
|
|
elif n_selected == n_features:
|
|
# All features selected.
|
|
return transform(X)
|
|
else:
|
|
X_sel = transform(X[:, ind[sel]])
|
|
X_not_sel = X[:, ind[not_sel]]
|
|
|
|
if sparse.issparse(X_sel) or sparse.issparse(X_not_sel):
|
|
return sparse.hstack((X_sel, X_not_sel))
|
|
else:
|
|
return np.hstack((X_sel, X_not_sel))
|
|
|
|
|
|
class OneHotEncoder(BaseEstimator, TransformerMixin):
|
|
"""Encode categorical integer features using a one-hot aka one-of-K scheme.
|
|
|
|
The input to this transformer should be a matrix of integers, denoting
|
|
the values taken on by categorical (discrete) features. The output will be
|
|
a sparse matrix where each column corresponds to one possible value of one
|
|
feature. It is assumed that input features take on values in the range
|
|
[0, n_values).
|
|
|
|
This encoding is needed for feeding categorical data to many scikit-learn
|
|
estimators, notably linear models and SVMs with the standard kernels.
|
|
|
|
Note: a one-hot encoding of y labels should use a LabelBinarizer
|
|
instead.
|
|
|
|
Read more in the :ref:`User Guide <preprocessing_categorical_features>`.
|
|
|
|
Parameters
|
|
----------
|
|
n_values : 'auto', int or array of ints
|
|
Number of values per feature.
|
|
|
|
- 'auto' : determine value range from training data.
|
|
- int : number of categorical values per feature.
|
|
Each feature value should be in ``range(n_values)``
|
|
- array : ``n_values[i]`` is the number of categorical values in
|
|
``X[:, i]``. Each feature value should be
|
|
in ``range(n_values[i])``
|
|
|
|
categorical_features : "all" or array of indices or mask
|
|
Specify what features are treated as categorical.
|
|
|
|
- 'all' (default): All features are treated as categorical.
|
|
- array of indices: Array of categorical feature indices.
|
|
- mask: Array of length n_features and with dtype=bool.
|
|
|
|
Non-categorical features are always stacked to the right of the matrix.
|
|
|
|
dtype : number type, default=np.float
|
|
Desired dtype of output.
|
|
|
|
sparse : boolean, default=True
|
|
Will return sparse matrix if set True else will return an array.
|
|
|
|
handle_unknown : str, 'error' or 'ignore'
|
|
Whether to raise an error or ignore if a unknown categorical feature is
|
|
present during transform.
|
|
|
|
Attributes
|
|
----------
|
|
active_features_ : array
|
|
Indices for active features, meaning values that actually occur
|
|
in the training set. Only available when n_values is ``'auto'``.
|
|
|
|
feature_indices_ : array of shape (n_features,)
|
|
Indices to feature ranges.
|
|
Feature ``i`` in the original data is mapped to features
|
|
from ``feature_indices_[i]`` to ``feature_indices_[i+1]``
|
|
(and then potentially masked by `active_features_` afterwards)
|
|
|
|
n_values_ : array of shape (n_features,)
|
|
Maximum number of values per feature.
|
|
|
|
Examples
|
|
--------
|
|
Given a dataset with three features and four samples, we let the encoder
|
|
find the maximum value per feature and transform the data to a binary
|
|
one-hot encoding.
|
|
|
|
>>> from sklearn.preprocessing import OneHotEncoder
|
|
>>> enc = OneHotEncoder()
|
|
>>> enc.fit([[0, 0, 3], [1, 1, 0], [0, 2, 1], \
|
|
[1, 0, 2]]) # doctest: +ELLIPSIS
|
|
OneHotEncoder(categorical_features='all', dtype=<... 'numpy.float64'>,
|
|
handle_unknown='error', n_values='auto', sparse=True)
|
|
>>> enc.n_values_
|
|
array([2, 3, 4])
|
|
>>> enc.feature_indices_
|
|
array([0, 2, 5, 9])
|
|
>>> enc.transform([[0, 1, 1]]).toarray()
|
|
array([[ 1., 0., 0., 1., 0., 0., 1., 0., 0.]])
|
|
|
|
See also
|
|
--------
|
|
sklearn.feature_extraction.DictVectorizer : performs a one-hot encoding of
|
|
dictionary items (also handles string-valued features).
|
|
sklearn.feature_extraction.FeatureHasher : performs an approximate one-hot
|
|
encoding of dictionary items or strings.
|
|
sklearn.preprocessing.LabelBinarizer : binarizes labels in a one-vs-all
|
|
fashion.
|
|
sklearn.preprocessing.MultiLabelBinarizer : transforms between iterable of
|
|
iterables and a multilabel format, e.g. a (samples x classes) binary
|
|
matrix indicating the presence of a class label.
|
|
sklearn.preprocessing.LabelEncoder : encodes labels with values between 0
|
|
and n_classes-1.
|
|
"""
|
|
def __init__(self, n_values="auto", categorical_features="all",
|
|
dtype=np.float64, sparse=True, handle_unknown='error'):
|
|
self.n_values = n_values
|
|
self.categorical_features = categorical_features
|
|
self.dtype = dtype
|
|
self.sparse = sparse
|
|
self.handle_unknown = handle_unknown
|
|
|
|
def fit(self, X, y=None):
|
|
"""Fit OneHotEncoder to X.
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like, shape [n_samples, n_feature]
|
|
Input array of type int.
|
|
|
|
Returns
|
|
-------
|
|
self
|
|
"""
|
|
self.fit_transform(X)
|
|
return self
|
|
|
|
def _fit_transform(self, X):
|
|
"""Assumes X contains only categorical features."""
|
|
X = check_array(X, dtype=np.int)
|
|
if np.any(X < 0):
|
|
raise ValueError("X needs to contain only non-negative integers.")
|
|
n_samples, n_features = X.shape
|
|
if (isinstance(self.n_values, six.string_types) and
|
|
self.n_values == 'auto'):
|
|
n_values = np.max(X, axis=0) + 1
|
|
elif isinstance(self.n_values, numbers.Integral):
|
|
if (np.max(X, axis=0) >= self.n_values).any():
|
|
raise ValueError("Feature out of bounds for n_values=%d"
|
|
% self.n_values)
|
|
n_values = np.empty(n_features, dtype=np.int)
|
|
n_values.fill(self.n_values)
|
|
else:
|
|
try:
|
|
n_values = np.asarray(self.n_values, dtype=int)
|
|
except (ValueError, TypeError):
|
|
raise TypeError("Wrong type for parameter `n_values`. Expected"
|
|
" 'auto', int or array of ints, got %r"
|
|
% type(X))
|
|
if n_values.ndim < 1 or n_values.shape[0] != X.shape[1]:
|
|
raise ValueError("Shape mismatch: if n_values is an array,"
|
|
" it has to be of shape (n_features,).")
|
|
|
|
self.n_values_ = n_values
|
|
n_values = np.hstack([[0], n_values])
|
|
indices = np.cumsum(n_values)
|
|
self.feature_indices_ = indices
|
|
|
|
column_indices = (X + indices[:-1]).ravel()
|
|
row_indices = np.repeat(np.arange(n_samples, dtype=np.int32),
|
|
n_features)
|
|
data = np.ones(n_samples * n_features)
|
|
out = sparse.coo_matrix((data, (row_indices, column_indices)),
|
|
shape=(n_samples, indices[-1]),
|
|
dtype=self.dtype).tocsr()
|
|
|
|
if (isinstance(self.n_values, six.string_types) and
|
|
self.n_values == 'auto'):
|
|
mask = np.array(out.sum(axis=0)).ravel() != 0
|
|
active_features = np.where(mask)[0]
|
|
out = out[:, active_features]
|
|
self.active_features_ = active_features
|
|
|
|
return out if self.sparse else out.toarray()
|
|
|
|
def fit_transform(self, X, y=None):
|
|
"""Fit OneHotEncoder to X, then transform X.
|
|
|
|
Equivalent to self.fit(X).transform(X), but more convenient and more
|
|
efficient. See fit for the parameters, transform for the return value.
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like, shape [n_samples, n_feature]
|
|
Input array of type int.
|
|
"""
|
|
return _transform_selected(X, self._fit_transform,
|
|
self.categorical_features, copy=True)
|
|
|
|
def _transform(self, X):
|
|
"""Assumes X contains only categorical features."""
|
|
X = check_array(X, dtype=np.int)
|
|
if np.any(X < 0):
|
|
raise ValueError("X needs to contain only non-negative integers.")
|
|
n_samples, n_features = X.shape
|
|
|
|
indices = self.feature_indices_
|
|
if n_features != indices.shape[0] - 1:
|
|
raise ValueError("X has different shape than during fitting."
|
|
" Expected %d, got %d."
|
|
% (indices.shape[0] - 1, n_features))
|
|
|
|
# We use only those categorical features of X that are known using fit.
|
|
# i.e lesser than n_values_ using mask.
|
|
# This means, if self.handle_unknown is "ignore", the row_indices and
|
|
# col_indices corresponding to the unknown categorical feature are
|
|
# ignored.
|
|
mask = (X < self.n_values_).ravel()
|
|
if np.any(~mask):
|
|
if self.handle_unknown not in ['error', 'ignore']:
|
|
raise ValueError("handle_unknown should be either error or "
|
|
"unknown got %s" % self.handle_unknown)
|
|
if self.handle_unknown == 'error':
|
|
raise ValueError("unknown categorical feature present %s "
|
|
"during transform." % X.ravel()[~mask])
|
|
|
|
column_indices = (X + indices[:-1]).ravel()[mask]
|
|
row_indices = np.repeat(np.arange(n_samples, dtype=np.int32),
|
|
n_features)[mask]
|
|
data = np.ones(np.sum(mask))
|
|
out = sparse.coo_matrix((data, (row_indices, column_indices)),
|
|
shape=(n_samples, indices[-1]),
|
|
dtype=self.dtype).tocsr()
|
|
if (isinstance(self.n_values, six.string_types) and
|
|
self.n_values == 'auto'):
|
|
out = out[:, self.active_features_]
|
|
|
|
return out if self.sparse else out.toarray()
|
|
|
|
def transform(self, X):
|
|
"""Transform X using one-hot encoding.
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like, shape [n_samples, n_features]
|
|
Input array of type int.
|
|
|
|
Returns
|
|
-------
|
|
X_out : sparse matrix if sparse=True else a 2-d array, dtype=int
|
|
Transformed input.
|
|
"""
|
|
return _transform_selected(X, self._transform,
|
|
self.categorical_features, copy=True)
|
|
|
|
|
|
class QuantileTransformer(BaseEstimator, TransformerMixin):
|
|
"""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.
|
|
The cumulative density function of a feature is used to project the
|
|
original values. 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
|
|
----------
|
|
n_quantiles : int, optional (default=1000)
|
|
Number of quantiles to be computed. It corresponds to the number
|
|
of landmarks used to discretize the cumulative density function.
|
|
|
|
output_distribution : str, optional (default='uniform')
|
|
Marginal distribution for the transformed data. The choices are
|
|
'uniform' (default) or 'normal'.
|
|
|
|
ignore_implicit_zeros : bool, optional (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, optional (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, optional (default=None)
|
|
If int, random_state is the seed used by the random number generator;
|
|
If RandomState instance, random_state is the random number generator;
|
|
If None, the random number generator is the RandomState instance used
|
|
by np.random. Note that this is used by subsampling and smoothing
|
|
noise.
|
|
|
|
copy : boolean, optional, (default=True)
|
|
Set to False to perform inplace transformation and avoid a copy (if the
|
|
input is already a numpy array).
|
|
|
|
Attributes
|
|
----------
|
|
quantiles_ : ndarray, shape (n_quantiles, n_features)
|
|
The values corresponding the quantiles of reference.
|
|
|
|
references_ : ndarray, shape(n_quantiles, )
|
|
Quantiles of references.
|
|
|
|
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) # doctest: +ELLIPSIS
|
|
array([...])
|
|
|
|
See also
|
|
--------
|
|
quantile_transform : Equivalent function without the estimator API.
|
|
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
|
|
-----
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
"""
|
|
|
|
def __init__(self, n_quantiles=1000, output_distribution='uniform',
|
|
ignore_implicit_zeros=False, subsample=int(1e5),
|
|
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, 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
|
|
# for compatibility issue with numpy<=1.8.X, references
|
|
# need to be a list scaled between 0 and 100
|
|
references = (self.references_ * 100).tolist()
|
|
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.percentile(col, references))
|
|
self.quantiles_ = np.transpose(self.quantiles_)
|
|
|
|
def _sparse_fit(self, X, random_state):
|
|
"""Compute percentiles for sparse matrices.
|
|
|
|
Parameters
|
|
----------
|
|
X : sparse matrix CSC, shape (n_samples, n_features)
|
|
The data used to scale along the features axis. The sparse matrix
|
|
needs to be nonnegative.
|
|
"""
|
|
n_samples, n_features = X.shape
|
|
|
|
# for compatibility issue with numpy<=1.8.X, references
|
|
# need to be a list scaled between 0 and 100
|
|
references = list(map(lambda x: x * 100, self.references_))
|
|
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.percentile(column_data, references))
|
|
self.quantiles_ = np.transpose(self.quantiles_)
|
|
|
|
def fit(self, X, y=None):
|
|
"""Compute the quantiles used for transforming.
|
|
|
|
Parameters
|
|
----------
|
|
X : ndarray or sparse matrix, 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
|
|
-------
|
|
self : object
|
|
Returns self
|
|
"""
|
|
if self.n_quantiles <= 0:
|
|
raise ValueError("Invalid value for 'n_quantiles': %d. "
|
|
"The number of quantiles must be at least one."
|
|
% self.n_quantiles)
|
|
|
|
if self.subsample <= 0:
|
|
raise ValueError("Invalid value for 'subsample': %d. "
|
|
"The number of subsamples must be at least one."
|
|
% self.subsample)
|
|
|
|
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)
|
|
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"""
|
|
|
|
if self.output_distribution == 'normal':
|
|
output_distribution = 'norm'
|
|
else:
|
|
output_distribution = self.output_distribution
|
|
output_distribution = getattr(stats, output_distribution)
|
|
|
|
# older version of scipy do not handle tuple as fill_value
|
|
# clipping the value before transform solve the issue
|
|
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 PDF
|
|
X_col = output_distribution.cdf(X_col)
|
|
# find index for lower and higher bounds
|
|
lower_bounds_idx = (X_col - BOUNDS_THRESHOLD <
|
|
lower_bound_x)
|
|
upper_bounds_idx = (X_col + BOUNDS_THRESHOLD >
|
|
upper_bound_x)
|
|
|
|
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 assending, and the
|
|
# lower for descending). We take the mean of these two
|
|
X_col = .5 * (np.interp(X_col, quantiles, self.references_)
|
|
- np.interp(-X_col, -quantiles[::-1],
|
|
-self.references_[::-1]))
|
|
else:
|
|
X_col = np.interp(X_col, 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 PDF
|
|
if not inverse:
|
|
X_col = output_distribution.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 = output_distribution.ppf(BOUNDS_THRESHOLD -
|
|
np.spacing(1))
|
|
clip_max = output_distribution.ppf(1 - (BOUNDS_THRESHOLD -
|
|
np.spacing(1)))
|
|
X_col = np.clip(X_col, clip_min, clip_max)
|
|
|
|
return X_col
|
|
|
|
def _check_inputs(self, X, accept_sparse_negative=False):
|
|
"""Check inputs before fit and transform"""
|
|
X = check_array(X, accept_sparse='csc', copy=self.copy,
|
|
dtype=[np.float64, np.float32])
|
|
# we only accept positive sparse matrix when ignore_implicit_zeros is
|
|
# false and that we call fit or transform.
|
|
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.')
|
|
|
|
# check the output PDF
|
|
if self.output_distribution not in ('normal', 'uniform'):
|
|
raise ValueError("'output_distribution' has to be either 'normal'"
|
|
" or 'uniform'. Got '{}' instead.".format(
|
|
self.output_distribution))
|
|
|
|
return X
|
|
|
|
def _check_is_fitted(self, X):
|
|
"""Check the inputs before transforming"""
|
|
check_is_fitted(self, 'quantiles_')
|
|
# check that the dimension of X are adequate with the fitted data
|
|
if X.shape[1] != self.quantiles_.shape[1]:
|
|
raise ValueError('X does not have the same number of features as'
|
|
' the previously fitted data. Got {} instead of'
|
|
' {}.'.format(X.shape[1],
|
|
self.quantiles_.shape[1]))
|
|
|
|
def _transform(self, X, inverse=False):
|
|
"""Forward and inverse transform.
|
|
|
|
Parameters
|
|
----------
|
|
X : ndarray, shape (n_samples, n_features)
|
|
The data used to scale along the features axis.
|
|
|
|
inverse : bool, optional (default=False)
|
|
If False, apply forward transform. If True, apply
|
|
inverse transform.
|
|
|
|
Returns
|
|
-------
|
|
X : ndarray, 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 : ndarray or sparse matrix, 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 or sparse matrix, shape (n_samples, n_features)
|
|
The projected data.
|
|
"""
|
|
X = self._check_inputs(X)
|
|
self._check_is_fitted(X)
|
|
|
|
return self._transform(X, inverse=False)
|
|
|
|
def inverse_transform(self, X):
|
|
"""Back-projection to the original space.
|
|
|
|
Parameters
|
|
----------
|
|
X : ndarray or sparse matrix, 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 or sparse matrix, shape (n_samples, n_features)
|
|
The projected data.
|
|
"""
|
|
X = self._check_inputs(X, accept_sparse_negative=True)
|
|
self._check_is_fitted(X)
|
|
|
|
return self._transform(X, inverse=True)
|
|
|
|
|
|
def quantile_transform(X, axis=0, n_quantiles=1000,
|
|
output_distribution='uniform',
|
|
ignore_implicit_zeros=False,
|
|
subsample=int(1e5),
|
|
random_state=None,
|
|
copy=False):
|
|
"""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.
|
|
The cumulative density function of a feature is used to project the
|
|
original values. 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
|
|
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, optional (default=1000)
|
|
Number of quantiles to be computed. It corresponds to the number
|
|
of landmarks used to discretize the cumulative density function.
|
|
|
|
output_distribution : str, optional (default='uniform')
|
|
Marginal distribution for the transformed data. The choices are
|
|
'uniform' (default) or 'normal'.
|
|
|
|
ignore_implicit_zeros : bool, optional (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, optional (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, optional (default=None)
|
|
If int, random_state is the seed used by the random number generator;
|
|
If RandomState instance, random_state is the random number generator;
|
|
If None, the random number generator is the RandomState instance used
|
|
by np.random. Note that this is used by subsampling and smoothing
|
|
noise.
|
|
|
|
copy : boolean, optional, (default=True)
|
|
Set to False to perform inplace transformation and avoid a copy (if the
|
|
input is already a numpy array).
|
|
|
|
Attributes
|
|
----------
|
|
quantiles_ : ndarray, shape (n_quantiles, n_features)
|
|
The values corresponding the quantiles of reference.
|
|
|
|
references_ : ndarray, shape(n_quantiles, )
|
|
Quantiles of references.
|
|
|
|
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)
|
|
... # doctest: +ELLIPSIS
|
|
array([...])
|
|
|
|
See also
|
|
--------
|
|
QuantileTransformer : Performs quantile-based scaling using the
|
|
``Transformer`` API (e.g. as part of a preprocessing
|
|
:class:`sklearn.pipeline.Pipeline`).
|
|
scale : perform standardization that is faster, but less robust
|
|
to outliers.
|
|
robust_scale : perform robust standardization that removes the influence
|
|
of outliers but does not put outliers and inliers on the same scale.
|
|
|
|
Notes
|
|
-----
|
|
For a comparison of the different scalers, transformers, and normalizers,
|
|
see :ref:`examples/preprocessing/plot_all_scaling.py
|
|
<sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.
|
|
"""
|
|
n = QuantileTransformer(n_quantiles=n_quantiles,
|
|
output_distribution=output_distribution,
|
|
subsample=subsample,
|
|
ignore_implicit_zeros=ignore_implicit_zeros,
|
|
random_state=random_state,
|
|
copy=copy)
|
|
if axis == 0:
|
|
return n.fit_transform(X)
|
|
elif axis == 1:
|
|
return n.fit_transform(X.T).T
|
|
else:
|
|
raise ValueError("axis should be either equal to 0 or 1. Got"
|
|
" axis={}".format(axis))
|