dask_ml.preprocessing.RobustScaler

dask_ml.preprocessing.RobustScaler

class dask_ml.preprocessing.RobustScaler(*, with_centering=True, with_scaling=True, quantile_range=(25.0, 75.0), copy=True, unit_variance=False)

Scale features using statistics that are robust to outliers.

This Scaler removes the median and scales the data according to the quantile range (defaults to IQR: Interquartile Range). The IQR is the range between the 1st quartile (25th quantile) and the 3rd quartile (75th quantile).

Centering and scaling happen independently on each feature by computing the relevant statistics on the samples in the training set. Median and interquartile range are then stored to be used on later data using the transform() method.

Standardization of a dataset is a common preprocessing for many machine learning estimators. Typically this is done by removing the mean and scaling to unit variance. However, outliers can often influence the sample mean / variance in a negative way. In such cases, using the median and the interquartile range often give better results. For an example visualization and comparison to other scalers, refer to Compare RobustScaler with other scalers.

New in version 0.17.

Read more in the User Guide.

Parameters
with_centeringbool, default=True

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_scalingbool, default=True

If True, scale the data to interquartile range.

quantile_rangetuple (q_min, q_max), 0.0 < q_min < q_max < 100.0, default=(25.0, 75.0)

Quantile range used to calculate scale_. By default this is equal to the IQR, i.e., q_min is the first quantile and q_max is the third quantile.

New in version 0.18.

copybool, default=True

If False, try to avoid a copy and do inplace scaling instead. This is not guaranteed to always work inplace; e.g. if the data is not a NumPy array or scipy.sparse CSR matrix, a copy may still be returned.

unit_variancebool, default=False

If True, scale data so that normally distributed features have a variance of 1. In general, if the difference between the x-values of q_max and q_min for a standard normal distribution is greater than 1, the dataset will be scaled down. If less than 1, the dataset will be scaled up.

New in version 0.24.

Attributes
center_array of floats

The median value for each feature in the training set.

scale_array of floats

The (scaled) interquartile range for each feature in the training set.

New in version 0.17: scale_ attribute.

n_features_in_int

Number of features seen during fit.

New in version 0.24.

feature_names_in_ndarray of shape (n_features_in_,)

Names of features seen during fit. Defined only when X has feature names that are all strings.

New in version 1.0.

See also

robust_scale

Equivalent function without the estimator API.

sklearn.decomposition.PCA

Further removes the linear correlation across features with ‘whiten=True’.

Notes

https://en.wikipedia.org/wiki/Median https://en.wikipedia.org/wiki/Interquartile_range

Examples

>>> from sklearn.preprocessing import RobustScaler
>>> X = [[ 1., -2.,  2.],
...      [ -2.,  1.,  3.],
...      [ 4.,  1., -2.]]
>>> transformer = RobustScaler().fit(X)
>>> transformer
RobustScaler()
>>> transformer.transform(X)
array([[ 0. , -2. ,  0. ],
       [-1. ,  0. ,  0.4],
       [ 1. ,  0. , -1.6]])

Methods

fit(X[, y])

Compute the median and quantiles to be used for scaling.

fit_transform(X[, y])

Fit to data, then transform it.

get_feature_names_out([input_features])

Get output feature names for transformation.

get_metadata_routing()

Get metadata routing of this object.

get_params([deep])

Get parameters for this estimator.

inverse_transform(X)

Scale back the data to the original representation

set_output(*[, transform])

Set output container.

set_params(**params)

Set the parameters of this estimator.

transform(X)

Center and scale the data.

__init__(*, with_centering=True, with_scaling=True, quantile_range=(25.0, 75.0), copy=True, unit_variance=False)