scikit-learn/scikits/learn/preprocessing/__init__.py

609 lines
19 KiB
Python

""" Transformers to perform common preprocessing steps.
"""
# Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
# Mathieu Blondel <mathieu@mblondel.org>
# Olivier Grisel <olivier.grisel@ensta.org>
# License: BSD
import numpy as np
import scipy.sparse as sp
from ..utils import check_arrays
from ..base import BaseEstimator, TransformerMixin
from ._preprocessing import inplace_csr_row_normalize_l1
from ._preprocessing import inplace_csr_row_normalize_l2
def _mean_and_std(X, axis=0, with_mean=True, with_std=True):
"""Compute mean and std dev for centering, scaling
Zero valued std components are reseted to 1.0 to avoid NaNs when scaling.
"""
X = np.asanyarray(X)
Xr = np.rollaxis(X, axis)
if with_mean:
mean_ = Xr.mean(axis=0)
else:
mean_ = None
if with_std:
std_ = Xr.std(axis=0)
if isinstance(std_, np.ndarray):
std_[std_ == 0.0] = 1.0
elif std_ == 0.:
std_ = 1.
else:
std_ = None
return mean_, std_
def scale(X, axis=0, with_mean=True, with_std=True, copy=True):
"""Method to standardize a dataset along any axis
Center to the mean and component wise scale to unit variance.
Parameters
----------
X : array-like
The data to center and scale.
axis : int (0 by default)
axis used to compute the means and standard deviations along
with_mean : boolean, True by default
If True, center the data before scaling.
with_std : boolean, True by default
If True, scale the data to unit variance (or equivalently,
unit standard deviation).
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).
See also
--------
:class:`scikits.learn.preprocessing.Scaler` to perform centering and
scaling using the ``Transformer`` API (e.g. as part of a preprocessing
:class:`scikits.learn.pipeline.Pipeline`)
"""
if sp.issparse(X):
raise NotImplementedError(
"Scaling is not yet implement for sparse matrices")
X = np.asanyarray(X)
mean_, std_ = _mean_and_std(
X, axis, with_mean=with_mean, with_std=with_std)
if copy:
X = X.copy()
Xr = np.rollaxis(X, axis)
if with_mean:
Xr -= mean_
if with_std:
Xr /= std_
return X
class Scaler(BaseEstimator):
"""Standardize features by removing the mean and scaling to unit variance
Centering and scaling happen indepently on each feature by computing
the relevant statistics on the samples in the training set. Mean and
standard deviation are then stored to be used on later data using the
`transform` method.
Standardization of a dataset is a common requirement for many
machine learning estimators: they might behave badly if the
individual feature do not more or less look like standard normally
distributed data (e.g. Gaussian with 0 mean and unit variance).
For instance many elements used in the objective function of
a learning algorithm (such as the RBF kernel of Support Vector
Machines or the L1 and L2 regularizers of linear models) assume that
all features are centered around 0 and have variance in the same
order. If a feature has a variance that is orders of magnitude larger
that others, it might dominate the objective function and make the
estimator unable to learn from other features correctly as expected.
Parameters
----------
with_mean : boolean, True by default
If True, center the data before scaling.
with_std : boolean, True by default
If True, scale the data to unit variance (or equivalently,
unit standard deviation).
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).
Attributes
----------
mean_ : array of floats with shape [n_features]
The mean value for each feature in the training set.
std_ : array of floats with shape [n_features]
The standard deviation for each feature in the training set.
See also
--------
:func:`scikits.learn.preprocessing.scale` to perform centering and
scaling without using the ``Transformer`` object oriented API
:class:`scikits.learn.decomposition.RandomizedPCA` with `whiten=True`
to further remove the linear correlation across features.
"""
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 fit(self, X, y=None):
"""Compute the mean and std to be used for later scaling
Parameters
----------
X : array-like with shape [n_samples, n_features]
The data used to compute the mean and standard deviation
used for later scaling along the features axis.
"""
if sp.issparse(X):
raise NotImplementedError(
"Scaling is not yet implement for sparse matrices")
self.mean_, self.std_ = _mean_and_std(
X, axis=0, with_mean=self.with_mean, with_std=self.with_std)
return self
def transform(self, X, y=None, copy=True):
"""Perform standardization by centering and scaling
Parameters
----------
X : array-like with shape [n_samples, n_features]
The data used to scale along the features axis.
"""
copy = copy if copy is not None else self.copy
if sp.issparse(X):
raise NotImplementedError(
"Scaling is not yet implement for sparse matrices")
X = np.asanyarray(X)
if copy:
X = X.copy()
# We are taking a view of the X array and modifying it
if self.with_mean:
X -= self.mean_
if self.with_std:
X /= self.std_
return X
def normalize(X, norm='l2', axis=1, copy=True):
"""Normalize rows of a 2D array or scipy.sparse matrix
Parameters
----------
X : array or scipy.sparse matrix with 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.
norm : 'l1' or 'l2', optional ('l2' by default)
the norm to use to normalize each non zero sample
axis : 0 or 1, optional (1 by default)
if 1, normalize the columns instead of the rows
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).
See also
--------
:class:`scikits.learn.preprocessing.Normalizer` to perform normalization
using the ``Transformer`` API (e.g. as part of a preprocessing
:class:`scikits.learn.pipeline.Pipeline`)
"""
if norm not in ('l1', 'l2'):
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_arrays(X, sparse_format=sparse_format, copy=copy)[0]
if axis == 0:
X = X.T
if sp.issparse(X):
if norm == 'l1':
inplace_csr_row_normalize_l1(X)
elif norm == 'l2':
inplace_csr_row_normalize_l2(X)
else:
if norm == 'l1':
norms = np.abs(X).sum(axis=1)[:, np.newaxis]
norms[norms == 0.0] = 1.0
elif norm == 'l2':
norms = np.sqrt(np.sum(X ** 2, axis=1))[:, np.newaxis]
norms[norms == 0.0] = 1.0
X /= norms
if axis == 0:
X = X.T
return X
class Normalizer(BaseEstimator):
"""Normalize samples individually to unit norm
Each sample (i.e. each row of the data matrix) with at least one
non zero component is rescaled independently of other samples so
that its norm (l1 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.
Parameters
----------
norm : 'l1' or 'l2', optional ('l2' by default)
the norm to use to normalize each non zero sample
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).
Note
----
This estimator is stateless (besides constructor parameters), the
fit method does nothing but is useful when used in a pipeline.
See also
--------
:func:`scikits.learn.preprocessing.normalize` equivalent function
without the object oriented 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.
"""
return self
def transform(self, X, y=None, copy=None):
"""Scale each non zero row of X to unit norm
Parameters
----------
X : array or scipy.sparse matrix with shape [n_samples, n_features]
The data to normalize, row by row. scipy.sparse matrices should be
in CSR format to avoid an un-necessary copy.
"""
copy = copy if copy is not None else self.copy
return normalize(X, norm=self.norm, copy=copy)
def binarize(X, threshold=0.0, copy=True):
"""Boolean thresholding of array-like or scipy.sparse matrix
Parameters
----------
X : array or scipy.sparse matrix with 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.
threshold : float, optional (0.0 by default)
The
copy : boolean, optional, default is 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 and if axis is 1).
See also
--------
:class:`scikits.learn.preprocessing.Binarizer` to perform binarization
using the ``Transformer`` API (e.g. as part of a preprocessing
:class:`scikits.learn.pipeline.Pipeline`)
"""
X = check_arrays(X, sparse_format='csr', copy=copy)[0]
if sp.issparse(X):
cond = X.data > threshold
not_cond = np.logical_not(cond)
X.data[cond] = 1
# FIXME: if enough values became 0, it may be worth changing
# the sparsity structure
X.data[not_cond] = 0
else:
cond = X > threshold
not_cond = np.logical_not(cond)
X[cond] = 1
X[not_cond] = 0
return X
class Binarizer(BaseEstimator):
"""Binarize data (set feature values to 0 or 1) according to a threshold
The default threshold is 0.0 so that any non-zero values are set to 1.0
and zeros are left untouched.
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 occurences for instance.
It can also be used as a pre-processing step for estimators that
consider boolean random variables (e.g. modeled using the Bernoulli
distribution in a Bayesian setting).
Parameters
----------
threshold : float, optional (0.0 by default)
Lower bound that triggers feature values to be replaced by 1.0
copy : boolean, optional, default is 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.
"""
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.
"""
return self
def transform(self, X, y=None, copy=None):
"""Scale each non zero row of X to unit norm
Parameters
----------
X : array or scipy.sparse matrix with shape [n_samples, n_features]
The data to binarize, element by element.
scipy.sparse matrices should be in CSR format to avoid an
un-necessary copy.
"""
copy = copy if copy is not None else self.copy
return binarize(X, threshold=self.threshold, copy=copy)
def _is_multilabel(y):
return isinstance(y[0], tuple) or isinstance(y[0], list)
class LabelBinarizer(BaseEstimator, TransformerMixin):
"""Binarize labels in a one-vs-all fashion.
Several regression and binary classification algorithms are
available in the scikit. A simple way to extend these algorithms
to the multi-class classification case is to use the so-called
one-vs-all scheme.
At learning time, this simply consists in learning one regressor
or binary classifier per class. In doing so, one needs to convert
multi-class labels to binary labels (belong or does not belong
to the class). LabelBinarizer makes this process easy with the
transform method.
At prediction time, one assigns the class for which the corresponding
model gave the greatest confidence. LabelBinarizer makes this easy
with the inverse_transform method.
Attributes
----------
classes_ : array of shape [n_class]
Holds the label for each class.
Examples
--------
>>> from scikits.learn import preprocessing
>>> clf = preprocessing.LabelBinarizer()
>>> clf.fit([1, 2, 6, 4, 2])
LabelBinarizer()
>>> clf.classes_
array([1, 2, 4, 6])
>>> clf.transform([1, 6])
array([[ 1., 0., 0., 0.],
[ 0., 0., 0., 1.]])
>>> clf.fit_transform([(1, 2), (3,)])
array([[ 1., 1., 0.],
[ 0., 0., 1.]])
>>> clf.classes_
array([1, 2, 3])
"""
def fit(self, y):
"""Fit label binarizer
Parameters
----------
y : numpy array of shape [n_samples] or sequence of sequences
Target values. In the multilabel case the nested sequences can
have variable lengths.
Returns
-------
self : returns an instance of self.
"""
self.multilabel = _is_multilabel(y)
if self.multilabel:
# concatenation of the sub-sequences
self.classes_ = np.unique(reduce(lambda a, b: a + b, y))
else:
self.classes_ = np.unique(y)
return self
def transform(self, y):
"""Transform multi-class labels to binary labels
The output of transform is sometimes referred to by some authors as the
1-of-K coding scheme.
Parameters
----------
y : numpy array of shape [n_samples] or sequence of sequences
Target values. In the multilabel case the nested sequences can
have variable lengths.
Returns
-------
Y : numpy array of shape [n_samples, n_classes]
"""
if len(self.classes_) == 2:
Y = np.zeros((len(y), 1))
else:
Y = np.zeros((len(y), len(self.classes_)))
if self.multilabel:
if not _is_multilabel(y):
raise ValueError("y should be a list of label lists/tuples,"
"got %r" % (y,))
# inverse map: label => column index
imap = dict((v, k) for k, v in enumerate(self.classes_))
for i, label_tuple in enumerate(y):
for label in label_tuple:
Y[i, imap[label]] = 1
return Y
elif len(self.classes_) == 2:
Y[y == self.classes_[1], 0] = 1
return Y
elif len(self.classes_) >= 2:
for i, k in enumerate(self.classes_):
Y[y == k, i] = 1
return Y
else:
raise ValueError("Wrong number of classes: %d"
% len(self.classes_))
def inverse_transform(self, Y):
"""Transform binary labels back to multi-class labels
Parameters
----------
Y : numpy array of shape [n_samples, n_classes]
Target values
Returns
-------
y : numpy array of shape [n_samples] or sequence of sequences
Target values. In the multilabel case the nested sequences can
have variable lengths.
Note
-----
In the case when the binary labels are fractional
(probabilistic), inverse_transform chooses the class with the
greatest value. Typically, this allows to use the output of a
linear model's decision_function method directly as the input
of inverse_transform.
"""
if self.multilabel:
Y = np.array(Y > 0, dtype=int)
return [tuple(self.classes_[np.flatnonzero(Y[i])])
for i in range(Y.shape[0])]
if len(Y.shape) == 1 or Y.shape[1] == 1:
y = np.array(Y.ravel() > 0, dtype=int)
else:
y = Y.argmax(axis=1)
return self.classes_[y]
class KernelCenterer(BaseEstimator, TransformerMixin):
"""Center a kernel matrix
This is equivalent to centering phi(X) with
scikits.learn.preprocessing.Scaler(with_std=False).
"""
def fit(self, K):
"""Fit KernelCenterer
Parameters
----------
K : numpy array of shape [n_samples, n_samples]
Kernel matrix
Returns
-------
self : returns an instance of self.
"""
n_samples = K.shape[0]
self.K_fit_rows = np.sum(K, axis=0) / n_samples
self.K_fit_all = K.sum() / (n_samples ** 2)
return self
def transform(self, K, copy=True):
"""Center kernel
Parameters
----------
K : numpy array of shape [n_samples1, n_samples2]
Kernel matrix
Returns
-------
K_new : numpy array of shape [n_samples1, n_samples2]
"""
if copy:
K = K.copy()
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