.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_examples/preprocessing/plot_map_data_to_normal.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note Click :ref:`here ` to download the full example code or to run this example in your browser via Binder .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_examples_preprocessing_plot_map_data_to_normal.py: ================================= Map data to a normal distribution ================================= .. currentmodule:: sklearn.preprocessing This example demonstrates the use of the Box-Cox and Yeo-Johnson transforms through :class:`~PowerTransformer` to map data from various distributions to a normal distribution. The power transform is useful as a transformation in modeling problems where homoscedasticity and normality are desired. Below are examples of Box-Cox and Yeo-Johnwon applied to six different probability distributions: Lognormal, Chi-squared, Weibull, Gaussian, Uniform, and Bimodal. Note that the transformations successfully map the data to a normal distribution when applied to certain datasets, but are ineffective with others. This highlights the importance of visualizing the data before and after transformation. Also note that even though Box-Cox seems to perform better than Yeo-Johnson for lognormal and chi-squared distributions, keep in mind that Box-Cox does not support inputs with negative values. For comparison, we also add the output from :class:`~QuantileTransformer`. It can force any arbitrary distribution into a gaussian, provided that there are enough training samples (thousands). Because it is a non-parametric method, it is harder to interpret than the parametric ones (Box-Cox and Yeo-Johnson). On "small" datasets (less than a few hundred points), the quantile transformer is prone to overfitting. The use of the power transform is then recommended. .. GENERATED FROM PYTHON SOURCE LINES 35-143 .. image:: /auto_examples/preprocessing/images/sphx_glr_plot_map_data_to_normal_001.png :alt: Lognormal, Chi-squared, Weibull, After Box-Cox $\lambda$ = 0.02, After Box-Cox $\lambda$ = 0.28, After Box-Cox $\lambda$ = 12.12, After Yeo-Johnson $\lambda$ = -0.8, After Yeo-Johnson $\lambda$ = -0.11, After Yeo-Johnson $\lambda$ = 23.52, After Quantile transform, After Quantile transform, After Quantile transform, Gaussian, Uniform, Bimodal, After Box-Cox $\lambda$ = 6.99, After Box-Cox $\lambda$ = 0.68, After Box-Cox $\lambda$ = 1.61, After Yeo-Johnson $\lambda$ = 7.05, After Yeo-Johnson $\lambda$ = 0.64, After Yeo-Johnson $\lambda$ = 1.62, After Quantile transform, After Quantile transform, After Quantile transform :class: sphx-glr-single-img .. code-block:: default # Author: Eric Chang # Nicolas Hug # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.preprocessing import PowerTransformer from sklearn.preprocessing import QuantileTransformer from sklearn.model_selection import train_test_split print(__doc__) N_SAMPLES = 1000 FONT_SIZE = 6 BINS = 30 rng = np.random.RandomState(304) bc = PowerTransformer(method='box-cox') yj = PowerTransformer(method='yeo-johnson') # n_quantiles is set to the training set size rather than the default value # to avoid a warning being raised by this example qt = QuantileTransformer(n_quantiles=500, output_distribution='normal', random_state=rng) size = (N_SAMPLES, 1) # lognormal distribution X_lognormal = rng.lognormal(size=size) # chi-squared distribution df = 3 X_chisq = rng.chisquare(df=df, size=size) # weibull distribution a = 50 X_weibull = rng.weibull(a=a, size=size) # gaussian distribution loc = 100 X_gaussian = rng.normal(loc=loc, size=size) # uniform distribution X_uniform = rng.uniform(low=0, high=1, size=size) # bimodal distribution loc_a, loc_b = 100, 105 X_a, X_b = rng.normal(loc=loc_a, size=size), rng.normal(loc=loc_b, size=size) X_bimodal = np.concatenate([X_a, X_b], axis=0) # create plots distributions = [ ('Lognormal', X_lognormal), ('Chi-squared', X_chisq), ('Weibull', X_weibull), ('Gaussian', X_gaussian), ('Uniform', X_uniform), ('Bimodal', X_bimodal) ] colors = ['#D81B60', '#0188FF', '#FFC107', '#B7A2FF', '#000000', '#2EC5AC'] fig, axes = plt.subplots(nrows=8, ncols=3, figsize=plt.figaspect(2)) axes = axes.flatten() axes_idxs = [(0, 3, 6, 9), (1, 4, 7, 10), (2, 5, 8, 11), (12, 15, 18, 21), (13, 16, 19, 22), (14, 17, 20, 23)] axes_list = [(axes[i], axes[j], axes[k], axes[l]) for (i, j, k, l) in axes_idxs] for distribution, color, axes in zip(distributions, colors, axes_list): name, X = distribution X_train, X_test = train_test_split(X, test_size=.5) # perform power transforms and quantile transform X_trans_bc = bc.fit(X_train).transform(X_test) lmbda_bc = round(bc.lambdas_[0], 2) X_trans_yj = yj.fit(X_train).transform(X_test) lmbda_yj = round(yj.lambdas_[0], 2) X_trans_qt = qt.fit(X_train).transform(X_test) ax_original, ax_bc, ax_yj, ax_qt = axes ax_original.hist(X_train, color=color, bins=BINS) ax_original.set_title(name, fontsize=FONT_SIZE) ax_original.tick_params(axis='both', which='major', labelsize=FONT_SIZE) for ax, X_trans, meth_name, lmbda in zip( (ax_bc, ax_yj, ax_qt), (X_trans_bc, X_trans_yj, X_trans_qt), ('Box-Cox', 'Yeo-Johnson', 'Quantile transform'), (lmbda_bc, lmbda_yj, None)): ax.hist(X_trans, color=color, bins=BINS) title = 'After {}'.format(meth_name) if lmbda is not None: title += '\n$\\lambda$ = {}'.format(lmbda) ax.set_title(title, fontsize=FONT_SIZE) ax.tick_params(axis='both', which='major', labelsize=FONT_SIZE) ax.set_xlim([-3.5, 3.5]) plt.tight_layout() plt.show() .. rst-class:: sphx-glr-timing **Total running time of the script:** ( 0 minutes 2.230 seconds) .. _sphx_glr_download_auto_examples_preprocessing_plot_map_data_to_normal.py: .. only :: html .. container:: sphx-glr-footer :class: sphx-glr-footer-example .. container:: binder-badge .. image:: images/binder_badge_logo.svg :target: https://mybinder.org/v2/gh/scikit-learn/scikit-learn/0.24.X?urlpath=lab/tree/notebooks/auto_examples/preprocessing/plot_map_data_to_normal.ipynb :alt: Launch binder :width: 150 px .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_map_data_to_normal.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_map_data_to_normal.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_