`sklearn.preprocessing`.PowerTransformer¶

class sklearn.preprocessing.PowerTransformer(method='yeo-johnson', *, standardize=True, copy=True)[source]¶

Apply a power transform featurewise to make data more Gaussian-like.

Power transforms are a family of parametric, monotonic transformations that are applied to make data more Gaussian-like. This is useful for modeling issues related to heteroscedasticity (non-constant variance), or other situations where normality is desired.

Currently, PowerTransformer supports the Box-Cox transform and the Yeo-Johnson transform. The optimal parameter for stabilizing variance and minimizing skewness is estimated through maximum likelihood.

Box-Cox requires input data to be strictly positive, while Yeo-Johnson supports both positive or negative data.

By default, zero-mean, unit-variance normalization is applied to the transformed data.

See also

power_transform: Equivalent function without the estimator API.
QuantileTransformer: Maps data to a standard normal distribution with the parameter output_distribution='normal'.

Notes

NaNs are treated as missing values: disregarded in fit, and maintained in transform.

For a comparison of the different scalers, transformers, and normalizers, see examples/preprocessing/plot_all_scaling.py.

References

1: I.K. Yeo and R.A. Johnson, “A new family of power transformations to improve normality or symmetry.” Biometrika, 87(4), pp.954-959, (2000).
2: G.E.P. Box and D.R. Cox, “An Analysis of Transformations”, Journal of the Royal Statistical Society B, 26, 211-252 (1964).

Examples

>>> import numpy as np
>>> from sklearn.preprocessing import PowerTransformer
>>> pt = PowerTransformer()
>>> data = [[1, 2], [3, 2], [4, 5]]
>>> print(pt.fit(data))
PowerTransformer()
>>> print(pt.lambdas_)
[ 1.386... -3.100...]
>>> print(pt.transform(data))
[[-1.316... -0.707...]
 [ 0.209... -0.707...]
 [ 1.106...  1.414...]]

Methods

`fit`(X[, y])	Estimate the optimal parameter lambda for each feature.
`fit_transform`(X[, y])	Fit to data, then transform it.
`get_params`([deep])	Get parameters for this estimator.
`inverse_transform`(X)	Apply the inverse power transformation using the fitted lambdas.
`set_params`(**params)	Set the parameters of this estimator.
`transform`(X)	Apply the power transform to each feature using the fitted lambdas.

fit(X, y=None)[source]¶

Estimate the optimal parameter lambda for each feature.

The optimal lambda parameter for minimizing skewness is estimated on each feature independently using maximum likelihood.

Parameters

Xarray-like of shape (n_samples, n_features): The data used to estimate the optimal transformation parameters.
yNone: Ignored.

Returns

selfobject: Fitted transformer.

fit_transform(X, y=None)[source]¶

Fit to data, then transform it.

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters

Xarray-like of shape (n_samples, n_features): Input samples.
yarray-like of shape (n_samples,) or (n_samples, n_outputs), default=None: Target values (None for unsupervised transformations).
**fit_paramsdict: Additional fit parameters.

Returns

X_newndarray array of shape (n_samples, n_features_new): Transformed array.

get_params(deep=True)[source]¶

Get parameters for this estimator.

Parameters

deepbool, default=True: If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

paramsdict: Parameter names mapped to their values.

inverse_transform(X)[source]¶

Apply the inverse power transformation using the fitted lambdas.

The inverse of the Box-Cox transformation is given by:

if lambda_ == 0:
    X = exp(X_trans)
else:
    X = (X_trans * lambda_ + 1) ** (1 / lambda_)

The inverse of the Yeo-Johnson transformation is given by:

if X >= 0 and lambda_ == 0:
    X = exp(X_trans) - 1
elif X >= 0 and lambda_ != 0:
    X = (X_trans * lambda_ + 1) ** (1 / lambda_) - 1
elif X < 0 and lambda_ != 2:
    X = 1 - (-(2 - lambda_) * X_trans + 1) ** (1 / (2 - lambda_))
elif X < 0 and lambda_ == 2:
    X = 1 - exp(-X_trans)

Parameters

Xarray-like of shape (n_samples, n_features): The transformed data.

Returns

Xndarray of shape (n_samples, n_features): The original data.

set_params(**params)[source]¶

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters

**paramsdict: Estimator parameters.

Returns

selfestimator instance: Estimator instance.

transform(X)[source]¶

Apply the power transform to each feature using the fitted lambdas.

Parameters

Xarray-like of shape (n_samples, n_features): The data to be transformed using a power transformation.

Returns

X_transndarray of shape (n_samples, n_features): The transformed data.

Examples using `sklearn.preprocessing.PowerTransformer`¶

sklearn.preprocessing.PowerTransformer¶

Examples using sklearn.preprocessing.PowerTransformer¶

`sklearn.preprocessing`.PowerTransformer¶

Examples using `sklearn.preprocessing.PowerTransformer`¶