.. 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 36-148 .. image-sg:: /auto_examples/preprocessing/images/sphx_glr_plot_map_data_to_normal_001.png :alt: Lognormal, Chi-squared, Weibull, After Box-Cox $\lambda$ = 0.03, After Box-Cox $\lambda$ = 0.27, After Box-Cox $\lambda$ = 12.52, After Yeo-Johnson $\lambda$ = -0.85, After Yeo-Johnson $\lambda$ = -0.16, After Yeo-Johnson $\lambda$ = 24.34, After Quantile transform, After Quantile transform, After Quantile transform, Gaussian, Uniform, Bimodal, After Box-Cox $\lambda$ = 7.28, After Box-Cox $\lambda$ = 0.63, After Box-Cox $\lambda$ = 0.91, After Yeo-Johnson $\lambda$ = 7.34, After Yeo-Johnson $\lambda$ = 0.46, After Yeo-Johnson $\lambda$ = 0.91, After Quantile transform, After Quantile transform, After Quantile transform :srcset: /auto_examples/preprocessing/images/sphx_glr_plot_map_data_to_normal_001.png :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 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=0.5) # 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 1.325 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/1.1.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 _