1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307
|
# -*- coding: utf-8 -*-
# Author: Henry Lin <hlin117@gmail.com>
# Tom Dupré la Tour
# License: BSD
from __future__ import division, absolute_import
import numbers
import numpy as np
import warnings
from . import OneHotEncoder
from ..base import BaseEstimator, TransformerMixin
from ..utils.validation import check_array
from ..utils.validation import check_is_fitted
from ..utils.validation import FLOAT_DTYPES
from ..utils.fixes import np_version
class KBinsDiscretizer(BaseEstimator, TransformerMixin):
"""Bin continuous data into intervals.
Read more in the :ref:`User Guide <preprocessing_discretization>`.
Parameters
----------
n_bins : int or array-like, shape (n_features,) (default=5)
The number of bins to produce. The intervals for the bins are
determined by the minimum and maximum of the input data.
Raises ValueError if ``n_bins < 2``.
If ``n_bins`` is an array, and there is an ignored feature at
index ``i``, ``n_bins[i]`` will be ignored.
encode : {'onehot', 'onehot-dense', 'ordinal'}, (default='onehot')
Method used to encode the transformed result.
onehot
Encode the transformed result with one-hot encoding
and return a sparse matrix. Ignored features are always
stacked to the right.
onehot-dense
Encode the transformed result with one-hot encoding
and return a dense array. Ignored features are always
stacked to the right.
ordinal
Return the bin identifier encoded as an integer value.
strategy : {'uniform', 'quantile', 'kmeans'}, (default='quantile')
Strategy used to define the widths of the bins.
uniform
All bins in each feature have identical widths.
quantile
All bins in each feature have the same number of points.
kmeans
Values in each bin have the same nearest center of a 1D k-means
cluster.
Attributes
----------
n_bins_ : int array, shape (n_features,)
Number of bins per feature. An ignored feature at index ``i``
will have ``n_bins_[i] == 0``.
bin_edges_ : array of arrays, shape (n_features, )
The edges of each bin. Contain arrays of varying shapes ``(n_bins_, )``
Ignored features will have empty arrays.
Examples
--------
>>> X = [[-2, 1, -4, -1],
... [-1, 2, -3, -0.5],
... [ 0, 3, -2, 0.5],
... [ 1, 4, -1, 2]]
>>> est = KBinsDiscretizer(n_bins=3, encode='ordinal', strategy='uniform')
>>> est.fit(X) # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE
KBinsDiscretizer(...)
>>> Xt = est.transform(X)
>>> Xt # doctest: +SKIP
array([[ 0., 0., 0., 0.],
[ 1., 1., 1., 0.],
[ 2., 2., 2., 1.],
[ 2., 2., 2., 2.]])
Sometimes it may be useful to convert the data back into the original
feature space. The ``inverse_transform`` function converts the binned
data into the original feature space. Each value will be equal to the mean
of the two bin edges.
>>> est.bin_edges_[0]
array([-2., -1., 0., 1.])
>>> est.inverse_transform(Xt)
array([[-1.5, 1.5, -3.5, -0.5],
[-0.5, 2.5, -2.5, -0.5],
[ 0.5, 3.5, -1.5, 0.5],
[ 0.5, 3.5, -1.5, 1.5]])
Notes
-----
In bin edges for feature ``i``, the first and last values are used only for
``inverse_transform``. During transform, bin edges are extended to::
np.concatenate([-np.inf, bin_edges_[i][1:-1], np.inf])
You can combine ``KBinsDiscretizer`` with
:class:`sklearn.compose.ColumnTransformer` if you only want to preprocess
part of the features.
See also
--------
sklearn.preprocessing.Binarizer : class used to bin values as ``0`` or
``1`` based on a parameter ``threshold``.
"""
def __init__(self, n_bins=5, encode='onehot', strategy='quantile'):
self.n_bins = n_bins
self.encode = encode
self.strategy = strategy
def fit(self, X, y=None):
"""Fits the estimator.
Parameters
----------
X : numeric array-like, shape (n_samples, n_features)
Data to be discretized.
y : ignored
Returns
-------
self
"""
X = check_array(X, dtype='numeric')
valid_encode = ('onehot', 'onehot-dense', 'ordinal')
if self.encode not in valid_encode:
raise ValueError("Valid options for 'encode' are {}. "
"Got encode={!r} instead."
.format(valid_encode, self.encode))
valid_strategy = ('uniform', 'quantile', 'kmeans')
if self.strategy not in valid_strategy:
raise ValueError("Valid options for 'strategy' are {}. "
"Got strategy={!r} instead."
.format(valid_strategy, self.strategy))
n_features = X.shape[1]
n_bins = self._validate_n_bins(n_features)
bin_edges = np.zeros(n_features, dtype=object)
for jj in range(n_features):
column = X[:, jj]
col_min, col_max = column.min(), column.max()
if col_min == col_max:
warnings.warn("Feature %d is constant and will be "
"replaced with 0." % jj)
n_bins[jj] = 1
bin_edges[jj] = np.array([-np.inf, np.inf])
continue
if self.strategy == 'uniform':
bin_edges[jj] = np.linspace(col_min, col_max, n_bins[jj] + 1)
elif self.strategy == 'quantile':
quantiles = np.linspace(0, 100, n_bins[jj] + 1)
if np_version < (1, 9):
quantiles = list(quantiles)
bin_edges[jj] = np.asarray(np.percentile(column, quantiles))
elif self.strategy == 'kmeans':
from ..cluster import KMeans # fixes import loops
# Deterministic initialization with uniform spacing
uniform_edges = np.linspace(col_min, col_max, n_bins[jj] + 1)
init = (uniform_edges[1:] + uniform_edges[:-1])[:, None] * 0.5
# 1D k-means procedure
km = KMeans(n_clusters=n_bins[jj], init=init, n_init=1)
centers = km.fit(column[:, None]).cluster_centers_[:, 0]
bin_edges[jj] = (centers[1:] + centers[:-1]) * 0.5
bin_edges[jj] = np.r_[col_min, bin_edges[jj], col_max]
self.bin_edges_ = bin_edges
self.n_bins_ = n_bins
if 'onehot' in self.encode:
self._encoder = OneHotEncoder(
categories=[np.arange(i) for i in self.n_bins_],
sparse=self.encode == 'onehot')
# Fit the OneHotEncoder with toy datasets
# so that it's ready for use after the KBinsDiscretizer is fitted
self._encoder.fit(np.zeros((1, len(self.n_bins_)), dtype=int))
return self
def _validate_n_bins(self, n_features):
"""Returns n_bins_, the number of bins per feature.
Also ensures that ignored bins are zero.
"""
orig_bins = self.n_bins
if isinstance(orig_bins, numbers.Number):
if not isinstance(orig_bins, (numbers.Integral, np.integer)):
raise ValueError("{} received an invalid n_bins type. "
"Received {}, expected int."
.format(KBinsDiscretizer.__name__,
type(orig_bins).__name__))
if orig_bins < 2:
raise ValueError("{} received an invalid number "
"of bins. Received {}, expected at least 2."
.format(KBinsDiscretizer.__name__, orig_bins))
return np.full(n_features, orig_bins, dtype=np.int)
n_bins = check_array(orig_bins, dtype=np.int, copy=True,
ensure_2d=False)
if n_bins.ndim > 1 or n_bins.shape[0] != n_features:
raise ValueError("n_bins must be a scalar or array "
"of shape (n_features,).")
bad_nbins_value = (n_bins < 2) | (n_bins != orig_bins)
violating_indices = np.where(bad_nbins_value)[0]
if violating_indices.shape[0] > 0:
indices = ", ".join(str(i) for i in violating_indices)
raise ValueError("{} received an invalid number "
"of bins at indices {}. Number of bins "
"must be at least 2, and must be an int."
.format(KBinsDiscretizer.__name__, indices))
return n_bins
def transform(self, X):
"""Discretizes the data.
Parameters
----------
X : numeric array-like, shape (n_samples, n_features)
Data to be discretized.
Returns
-------
Xt : numeric array-like or sparse matrix
Data in the binned space.
"""
check_is_fitted(self, ["bin_edges_"])
Xt = check_array(X, copy=True, dtype=FLOAT_DTYPES)
n_features = self.n_bins_.shape[0]
if Xt.shape[1] != n_features:
raise ValueError("Incorrect number of features. Expecting {}, "
"received {}.".format(n_features, Xt.shape[1]))
bin_edges = self.bin_edges_
for jj in range(Xt.shape[1]):
# Values which are close to a bin edge are susceptible to numeric
# instability. Add eps to X so these values are binned correctly
# with respect to their decimal truncation. See documentation of
# numpy.isclose for an explanation of ``rtol`` and ``atol``.
rtol = 1.e-5
atol = 1.e-8
eps = atol + rtol * np.abs(Xt[:, jj])
Xt[:, jj] = np.digitize(Xt[:, jj] + eps, bin_edges[jj][1:])
np.clip(Xt, 0, self.n_bins_ - 1, out=Xt)
if self.encode == 'ordinal':
return Xt
return self._encoder.transform(Xt)
def inverse_transform(self, Xt):
"""Transforms discretized data back to original feature space.
Note that this function does not regenerate the original data
due to discretization rounding.
Parameters
----------
Xt : numeric array-like, shape (n_sample, n_features)
Transformed data in the binned space.
Returns
-------
Xinv : numeric array-like
Data in the original feature space.
"""
check_is_fitted(self, ["bin_edges_"])
if 'onehot' in self.encode:
Xt = self._encoder.inverse_transform(Xt)
Xinv = check_array(Xt, copy=True, dtype=FLOAT_DTYPES)
n_features = self.n_bins_.shape[0]
if Xinv.shape[1] != n_features:
raise ValueError("Incorrect number of features. Expecting {}, "
"received {}.".format(n_features, Xinv.shape[1]))
for jj in range(n_features):
bin_edges = self.bin_edges_[jj]
bin_centers = (bin_edges[1:] + bin_edges[:-1]) * 0.5
Xinv[:, jj] = bin_centers[np.int_(Xinv[:, jj])]
return Xinv
|