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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937
|
"""
This file contains preprocessing tools based on polynomials.
"""
import collections
from numbers import Integral
from itertools import chain, combinations
from itertools import combinations_with_replacement as combinations_w_r
import numpy as np
from scipy import sparse
from scipy.interpolate import BSpline
from scipy.special import comb
from ..base import BaseEstimator, TransformerMixin
from ..utils import check_array
from ..utils.validation import check_is_fitted, FLOAT_DTYPES, _check_sample_weight
from ..utils.validation import _check_feature_names_in
from ..utils._param_validation import Interval, StrOptions
from ..utils.stats import _weighted_percentile
from ._csr_polynomial_expansion import _csr_polynomial_expansion
__all__ = [
"PolynomialFeatures",
"SplineTransformer",
]
class PolynomialFeatures(TransformerMixin, BaseEstimator):
"""Generate polynomial and interaction features.
Generate a new feature matrix consisting of all polynomial combinations
of the features with degree less than or equal to the specified degree.
For example, if an input sample is two dimensional and of the form
[a, b], the degree-2 polynomial features are [1, a, b, a^2, ab, b^2].
Read more in the :ref:`User Guide <polynomial_features>`.
Parameters
----------
degree : int or tuple (min_degree, max_degree), default=2
If a single int is given, it specifies the maximal degree of the
polynomial features. If a tuple `(min_degree, max_degree)` is passed,
then `min_degree` is the minimum and `max_degree` is the maximum
polynomial degree of the generated features. Note that `min_degree=0`
and `min_degree=1` are equivalent as outputting the degree zero term is
determined by `include_bias`.
interaction_only : bool, default=False
If `True`, only interaction features are produced: features that are
products of at most `degree` *distinct* input features, i.e. terms with
power of 2 or higher of the same input feature are excluded:
- included: `x[0]`, `x[1]`, `x[0] * x[1]`, etc.
- excluded: `x[0] ** 2`, `x[0] ** 2 * x[1]`, etc.
include_bias : bool, default=True
If `True` (default), then include a bias column, the feature in which
all polynomial powers are zero (i.e. a column of ones - acts as an
intercept term in a linear model).
order : {'C', 'F'}, default='C'
Order of output array in the dense case. `'F'` order is faster to
compute, but may slow down subsequent estimators.
.. versionadded:: 0.21
Attributes
----------
powers_ : ndarray of shape (`n_output_features_`, `n_features_in_`)
`powers_[i, j]` is the exponent of the jth input in the ith output.
n_features_in_ : int
Number of features seen during :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
n_output_features_ : int
The total number of polynomial output features. The number of output
features is computed by iterating over all suitably sized combinations
of input features.
See Also
--------
SplineTransformer : Transformer that generates univariate B-spline bases
for features.
Notes
-----
Be aware that the number of features in the output array scales
polynomially in the number of features of the input array, and
exponentially in the degree. High degrees can cause overfitting.
See :ref:`examples/linear_model/plot_polynomial_interpolation.py
<sphx_glr_auto_examples_linear_model_plot_polynomial_interpolation.py>`
Examples
--------
>>> import numpy as np
>>> from sklearn.preprocessing import PolynomialFeatures
>>> X = np.arange(6).reshape(3, 2)
>>> X
array([[0, 1],
[2, 3],
[4, 5]])
>>> poly = PolynomialFeatures(2)
>>> poly.fit_transform(X)
array([[ 1., 0., 1., 0., 0., 1.],
[ 1., 2., 3., 4., 6., 9.],
[ 1., 4., 5., 16., 20., 25.]])
>>> poly = PolynomialFeatures(interaction_only=True)
>>> poly.fit_transform(X)
array([[ 1., 0., 1., 0.],
[ 1., 2., 3., 6.],
[ 1., 4., 5., 20.]])
"""
_parameter_constraints: dict = {
"degree": [Interval(Integral, 0, None, closed="left"), "array-like"],
"interaction_only": ["boolean"],
"include_bias": ["boolean"],
"order": [StrOptions({"C", "F"})],
}
def __init__(
self, degree=2, *, interaction_only=False, include_bias=True, order="C"
):
self.degree = degree
self.interaction_only = interaction_only
self.include_bias = include_bias
self.order = order
@staticmethod
def _combinations(
n_features, min_degree, max_degree, interaction_only, include_bias
):
comb = combinations if interaction_only else combinations_w_r
start = max(1, min_degree)
iter = chain.from_iterable(
comb(range(n_features), i) for i in range(start, max_degree + 1)
)
if include_bias:
iter = chain(comb(range(n_features), 0), iter)
return iter
@staticmethod
def _num_combinations(
n_features, min_degree, max_degree, interaction_only, include_bias
):
"""Calculate number of terms in polynomial expansion
This should be equivalent to counting the number of terms returned by
_combinations(...) but much faster.
"""
if interaction_only:
combinations = sum(
[
comb(n_features, i, exact=True)
for i in range(max(1, min_degree), min(max_degree, n_features) + 1)
]
)
else:
combinations = comb(n_features + max_degree, max_degree, exact=True) - 1
if min_degree > 0:
d = min_degree - 1
combinations -= comb(n_features + d, d, exact=True) - 1
if include_bias:
combinations += 1
return combinations
@property
def powers_(self):
"""Exponent for each of the inputs in the output."""
check_is_fitted(self)
combinations = self._combinations(
n_features=self.n_features_in_,
min_degree=self._min_degree,
max_degree=self._max_degree,
interaction_only=self.interaction_only,
include_bias=self.include_bias,
)
return np.vstack(
[np.bincount(c, minlength=self.n_features_in_) for c in combinations]
)
def get_feature_names_out(self, input_features=None):
"""Get output feature names for transformation.
Parameters
----------
input_features : array-like of str or None, default=None
Input features.
- If `input_features is None`, then `feature_names_in_` is
used as feature names in. If `feature_names_in_` is not defined,
then the following input feature names are generated:
`["x0", "x1", ..., "x(n_features_in_ - 1)"]`.
- If `input_features` is an array-like, then `input_features` must
match `feature_names_in_` if `feature_names_in_` is defined.
Returns
-------
feature_names_out : ndarray of str objects
Transformed feature names.
"""
powers = self.powers_
input_features = _check_feature_names_in(self, input_features)
feature_names = []
for row in powers:
inds = np.where(row)[0]
if len(inds):
name = " ".join(
"%s^%d" % (input_features[ind], exp)
if exp != 1
else input_features[ind]
for ind, exp in zip(inds, row[inds])
)
else:
name = "1"
feature_names.append(name)
return np.asarray(feature_names, dtype=object)
def fit(self, X, y=None):
"""
Compute number of output features.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
The data.
y : Ignored
Not used, present here for API consistency by convention.
Returns
-------
self : object
Fitted transformer.
"""
self._validate_params()
_, n_features = self._validate_data(X, accept_sparse=True).shape
if isinstance(self.degree, Integral):
if self.degree == 0 and not self.include_bias:
raise ValueError(
"Setting degree to zero and include_bias to False would result in"
" an empty output array."
)
self._min_degree = 0
self._max_degree = self.degree
elif (
isinstance(self.degree, collections.abc.Iterable) and len(self.degree) == 2
):
self._min_degree, self._max_degree = self.degree
if not (
isinstance(self._min_degree, Integral)
and isinstance(self._max_degree, Integral)
and self._min_degree >= 0
and self._min_degree <= self._max_degree
):
raise ValueError(
"degree=(min_degree, max_degree) must "
"be non-negative integers that fulfil "
"min_degree <= max_degree, got "
f"{self.degree}."
)
elif self._max_degree == 0 and not self.include_bias:
raise ValueError(
"Setting both min_degree and max_degree to zero and include_bias to"
" False would result in an empty output array."
)
else:
raise ValueError(
"degree must be a non-negative int or tuple "
"(min_degree, max_degree), got "
f"{self.degree}."
)
self.n_output_features_ = self._num_combinations(
n_features=n_features,
min_degree=self._min_degree,
max_degree=self._max_degree,
interaction_only=self.interaction_only,
include_bias=self.include_bias,
)
# We also record the number of output features for
# _max_degree = 0
self._n_out_full = self._num_combinations(
n_features=n_features,
min_degree=0,
max_degree=self._max_degree,
interaction_only=self.interaction_only,
include_bias=self.include_bias,
)
return self
def transform(self, X):
"""Transform data to polynomial features.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
The data to transform, row by row.
Prefer CSR over CSC for sparse input (for speed), but CSC is
required if the degree is 4 or higher. If the degree is less than
4 and the input format is CSC, it will be converted to CSR, have
its polynomial features generated, then converted back to CSC.
If the degree is 2 or 3, the method described in "Leveraging
Sparsity to Speed Up Polynomial Feature Expansions of CSR Matrices
Using K-Simplex Numbers" by Andrew Nystrom and John Hughes is
used, which is much faster than the method used on CSC input. For
this reason, a CSC input will be converted to CSR, and the output
will be converted back to CSC prior to being returned, hence the
preference of CSR.
Returns
-------
XP : {ndarray, sparse matrix} of shape (n_samples, NP)
The matrix of features, where `NP` is the number of polynomial
features generated from the combination of inputs. If a sparse
matrix is provided, it will be converted into a sparse
`csr_matrix`.
"""
check_is_fitted(self)
X = self._validate_data(
X, order="F", dtype=FLOAT_DTYPES, reset=False, accept_sparse=("csr", "csc")
)
n_samples, n_features = X.shape
if sparse.isspmatrix_csr(X):
if self._max_degree > 3:
return self.transform(X.tocsc()).tocsr()
to_stack = []
if self.include_bias:
to_stack.append(
sparse.csc_matrix(np.ones(shape=(n_samples, 1), dtype=X.dtype))
)
if self._min_degree <= 1 and self._max_degree > 0:
to_stack.append(X)
for deg in range(max(2, self._min_degree), self._max_degree + 1):
Xp_next = _csr_polynomial_expansion(
X.data, X.indices, X.indptr, X.shape[1], self.interaction_only, deg
)
if Xp_next is None:
break
to_stack.append(Xp_next)
if len(to_stack) == 0:
# edge case: deal with empty matrix
XP = sparse.csr_matrix((n_samples, 0), dtype=X.dtype)
else:
XP = sparse.hstack(to_stack, format="csr")
elif sparse.isspmatrix_csc(X) and self._max_degree < 4:
return self.transform(X.tocsr()).tocsc()
elif sparse.isspmatrix(X):
combinations = self._combinations(
n_features=n_features,
min_degree=self._min_degree,
max_degree=self._max_degree,
interaction_only=self.interaction_only,
include_bias=self.include_bias,
)
columns = []
for combi in combinations:
if combi:
out_col = 1
for col_idx in combi:
out_col = X[:, col_idx].multiply(out_col)
columns.append(out_col)
else:
bias = sparse.csc_matrix(np.ones((X.shape[0], 1)))
columns.append(bias)
XP = sparse.hstack(columns, dtype=X.dtype).tocsc()
else:
# Do as if _min_degree = 0 and cut down array after the
# computation, i.e. use _n_out_full instead of n_output_features_.
XP = np.empty(
shape=(n_samples, self._n_out_full), dtype=X.dtype, order=self.order
)
# What follows is a faster implementation of:
# for i, comb in enumerate(combinations):
# XP[:, i] = X[:, comb].prod(1)
# This implementation uses two optimisations.
# First one is broadcasting,
# multiply ([X1, ..., Xn], X1) -> [X1 X1, ..., Xn X1]
# multiply ([X2, ..., Xn], X2) -> [X2 X2, ..., Xn X2]
# ...
# multiply ([X[:, start:end], X[:, start]) -> ...
# Second optimisation happens for degrees >= 3.
# Xi^3 is computed reusing previous computation:
# Xi^3 = Xi^2 * Xi.
# degree 0 term
if self.include_bias:
XP[:, 0] = 1
current_col = 1
else:
current_col = 0
if self._max_degree == 0:
return XP
# degree 1 term
XP[:, current_col : current_col + n_features] = X
index = list(range(current_col, current_col + n_features))
current_col += n_features
index.append(current_col)
# loop over degree >= 2 terms
for _ in range(2, self._max_degree + 1):
new_index = []
end = index[-1]
for feature_idx in range(n_features):
start = index[feature_idx]
new_index.append(current_col)
if self.interaction_only:
start += index[feature_idx + 1] - index[feature_idx]
next_col = current_col + end - start
if next_col <= current_col:
break
# XP[:, start:end] are terms of degree d - 1
# that exclude feature #feature_idx.
np.multiply(
XP[:, start:end],
X[:, feature_idx : feature_idx + 1],
out=XP[:, current_col:next_col],
casting="no",
)
current_col = next_col
new_index.append(current_col)
index = new_index
if self._min_degree > 1:
n_XP, n_Xout = self._n_out_full, self.n_output_features_
if self.include_bias:
Xout = np.empty(
shape=(n_samples, n_Xout), dtype=XP.dtype, order=self.order
)
Xout[:, 0] = 1
Xout[:, 1:] = XP[:, n_XP - n_Xout + 1 :]
else:
Xout = XP[:, n_XP - n_Xout :].copy()
XP = Xout
return XP
# TODO:
# - sparse support (either scipy or own cython solution)?
class SplineTransformer(TransformerMixin, BaseEstimator):
"""Generate univariate B-spline bases for features.
Generate a new feature matrix consisting of
`n_splines=n_knots + degree - 1` (`n_knots - 1` for
`extrapolation="periodic"`) spline basis functions
(B-splines) of polynomial order=`degree` for each feature.
Read more in the :ref:`User Guide <spline_transformer>`.
.. versionadded:: 1.0
Parameters
----------
n_knots : int, default=5
Number of knots of the splines if `knots` equals one of
{'uniform', 'quantile'}. Must be larger or equal 2. Ignored if `knots`
is array-like.
degree : int, default=3
The polynomial degree of the spline basis. Must be a non-negative
integer.
knots : {'uniform', 'quantile'} or array-like of shape \
(n_knots, n_features), default='uniform'
Set knot positions such that first knot <= features <= last knot.
- If 'uniform', `n_knots` number of knots are distributed uniformly
from min to max values of the features.
- If 'quantile', they are distributed uniformly along the quantiles of
the features.
- If an array-like is given, it directly specifies the sorted knot
positions including the boundary knots. Note that, internally,
`degree` number of knots are added before the first knot, the same
after the last knot.
extrapolation : {'error', 'constant', 'linear', 'continue', 'periodic'}, \
default='constant'
If 'error', values outside the min and max values of the training
features raises a `ValueError`. If 'constant', the value of the
splines at minimum and maximum value of the features is used as
constant extrapolation. If 'linear', a linear extrapolation is used.
If 'continue', the splines are extrapolated as is, i.e. option
`extrapolate=True` in :class:`scipy.interpolate.BSpline`. If
'periodic', periodic splines with a periodicity equal to the distance
between the first and last knot are used. Periodic splines enforce
equal function values and derivatives at the first and last knot.
For example, this makes it possible to avoid introducing an arbitrary
jump between Dec 31st and Jan 1st in spline features derived from a
naturally periodic "day-of-year" input feature. In this case it is
recommended to manually set the knot values to control the period.
include_bias : bool, default=True
If True (default), then the last spline element inside the data range
of a feature is dropped. As B-splines sum to one over the spline basis
functions for each data point, they implicitly include a bias term,
i.e. a column of ones. It acts as an intercept term in a linear models.
order : {'C', 'F'}, default='C'
Order of output array. 'F' order is faster to compute, but may slow
down subsequent estimators.
Attributes
----------
bsplines_ : list of shape (n_features,)
List of BSplines objects, one for each feature.
n_features_in_ : int
The total number of input features.
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
n_features_out_ : int
The total number of output features, which is computed as
`n_features * n_splines`, where `n_splines` is
the number of bases elements of the B-splines,
`n_knots + degree - 1` for non-periodic splines and
`n_knots - 1` for periodic ones.
If `include_bias=False`, then it is only
`n_features * (n_splines - 1)`.
See Also
--------
KBinsDiscretizer : Transformer that bins continuous data into intervals.
PolynomialFeatures : Transformer that generates polynomial and interaction
features.
Notes
-----
High degrees and a high number of knots can cause overfitting.
See :ref:`examples/linear_model/plot_polynomial_interpolation.py
<sphx_glr_auto_examples_linear_model_plot_polynomial_interpolation.py>`.
Examples
--------
>>> import numpy as np
>>> from sklearn.preprocessing import SplineTransformer
>>> X = np.arange(6).reshape(6, 1)
>>> spline = SplineTransformer(degree=2, n_knots=3)
>>> spline.fit_transform(X)
array([[0.5 , 0.5 , 0. , 0. ],
[0.18, 0.74, 0.08, 0. ],
[0.02, 0.66, 0.32, 0. ],
[0. , 0.32, 0.66, 0.02],
[0. , 0.08, 0.74, 0.18],
[0. , 0. , 0.5 , 0.5 ]])
"""
_parameter_constraints: dict = {
"n_knots": [Interval(Integral, 2, None, closed="left")],
"degree": [Interval(Integral, 0, None, closed="left")],
"knots": [StrOptions({"uniform", "quantile"}), "array-like"],
"extrapolation": [
StrOptions({"error", "constant", "linear", "continue", "periodic"})
],
"include_bias": ["boolean"],
"order": [StrOptions({"C", "F"})],
}
def __init__(
self,
n_knots=5,
degree=3,
*,
knots="uniform",
extrapolation="constant",
include_bias=True,
order="C",
):
self.n_knots = n_knots
self.degree = degree
self.knots = knots
self.extrapolation = extrapolation
self.include_bias = include_bias
self.order = order
@staticmethod
def _get_base_knot_positions(X, n_knots=10, knots="uniform", sample_weight=None):
"""Calculate base knot positions.
Base knots such that first knot <= feature <= last knot. For the
B-spline construction with scipy.interpolate.BSpline, 2*degree knots
beyond the base interval are added.
Returns
-------
knots : ndarray of shape (n_knots, n_features), dtype=np.float64
Knot positions (points) of base interval.
"""
if knots == "quantile":
percentiles = 100 * np.linspace(
start=0, stop=1, num=n_knots, dtype=np.float64
)
if sample_weight is None:
knots = np.percentile(X, percentiles, axis=0)
else:
knots = np.array(
[
_weighted_percentile(X, sample_weight, percentile)
for percentile in percentiles
]
)
else:
# knots == 'uniform':
# Note that the variable `knots` has already been validated and
# `else` is therefore safe.
# Disregard observations with zero weight.
mask = slice(None, None, 1) if sample_weight is None else sample_weight > 0
x_min = np.amin(X[mask], axis=0)
x_max = np.amax(X[mask], axis=0)
knots = np.linspace(
start=x_min,
stop=x_max,
num=n_knots,
endpoint=True,
dtype=np.float64,
)
return knots
def get_feature_names_out(self, input_features=None):
"""Get output feature names for transformation.
Parameters
----------
input_features : array-like of str or None, default=None
Input features.
- If `input_features` is `None`, then `feature_names_in_` is
used as feature names in. If `feature_names_in_` is not defined,
then the following input feature names are generated:
`["x0", "x1", ..., "x(n_features_in_ - 1)"]`.
- If `input_features` is an array-like, then `input_features` must
match `feature_names_in_` if `feature_names_in_` is defined.
Returns
-------
feature_names_out : ndarray of str objects
Transformed feature names.
"""
n_splines = self.bsplines_[0].c.shape[1]
input_features = _check_feature_names_in(self, input_features)
feature_names = []
for i in range(self.n_features_in_):
for j in range(n_splines - 1 + self.include_bias):
feature_names.append(f"{input_features[i]}_sp_{j}")
return np.asarray(feature_names, dtype=object)
def fit(self, X, y=None, sample_weight=None):
"""Compute knot positions of splines.
Parameters
----------
X : array-like of shape (n_samples, n_features)
The data.
y : None
Ignored.
sample_weight : array-like of shape (n_samples,), default = None
Individual weights for each sample. Used to calculate quantiles if
`knots="quantile"`. For `knots="uniform"`, zero weighted
observations are ignored for finding the min and max of `X`.
Returns
-------
self : object
Fitted transformer.
"""
self._validate_params()
X = self._validate_data(
X,
reset=True,
accept_sparse=False,
ensure_min_samples=2,
ensure_2d=True,
)
if sample_weight is not None:
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype)
_, n_features = X.shape
if isinstance(self.knots, str):
base_knots = self._get_base_knot_positions(
X, n_knots=self.n_knots, knots=self.knots, sample_weight=sample_weight
)
else:
base_knots = check_array(self.knots, dtype=np.float64)
if base_knots.shape[0] < 2:
raise ValueError("Number of knots, knots.shape[0], must be >= 2.")
elif base_knots.shape[1] != n_features:
raise ValueError("knots.shape[1] == n_features is violated.")
elif not np.all(np.diff(base_knots, axis=0) > 0):
raise ValueError("knots must be sorted without duplicates.")
# number of knots for base interval
n_knots = base_knots.shape[0]
if self.extrapolation == "periodic" and n_knots <= self.degree:
raise ValueError(
"Periodic splines require degree < n_knots. Got n_knots="
f"{n_knots} and degree={self.degree}."
)
# number of splines basis functions
if self.extrapolation != "periodic":
n_splines = n_knots + self.degree - 1
else:
# periodic splines have self.degree less degrees of freedom
n_splines = n_knots - 1
degree = self.degree
n_out = n_features * n_splines
# We have to add degree number of knots below, and degree number knots
# above the base knots in order to make the spline basis complete.
if self.extrapolation == "periodic":
# For periodic splines the spacing of the first / last degree knots
# needs to be a continuation of the spacing of the last / first
# base knots.
period = base_knots[-1] - base_knots[0]
knots = np.r_[
base_knots[-(degree + 1) : -1] - period,
base_knots,
base_knots[1 : (degree + 1)] + period,
]
else:
# Eilers & Marx in "Flexible smoothing with B-splines and
# penalties" https://doi.org/10.1214/ss/1038425655 advice
# against repeating first and last knot several times, which
# would have inferior behaviour at boundaries if combined with
# a penalty (hence P-Spline). We follow this advice even if our
# splines are unpenalized. Meaning we do not:
# knots = np.r_[
# np.tile(base_knots.min(axis=0), reps=[degree, 1]),
# base_knots,
# np.tile(base_knots.max(axis=0), reps=[degree, 1])
# ]
# Instead, we reuse the distance of the 2 fist/last knots.
dist_min = base_knots[1] - base_knots[0]
dist_max = base_knots[-1] - base_knots[-2]
knots = np.r_[
np.linspace(
base_knots[0] - degree * dist_min,
base_knots[0] - dist_min,
num=degree,
),
base_knots,
np.linspace(
base_knots[-1] + dist_max,
base_knots[-1] + degree * dist_max,
num=degree,
),
]
# With a diagonal coefficient matrix, we get back the spline basis
# elements, i.e. the design matrix of the spline.
# Note, BSpline appreciates C-contiguous float64 arrays as c=coef.
coef = np.eye(n_splines, dtype=np.float64)
if self.extrapolation == "periodic":
coef = np.concatenate((coef, coef[:degree, :]))
extrapolate = self.extrapolation in ["periodic", "continue"]
bsplines = [
BSpline.construct_fast(
knots[:, i], coef, self.degree, extrapolate=extrapolate
)
for i in range(n_features)
]
self.bsplines_ = bsplines
self.n_features_out_ = n_out - n_features * (1 - self.include_bias)
return self
def transform(self, X):
"""Transform each feature data to B-splines.
Parameters
----------
X : array-like of shape (n_samples, n_features)
The data to transform.
Returns
-------
XBS : ndarray of shape (n_samples, n_features * n_splines)
The matrix of features, where n_splines is the number of bases
elements of the B-splines, n_knots + degree - 1.
"""
check_is_fitted(self)
X = self._validate_data(X, reset=False, accept_sparse=False, ensure_2d=True)
n_samples, n_features = X.shape
n_splines = self.bsplines_[0].c.shape[1]
degree = self.degree
# Note that scipy BSpline returns float64 arrays and converts input
# x=X[:, i] to c-contiguous float64.
n_out = self.n_features_out_ + n_features * (1 - self.include_bias)
if X.dtype in FLOAT_DTYPES:
dtype = X.dtype
else:
dtype = np.float64
XBS = np.zeros((n_samples, n_out), dtype=dtype, order=self.order)
for i in range(n_features):
spl = self.bsplines_[i]
if self.extrapolation in ("continue", "error", "periodic"):
if self.extrapolation == "periodic":
# With periodic extrapolation we map x to the segment
# [spl.t[k], spl.t[n]].
# This is equivalent to BSpline(.., extrapolate="periodic")
# for scipy>=1.0.0.
n = spl.t.size - spl.k - 1
# Assign to new array to avoid inplace operation
x = spl.t[spl.k] + (X[:, i] - spl.t[spl.k]) % (
spl.t[n] - spl.t[spl.k]
)
else:
x = X[:, i]
XBS[:, (i * n_splines) : ((i + 1) * n_splines)] = spl(x)
else:
xmin = spl.t[degree]
xmax = spl.t[-degree - 1]
mask = (xmin <= X[:, i]) & (X[:, i] <= xmax)
XBS[mask, (i * n_splines) : ((i + 1) * n_splines)] = spl(X[mask, i])
# Note for extrapolation:
# 'continue' is already returned as is by scipy BSplines
if self.extrapolation == "error":
# BSpline with extrapolate=False does not raise an error, but
# output np.nan.
if np.any(np.isnan(XBS[:, (i * n_splines) : ((i + 1) * n_splines)])):
raise ValueError(
"X contains values beyond the limits of the knots."
)
elif self.extrapolation == "constant":
# Set all values beyond xmin and xmax to the value of the
# spline basis functions at those two positions.
# Only the first degree and last degree number of splines
# have non-zero values at the boundaries.
# spline values at boundaries
f_min = spl(xmin)
f_max = spl(xmax)
mask = X[:, i] < xmin
if np.any(mask):
XBS[mask, (i * n_splines) : (i * n_splines + degree)] = f_min[
:degree
]
mask = X[:, i] > xmax
if np.any(mask):
XBS[
mask,
((i + 1) * n_splines - degree) : ((i + 1) * n_splines),
] = f_max[-degree:]
elif self.extrapolation == "linear":
# Continue the degree first and degree last spline bases
# linearly beyond the boundaries, with slope = derivative at
# the boundary.
# Note that all others have derivative = value = 0 at the
# boundaries.
# spline values at boundaries
f_min, f_max = spl(xmin), spl(xmax)
# spline derivatives = slopes at boundaries
fp_min, fp_max = spl(xmin, nu=1), spl(xmax, nu=1)
# Compute the linear continuation.
if degree <= 1:
# For degree=1, the derivative of 2nd spline is not zero at
# boundary. For degree=0 it is the same as 'constant'.
degree += 1
for j in range(degree):
mask = X[:, i] < xmin
if np.any(mask):
XBS[mask, i * n_splines + j] = (
f_min[j] + (X[mask, i] - xmin) * fp_min[j]
)
mask = X[:, i] > xmax
if np.any(mask):
k = n_splines - 1 - j
XBS[mask, i * n_splines + k] = (
f_max[k] + (X[mask, i] - xmax) * fp_max[k]
)
if self.include_bias:
return XBS
else:
# We throw away one spline basis per feature.
# We chose the last one.
indices = [j for j in range(XBS.shape[1]) if (j + 1) % n_splines != 0]
return XBS[:, indices]
|