Transform features using quantiles information.
This method transforms the features to follow a uniform or a normal distribution. Therefore, for a given feature, this transformation tends to spread out the most frequent values. It also reduces the impact of (marginal) outliers: this is therefore a robust preprocessing scheme.
The transformation is applied on each feature independently. First an estimate of the cumulative distribution function of a feature is used to map the original values to a uniform distribution. The obtained values are then mapped to the desired output distribution using the associated quantile function. Features values of new/unseen data that fall below or above the fitted range will be mapped to the bounds of the output distribution. Note that this transform is non-linear. It may distort linear correlations between variables measured at the same scale but renders variables measured at different scales more directly comparable.
Read more in the :ref:`User Guide <preprocessing_transformer>`.
.. versionadded:: 0.19
Parameters ---------- n_quantiles : int, optional (default=1000 or n_samples) Number of quantiles to be computed. It corresponds to the number of landmarks used to discretize the cumulative distribution function. If n_quantiles is larger than the number of samples, n_quantiles is set to the number of samples as a larger number of quantiles does not give a better approximation of the cumulative distribution function estimator.
output_distribution : str, optional (default='uniform') Marginal distribution for the transformed data. The choices are 'uniform' (default) or 'normal'.
ignore_implicit_zeros : bool, optional (default=False) Only applies to sparse matrices. If True, the sparse entries of the matrix are discarded to compute the quantile statistics. If False, these entries are treated as zeros.
subsample : int, optional (default=1e5) Maximum number of samples used to estimate the quantiles for computational efficiency. Note that the subsampling procedure may differ for value-identical sparse and dense matrices.
random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random. Note that this is used by subsampling and smoothing noise.
copy : boolean, optional, (default=True) Set to False to perform inplace transformation and avoid a copy (if the input is already a numpy array).
Attributes ---------- n_quantiles_ : integer The actual number of quantiles used to discretize the cumulative distribution function.
quantiles_ : ndarray, shape (n_quantiles, n_features) The values corresponding the quantiles of reference.
references_ : ndarray, shape(n_quantiles, ) Quantiles of references.
Examples -------- >>> import numpy as np >>> from sklearn.preprocessing import QuantileTransformer >>> rng = np.random.RandomState(0) >>> X = np.sort(rng.normal(loc=0.5, scale=0.25, size=(25, 1)), axis=0) >>> qt = QuantileTransformer(n_quantiles=10, random_state=0) >>> qt.fit_transform(X) array(...
)
See also -------- quantile_transform : Equivalent function without the estimator API. PowerTransformer : Perform mapping to a normal distribution using a power transform. StandardScaler : Perform standardization that is faster, but less robust to outliers. RobustScaler : Perform robust standardization that removes the influence of outliers but does not put outliers and inliers on the same scale.
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 :ref:`examples/preprocessing/plot_all_scaling.py <sphx_glr_auto_examples_preprocessing_plot_all_scaling.py>`.