robust_scale#
- sklearn.preprocessing.robust_scale(X,*,axis=0,with_centering=True,with_scaling=True,quantile_range=(25.0,75.0),copy=True,unit_variance=False)[source]#
Standardize a dataset along any axis.
Center to the median and component wise scaleaccording to the interquartile range.
Read more in theUser Guide.
- Parameters:
- X{array-like, sparse matrix} of shape (n_sample, n_features)
The data to center and scale.
- axisint, default=0
Axis used to compute the medians and IQR along. If 0,independently scale each feature, otherwise (if 1) scaleeach sample.
- with_centeringbool, default=True
If
True, center the data before scaling.- with_scalingbool, default=True
If
True, scale the data to unit variance (or equivalently,unit standard deviation).- quantile_rangetuple (q_min, q_max), 0.0 < q_min < q_max < 100.0, default=(25.0, 75.0)
Quantile range used to calculate
scale_. By default this is equal tothe IQR, i.e.,q_minis the first quantile andq_maxis the thirdquantile.Added in version 0.18.
- copybool, default=True
If False, try to avoid a copy and scale in place.This is not guaranteed to always work in place; e.g. if the data isa numpy array with an int dtype, a copy will be returned even withcopy=False.
- unit_variancebool, default=False
If
True, scale data so that normally distributed features have avariance of 1. In general, if the difference between the x-values ofq_maxandq_minfor a standard normal distribution is greaterthan 1, the dataset will be scaled down. If less than 1, the datasetwill be scaled up.Added in version 0.24.
- Returns:
- X_tr{ndarray, sparse matrix} of shape (n_samples, n_features)
The transformed data.
See also
RobustScalerPerforms centering and scaling using the Transformer API (e.g. as part of a preprocessing
Pipeline).
Notes
This implementation will refuse to center scipy.sparse matricessince it would make them non-sparse and would potentially crash theprogram with memory exhaustion problems.
Instead the caller is expected to either set explicitly
with_centering=False(in that case, only variance scaling will beperformed on the features of the CSR matrix) or to callX.toarray()if he/she expects the materialized dense array to fit in memory.To avoid memory copy the caller should pass a CSR matrix.
For a comparison of the different scalers, transformers, and normalizers,see:Compare the effect of different scalers on data with outliers.
Warning
Risk of data leak
Do not use
robust_scaleunless you knowwhat you are doing. A common mistake is to apply it to the entire databefore splitting into training and test sets. This will bias themodel evaluation because information would have leaked from the testset to the training set.In general, we recommend usingRobustScalerwithin aPipeline in order to prevent most risks of dataleaking:pipe=make_pipeline(RobustScaler(),LogisticRegression()).Examples
>>>fromsklearn.preprocessingimportrobust_scale>>>X=[[-2,1,2],[-1,0,1]]>>>robust_scale(X,axis=0)# scale each column independentlyarray([[-1., 1., 1.], [ 1., -1., -1.]])>>>robust_scale(X,axis=1)# scale each row independentlyarray([[-1.5, 0. , 0.5], [-1. , 0. , 1. ]])
