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Standardizer

Standardizer

A model type for constructing a standardizer, based on MLJModels.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

Standardizer = @load Standardizer pkg=MLJModels

Do model = Standardizer() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in Standardizer(features=...).

Use this model to standardize (whiten) a Continuous vector, or relevant columns of a table. The rescalings applied by this transformer to new data are always those learned during the training phase, which are generally different from what would actually standardize the new data.

Training data

In MLJ or MLJBase, bind an instance model to data with

mach = machine(model, X)

where

  • X: any Tables.jl compatible table or any abstract vector with Continuous element scitype (any abstract float vector). Only features in a table with Continuous scitype can be standardized; check column scitypes with schema(X).

Train the machine using fit!(mach, rows=...).

Hyper-parameters

  • features: one of the following, with the behavior indicated below:

    • [] (empty, the default): standardize all features (columns) having Continuous element scitype
    • non-empty vector of feature names (symbols): standardize only the Continuous features in the vector (if ignore=false) or Continuous features not named in the vector (ignore=true).
    • function or other callable: standardize a feature if the callable returns true on its name. For example, Standardizer(features = name -> name in [:x1, :x3], ignore = true, count=true) has the same effect as Standardizer(features = [:x1, :x3], ignore = true, count=true), namely to standardize all Continuous and Count features, with the exception of :x1 and :x3.

    Note this behavior is further modified if the ordered_factor or count flags are set to true; see below

  • ignore=false: whether to ignore or standardize specified features, as explained above

  • ordered_factor=false: if true, standardize any OrderedFactor feature wherever a Continuous feature would be standardized, as described above

  • count=false: if true, standardize any Count feature wherever a Continuous feature would be standardized, as described above

Operations

  • transform(mach, Xnew): return Xnew with relevant features standardized according to the rescalings learned during fitting of mach.
  • inverse_transform(mach, Z): apply the inverse transformation to Z, so that inverse_transform(mach, transform(mach, Xnew)) is approximately the same as Xnew; unavailable if ordered_factor or count flags were set to true.

Fitted parameters

The fields of fitted_params(mach) are:

  • features_fit - the names of features that will be standardized
  • means - the corresponding untransformed mean values
  • stds - the corresponding untransformed standard deviations

Report

The fields of report(mach) are:

  • features_fit: the names of features that will be standardized

Examples

using MLJ

X = (ordinal1 = [1, 2, 3],
     ordinal2 = coerce([:x, :y, :x], OrderedFactor),
     ordinal3 = [10.0, 20.0, 30.0],
     ordinal4 = [-20.0, -30.0, -40.0],
     nominal = coerce(["Your father", "he", "is"], Multiclass));

julia> schema(X)
┌──────────┬──────────────────┐
│ names    │ scitypes         │
├──────────┼──────────────────┤
│ ordinal1 │ Count            │
│ ordinal2 │ OrderedFactor{2} │
│ ordinal3 │ Continuous       │
│ ordinal4 │ Continuous       │
│ nominal  │ Multiclass{3}    │
└──────────┴──────────────────┘

stand1 = Standardizer();

julia> transform(fit!(machine(stand1, X)), X)
(ordinal1 = [1, 2, 3],
 ordinal2 = CategoricalValue{Symbol,UInt32}[:x, :y, :x],
 ordinal3 = [-1.0, 0.0, 1.0],
 ordinal4 = [1.0, 0.0, -1.0],
 nominal = CategoricalValue{String,UInt32}["Your father", "he", "is"],)

stand2 = Standardizer(features=[:ordinal3, ], ignore=true, count=true);

julia> transform(fit!(machine(stand2, X)), X)
(ordinal1 = [-1.0, 0.0, 1.0],
 ordinal2 = CategoricalValue{Symbol,UInt32}[:x, :y, :x],
 ordinal3 = [10.0, 20.0, 30.0],
 ordinal4 = [1.0, 0.0, -1.0],
 nominal = CategoricalValue{String,UInt32}["Your father", "he", "is"],)

See also OneHotEncoder, ContinuousEncoder.