Scale and Transform
Normalize
Normalization is a technique often applied as part of data preparation for machine learning. The goal of normalization is to rescale the values of numeric columns in the dataset without distorting differences in the ranges of values or losing information. There are several methods available for normalization, by default, PyCaret uses zscore
.
PARAMETERS
normalize: bool, default = False When set to
True
, the feature space is transformed using the method defined under thenormalized_method
parameter.normalize_method: string, default = ‘zscore’ Defines the method to be used for normalization. By default, the method is set to
zscore
. The other available options are:z-score
The standard zscore is calculated as z = (x – u) / sminmax
scales and translates each feature individually such that it is in the range of 0 – 1.maxabs
scales and translates each feature individually such that the maximal absolute value of each feature will be 1.0. It does not shift/center the data and thus does not destroy any sparsity.robust
scales and translates each feature according to the Interquartile range. When the dataset contains outliers, the robust scaler often gives better results.
Example
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Effect of Normalization:
Feature Transform
While normalization rescales the data within new limits to reduce the impact of magnitude in the variance, Feature transformation is a more radical technique. Transformation changes the shape of the distribution such that the transformed data can be represented by a normal or approximate normal distribution. There are two methods available for transformation yeo-johnson
and quantile
.
PARAMETERS
transformation: bool, default = False When set to
True
, a power transformer is applied to make the data more normal / Gaussian-like. This is useful for modeling issues related to heteroscedasticity or other situations where normality is desired. The optimal parameter for stabilizing variance and minimizing skewness is estimated through maximum likelihood.transformation_method: string, default = ‘yeo-johnson’ Defines the method for transformation. By default, the transformation method is set to
yeo-johnson
. The other available option isquantile
transformation. Both the transformation transforms the feature set to follow a Gaussian-like or normal distribution. Quantile transformer is non-linear and may distort linear correlations between variables measured at the same scale.
Example
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Effect of Feature Transformation:
Target Transform
Target Transformation is similar to Feature Transformation as it will change the shape of the distribution of the target variable instead of Features. This feature is only available in pycaret.regression
module.
PARAMETERS
transform_target: bool, default = False When set to True, target variable is transformed using the method defined in
transform_target_method
parameter. Target transformation is applied separately from feature transformations.transform_target_method: string, default = ‘yeo-johnson’ Defines the method for transformation. By default, the transformation method is set to
yeo-johnson
. The other available option for transformation isquantile
. Ignored whentransform_target = False
.
Example
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After
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