Robust Scaler¶
Scale features using statistics that are robust to outliers.
This Scaler removes the median and scales the data according to the quantile range (defaults to IQR: Interquartile Range). The IQR is the range between the 1st quartile (25th quantile) and the 3rd quartile (75th quantile). Centering and scaling happen independently on each feature (or each sample, depending on the axis argument) by computing the relevant statistics on the samples in the training set. Median and interquartile range are then stored to be used on later data using the transform method. Standardization of a dataset is a common requirement for many machine learning estimators. Typically this is done by removing the mean and scaling to unit variance. However, outliers can often influence the sample mean / variance in a negative way. In such cases, the median and the interquartile range often give better results.
Documentation
Scale features using statistics that are robust to outliers.
This Scaler removes the median and scales the data according to the quantile range (defaults to IQR: Interquartile Range). The IQR is the range between the 1st quartile (25th quantile) and the 3rd quartile (75th quantile). Centering and scaling happen independently on each feature (or each sample, depending on the axis argument) by computing the relevant statistics on the samples in the training set. Median and interquartile range are then stored to be used on later data using the transform method. Standardization of a dataset is a common requirement for many machine learning estimators. Typically this is done by removing the mean and scaling to unit variance. However, outliers can often influence the sample mean / variance in a negative way. In such cases, the median and the interquartile range often give better results.
Configuration:
with_centering
If True, center the data before scaling. This will cause
transform
to raise an exception when attempted on sparse matrices, because centering them entails building a dense matrix which in common use cases is likely to be too large to fit in memory.with_scaling
If True, scale the data to interquartile range.
quantile_range
Default: (25.0, 75.0) = (1st quantile, 3rd quantile) = IQR Quantile range used to calculate
scale_
.New in version 0.18.
Attributes:
center_
The median value for each feature in the training set.
scale_
The (scaled) interquartile range for each feature in the training set.
New in version 0.17: scale_ attribute.
Input ports:
- Output ports:
- modelmodel
Model
Definition
Input ports
Output ports
- model
model
Model
-
class
node_preprocessing.
RobustScaler
[source]