1076 lines
39 KiB
Python
1076 lines
39 KiB
Python
# Authors: Nicolas Tresegnie <nicolas.tresegnie@gmail.com>
|
|
# Sergey Feldman <sergeyfeldman@gmail.com>
|
|
# License: BSD 3 clause
|
|
|
|
import numbers
|
|
import warnings
|
|
from collections import Counter
|
|
from functools import partial
|
|
|
|
import numpy as np
|
|
import numpy.ma as ma
|
|
from scipy import sparse as sp
|
|
|
|
from ..base import BaseEstimator, TransformerMixin, _fit_context
|
|
from ..utils import _is_pandas_na, is_scalar_nan
|
|
from ..utils._mask import _get_mask
|
|
from ..utils._param_validation import MissingValues, StrOptions
|
|
from ..utils.fixes import _mode
|
|
from ..utils.sparsefuncs import _get_median
|
|
from ..utils.validation import FLOAT_DTYPES, _check_feature_names_in, check_is_fitted
|
|
|
|
|
|
def _check_inputs_dtype(X, missing_values):
|
|
if _is_pandas_na(missing_values):
|
|
# Allow using `pd.NA` as missing values to impute numerical arrays.
|
|
return
|
|
if X.dtype.kind in ("f", "i", "u") and not isinstance(missing_values, numbers.Real):
|
|
raise ValueError(
|
|
"'X' and 'missing_values' types are expected to be"
|
|
" both numerical. Got X.dtype={} and "
|
|
" type(missing_values)={}.".format(X.dtype, type(missing_values))
|
|
)
|
|
|
|
|
|
def _most_frequent(array, extra_value, n_repeat):
|
|
"""Compute the most frequent value in a 1d array extended with
|
|
[extra_value] * n_repeat, where extra_value is assumed to be not part
|
|
of the array."""
|
|
# Compute the most frequent value in array only
|
|
if array.size > 0:
|
|
if array.dtype == object:
|
|
# scipy.stats.mode is slow with object dtype array.
|
|
# Python Counter is more efficient
|
|
counter = Counter(array)
|
|
most_frequent_count = counter.most_common(1)[0][1]
|
|
# tie breaking similarly to scipy.stats.mode
|
|
most_frequent_value = min(
|
|
value
|
|
for value, count in counter.items()
|
|
if count == most_frequent_count
|
|
)
|
|
else:
|
|
mode = _mode(array)
|
|
most_frequent_value = mode[0][0]
|
|
most_frequent_count = mode[1][0]
|
|
else:
|
|
most_frequent_value = 0
|
|
most_frequent_count = 0
|
|
|
|
# Compare to array + [extra_value] * n_repeat
|
|
if most_frequent_count == 0 and n_repeat == 0:
|
|
return np.nan
|
|
elif most_frequent_count < n_repeat:
|
|
return extra_value
|
|
elif most_frequent_count > n_repeat:
|
|
return most_frequent_value
|
|
elif most_frequent_count == n_repeat:
|
|
# tie breaking similarly to scipy.stats.mode
|
|
return min(most_frequent_value, extra_value)
|
|
|
|
|
|
class _BaseImputer(TransformerMixin, BaseEstimator):
|
|
"""Base class for all imputers.
|
|
|
|
It adds automatically support for `add_indicator`.
|
|
"""
|
|
|
|
_parameter_constraints: dict = {
|
|
"missing_values": [MissingValues()],
|
|
"add_indicator": ["boolean"],
|
|
"keep_empty_features": ["boolean"],
|
|
}
|
|
|
|
def __init__(
|
|
self, *, missing_values=np.nan, add_indicator=False, keep_empty_features=False
|
|
):
|
|
self.missing_values = missing_values
|
|
self.add_indicator = add_indicator
|
|
self.keep_empty_features = keep_empty_features
|
|
|
|
def _fit_indicator(self, X):
|
|
"""Fit a MissingIndicator."""
|
|
if self.add_indicator:
|
|
self.indicator_ = MissingIndicator(
|
|
missing_values=self.missing_values, error_on_new=False
|
|
)
|
|
self.indicator_._fit(X, precomputed=True)
|
|
else:
|
|
self.indicator_ = None
|
|
|
|
def _transform_indicator(self, X):
|
|
"""Compute the indicator mask.'
|
|
|
|
Note that X must be the original data as passed to the imputer before
|
|
any imputation, since imputation may be done inplace in some cases.
|
|
"""
|
|
if self.add_indicator:
|
|
if not hasattr(self, "indicator_"):
|
|
raise ValueError(
|
|
"Make sure to call _fit_indicator before _transform_indicator"
|
|
)
|
|
return self.indicator_.transform(X)
|
|
|
|
def _concatenate_indicator(self, X_imputed, X_indicator):
|
|
"""Concatenate indicator mask with the imputed data."""
|
|
if not self.add_indicator:
|
|
return X_imputed
|
|
|
|
if sp.issparse(X_imputed):
|
|
# sp.hstack may result in different formats between sparse arrays and
|
|
# matrices; specify the format to keep consistent behavior
|
|
hstack = partial(sp.hstack, format=X_imputed.format)
|
|
else:
|
|
hstack = np.hstack
|
|
|
|
if X_indicator is None:
|
|
raise ValueError(
|
|
"Data from the missing indicator are not provided. Call "
|
|
"_fit_indicator and _transform_indicator in the imputer "
|
|
"implementation."
|
|
)
|
|
|
|
return hstack((X_imputed, X_indicator))
|
|
|
|
def _concatenate_indicator_feature_names_out(self, names, input_features):
|
|
if not self.add_indicator:
|
|
return names
|
|
|
|
indicator_names = self.indicator_.get_feature_names_out(input_features)
|
|
return np.concatenate([names, indicator_names])
|
|
|
|
def _more_tags(self):
|
|
return {"allow_nan": is_scalar_nan(self.missing_values)}
|
|
|
|
|
|
class SimpleImputer(_BaseImputer):
|
|
"""Univariate imputer for completing missing values with simple strategies.
|
|
|
|
Replace missing values using a descriptive statistic (e.g. mean, median, or
|
|
most frequent) along each column, or using a constant value.
|
|
|
|
Read more in the :ref:`User Guide <impute>`.
|
|
|
|
.. versionadded:: 0.20
|
|
`SimpleImputer` replaces the previous `sklearn.preprocessing.Imputer`
|
|
estimator which is now removed.
|
|
|
|
Parameters
|
|
----------
|
|
missing_values : int, float, str, np.nan, None or pandas.NA, default=np.nan
|
|
The placeholder for the missing values. All occurrences of
|
|
`missing_values` will be imputed. For pandas' dataframes with
|
|
nullable integer dtypes with missing values, `missing_values`
|
|
can be set to either `np.nan` or `pd.NA`.
|
|
|
|
strategy : str, default='mean'
|
|
The imputation strategy.
|
|
|
|
- If "mean", then replace missing values using the mean along
|
|
each column. Can only be used with numeric data.
|
|
- If "median", then replace missing values using the median along
|
|
each column. Can only be used with numeric data.
|
|
- If "most_frequent", then replace missing using the most frequent
|
|
value along each column. Can be used with strings or numeric data.
|
|
If there is more than one such value, only the smallest is returned.
|
|
- If "constant", then replace missing values with fill_value. Can be
|
|
used with strings or numeric data.
|
|
|
|
.. versionadded:: 0.20
|
|
strategy="constant" for fixed value imputation.
|
|
|
|
fill_value : str or numerical value, default=None
|
|
When strategy == "constant", `fill_value` is used to replace all
|
|
occurrences of missing_values. For string or object data types,
|
|
`fill_value` must be a string.
|
|
If `None`, `fill_value` will be 0 when imputing numerical
|
|
data and "missing_value" for strings or object data types.
|
|
|
|
copy : bool, default=True
|
|
If True, a copy of X will be created. If False, imputation will
|
|
be done in-place whenever possible. Note that, in the following cases,
|
|
a new copy will always be made, even if `copy=False`:
|
|
|
|
- If `X` is not an array of floating values;
|
|
- If `X` is encoded as a CSR matrix;
|
|
- If `add_indicator=True`.
|
|
|
|
add_indicator : bool, default=False
|
|
If True, a :class:`MissingIndicator` transform will stack onto output
|
|
of the imputer's transform. This allows a predictive estimator
|
|
to account for missingness despite imputation. If a feature has no
|
|
missing values at fit/train time, the feature won't appear on
|
|
the missing indicator even if there are missing values at
|
|
transform/test time.
|
|
|
|
keep_empty_features : bool, default=False
|
|
If True, features that consist exclusively of missing values when
|
|
`fit` is called are returned in results when `transform` is called.
|
|
The imputed value is always `0` except when `strategy="constant"`
|
|
in which case `fill_value` will be used instead.
|
|
|
|
.. versionadded:: 1.2
|
|
|
|
Attributes
|
|
----------
|
|
statistics_ : array of shape (n_features,)
|
|
The imputation fill value for each feature.
|
|
Computing statistics can result in `np.nan` values.
|
|
During :meth:`transform`, features corresponding to `np.nan`
|
|
statistics will be discarded.
|
|
|
|
indicator_ : :class:`~sklearn.impute.MissingIndicator`
|
|
Indicator used to add binary indicators for missing values.
|
|
`None` if `add_indicator=False`.
|
|
|
|
n_features_in_ : int
|
|
Number of features seen during :term:`fit`.
|
|
|
|
.. versionadded:: 0.24
|
|
|
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
|
Names of features seen during :term:`fit`. Defined only when `X`
|
|
has feature names that are all strings.
|
|
|
|
.. versionadded:: 1.0
|
|
|
|
See Also
|
|
--------
|
|
IterativeImputer : Multivariate imputer that estimates values to impute for
|
|
each feature with missing values from all the others.
|
|
KNNImputer : Multivariate imputer that estimates missing features using
|
|
nearest samples.
|
|
|
|
Notes
|
|
-----
|
|
Columns which only contained missing values at :meth:`fit` are discarded
|
|
upon :meth:`transform` if strategy is not `"constant"`.
|
|
|
|
In a prediction context, simple imputation usually performs poorly when
|
|
associated with a weak learner. However, with a powerful learner, it can
|
|
lead to as good or better performance than complex imputation such as
|
|
:class:`~sklearn.impute.IterativeImputer` or :class:`~sklearn.impute.KNNImputer`.
|
|
|
|
Examples
|
|
--------
|
|
>>> import numpy as np
|
|
>>> from sklearn.impute import SimpleImputer
|
|
>>> imp_mean = SimpleImputer(missing_values=np.nan, strategy='mean')
|
|
>>> imp_mean.fit([[7, 2, 3], [4, np.nan, 6], [10, 5, 9]])
|
|
SimpleImputer()
|
|
>>> X = [[np.nan, 2, 3], [4, np.nan, 6], [10, np.nan, 9]]
|
|
>>> print(imp_mean.transform(X))
|
|
[[ 7. 2. 3. ]
|
|
[ 4. 3.5 6. ]
|
|
[10. 3.5 9. ]]
|
|
|
|
For a more detailed example see
|
|
:ref:`sphx_glr_auto_examples_impute_plot_missing_values.py`.
|
|
"""
|
|
|
|
_parameter_constraints: dict = {
|
|
**_BaseImputer._parameter_constraints,
|
|
"strategy": [StrOptions({"mean", "median", "most_frequent", "constant"})],
|
|
"fill_value": "no_validation", # any object is valid
|
|
"copy": ["boolean"],
|
|
}
|
|
|
|
def __init__(
|
|
self,
|
|
*,
|
|
missing_values=np.nan,
|
|
strategy="mean",
|
|
fill_value=None,
|
|
copy=True,
|
|
add_indicator=False,
|
|
keep_empty_features=False,
|
|
):
|
|
super().__init__(
|
|
missing_values=missing_values,
|
|
add_indicator=add_indicator,
|
|
keep_empty_features=keep_empty_features,
|
|
)
|
|
self.strategy = strategy
|
|
self.fill_value = fill_value
|
|
self.copy = copy
|
|
|
|
def _validate_input(self, X, in_fit):
|
|
if self.strategy in ("most_frequent", "constant"):
|
|
# If input is a list of strings, dtype = object.
|
|
# Otherwise ValueError is raised in SimpleImputer
|
|
# with strategy='most_frequent' or 'constant'
|
|
# because the list is converted to Unicode numpy array
|
|
if isinstance(X, list) and any(
|
|
isinstance(elem, str) for row in X for elem in row
|
|
):
|
|
dtype = object
|
|
else:
|
|
dtype = None
|
|
else:
|
|
dtype = FLOAT_DTYPES
|
|
|
|
if not in_fit and self._fit_dtype.kind == "O":
|
|
# Use object dtype if fitted on object dtypes
|
|
dtype = self._fit_dtype
|
|
|
|
if _is_pandas_na(self.missing_values) or is_scalar_nan(self.missing_values):
|
|
force_all_finite = "allow-nan"
|
|
else:
|
|
force_all_finite = True
|
|
|
|
try:
|
|
X = self._validate_data(
|
|
X,
|
|
reset=in_fit,
|
|
accept_sparse="csc",
|
|
dtype=dtype,
|
|
force_all_finite=force_all_finite,
|
|
copy=self.copy,
|
|
)
|
|
except ValueError as ve:
|
|
if "could not convert" in str(ve):
|
|
new_ve = ValueError(
|
|
"Cannot use {} strategy with non-numeric data:\n{}".format(
|
|
self.strategy, ve
|
|
)
|
|
)
|
|
raise new_ve from None
|
|
else:
|
|
raise ve
|
|
|
|
if in_fit:
|
|
# Use the dtype seen in `fit` for non-`fit` conversion
|
|
self._fit_dtype = X.dtype
|
|
|
|
_check_inputs_dtype(X, self.missing_values)
|
|
if X.dtype.kind not in ("i", "u", "f", "O"):
|
|
raise ValueError(
|
|
"SimpleImputer does not support data with dtype "
|
|
"{0}. Please provide either a numeric array (with"
|
|
" a floating point or integer dtype) or "
|
|
"categorical data represented either as an array "
|
|
"with integer dtype or an array of string values "
|
|
"with an object dtype.".format(X.dtype)
|
|
)
|
|
|
|
if sp.issparse(X) and self.missing_values == 0:
|
|
# missing_values = 0 not allowed with sparse data as it would
|
|
# force densification
|
|
raise ValueError(
|
|
"Imputation not possible when missing_values "
|
|
"== 0 and input is sparse. Provide a dense "
|
|
"array instead."
|
|
)
|
|
|
|
if self.strategy == "constant":
|
|
if in_fit and self.fill_value is not None:
|
|
fill_value_dtype = type(self.fill_value)
|
|
err_msg = (
|
|
f"fill_value={self.fill_value!r} (of type {fill_value_dtype!r}) "
|
|
f"cannot be cast to the input data that is {X.dtype!r}. Make sure "
|
|
"that both dtypes are of the same kind."
|
|
)
|
|
elif not in_fit:
|
|
fill_value_dtype = self.statistics_.dtype
|
|
err_msg = (
|
|
f"The dtype of the filling value (i.e. {fill_value_dtype!r}) "
|
|
f"cannot be cast to the input data that is {X.dtype!r}. Make sure "
|
|
"that the dtypes of the input data is of the same kind between "
|
|
"fit and transform."
|
|
)
|
|
else:
|
|
# By default, fill_value=None, and the replacement is always
|
|
# compatible with the input data
|
|
fill_value_dtype = X.dtype
|
|
|
|
# Make sure we can safely cast fill_value dtype to the input data dtype
|
|
if not np.can_cast(fill_value_dtype, X.dtype, casting="same_kind"):
|
|
raise ValueError(err_msg)
|
|
|
|
return X
|
|
|
|
@_fit_context(prefer_skip_nested_validation=True)
|
|
def fit(self, X, y=None):
|
|
"""Fit the imputer on `X`.
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix}, shape (n_samples, n_features)
|
|
Input data, where `n_samples` is the number of samples and
|
|
`n_features` is the number of features.
|
|
|
|
y : Ignored
|
|
Not used, present here for API consistency by convention.
|
|
|
|
Returns
|
|
-------
|
|
self : object
|
|
Fitted estimator.
|
|
"""
|
|
X = self._validate_input(X, in_fit=True)
|
|
|
|
# default fill_value is 0 for numerical input and "missing_value"
|
|
# otherwise
|
|
if self.fill_value is None:
|
|
if X.dtype.kind in ("i", "u", "f"):
|
|
fill_value = 0
|
|
else:
|
|
fill_value = "missing_value"
|
|
else:
|
|
fill_value = self.fill_value
|
|
|
|
if sp.issparse(X):
|
|
self.statistics_ = self._sparse_fit(
|
|
X, self.strategy, self.missing_values, fill_value
|
|
)
|
|
else:
|
|
self.statistics_ = self._dense_fit(
|
|
X, self.strategy, self.missing_values, fill_value
|
|
)
|
|
|
|
return self
|
|
|
|
def _sparse_fit(self, X, strategy, missing_values, fill_value):
|
|
"""Fit the transformer on sparse data."""
|
|
missing_mask = _get_mask(X, missing_values)
|
|
mask_data = missing_mask.data
|
|
n_implicit_zeros = X.shape[0] - np.diff(X.indptr)
|
|
|
|
statistics = np.empty(X.shape[1])
|
|
|
|
if strategy == "constant":
|
|
# for constant strategy, self.statistics_ is used to store
|
|
# fill_value in each column
|
|
statistics.fill(fill_value)
|
|
else:
|
|
for i in range(X.shape[1]):
|
|
column = X.data[X.indptr[i] : X.indptr[i + 1]]
|
|
mask_column = mask_data[X.indptr[i] : X.indptr[i + 1]]
|
|
column = column[~mask_column]
|
|
|
|
# combine explicit and implicit zeros
|
|
mask_zeros = _get_mask(column, 0)
|
|
column = column[~mask_zeros]
|
|
n_explicit_zeros = mask_zeros.sum()
|
|
n_zeros = n_implicit_zeros[i] + n_explicit_zeros
|
|
|
|
if len(column) == 0 and self.keep_empty_features:
|
|
# in case we want to keep columns with only missing values.
|
|
statistics[i] = 0
|
|
else:
|
|
if strategy == "mean":
|
|
s = column.size + n_zeros
|
|
statistics[i] = np.nan if s == 0 else column.sum() / s
|
|
|
|
elif strategy == "median":
|
|
statistics[i] = _get_median(column, n_zeros)
|
|
|
|
elif strategy == "most_frequent":
|
|
statistics[i] = _most_frequent(column, 0, n_zeros)
|
|
|
|
super()._fit_indicator(missing_mask)
|
|
|
|
return statistics
|
|
|
|
def _dense_fit(self, X, strategy, missing_values, fill_value):
|
|
"""Fit the transformer on dense data."""
|
|
missing_mask = _get_mask(X, missing_values)
|
|
masked_X = ma.masked_array(X, mask=missing_mask)
|
|
|
|
super()._fit_indicator(missing_mask)
|
|
|
|
# Mean
|
|
if strategy == "mean":
|
|
mean_masked = np.ma.mean(masked_X, axis=0)
|
|
# Avoid the warning "Warning: converting a masked element to nan."
|
|
mean = np.ma.getdata(mean_masked)
|
|
mean[np.ma.getmask(mean_masked)] = 0 if self.keep_empty_features else np.nan
|
|
|
|
return mean
|
|
|
|
# Median
|
|
elif strategy == "median":
|
|
median_masked = np.ma.median(masked_X, axis=0)
|
|
# Avoid the warning "Warning: converting a masked element to nan."
|
|
median = np.ma.getdata(median_masked)
|
|
median[np.ma.getmaskarray(median_masked)] = (
|
|
0 if self.keep_empty_features else np.nan
|
|
)
|
|
|
|
return median
|
|
|
|
# Most frequent
|
|
elif strategy == "most_frequent":
|
|
# Avoid use of scipy.stats.mstats.mode due to the required
|
|
# additional overhead and slow benchmarking performance.
|
|
# See Issue 14325 and PR 14399 for full discussion.
|
|
|
|
# To be able access the elements by columns
|
|
X = X.transpose()
|
|
mask = missing_mask.transpose()
|
|
|
|
if X.dtype.kind == "O":
|
|
most_frequent = np.empty(X.shape[0], dtype=object)
|
|
else:
|
|
most_frequent = np.empty(X.shape[0])
|
|
|
|
for i, (row, row_mask) in enumerate(zip(X[:], mask[:])):
|
|
row_mask = np.logical_not(row_mask).astype(bool)
|
|
row = row[row_mask]
|
|
if len(row) == 0 and self.keep_empty_features:
|
|
most_frequent[i] = 0
|
|
else:
|
|
most_frequent[i] = _most_frequent(row, np.nan, 0)
|
|
|
|
return most_frequent
|
|
|
|
# Constant
|
|
elif strategy == "constant":
|
|
# for constant strategy, self.statistcs_ is used to store
|
|
# fill_value in each column
|
|
return np.full(X.shape[1], fill_value, dtype=X.dtype)
|
|
|
|
def transform(self, X):
|
|
"""Impute all missing values in `X`.
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix}, shape (n_samples, n_features)
|
|
The input data to complete.
|
|
|
|
Returns
|
|
-------
|
|
X_imputed : {ndarray, sparse matrix} of shape \
|
|
(n_samples, n_features_out)
|
|
`X` with imputed values.
|
|
"""
|
|
check_is_fitted(self)
|
|
|
|
X = self._validate_input(X, in_fit=False)
|
|
statistics = self.statistics_
|
|
|
|
if X.shape[1] != statistics.shape[0]:
|
|
raise ValueError(
|
|
"X has %d features per sample, expected %d"
|
|
% (X.shape[1], self.statistics_.shape[0])
|
|
)
|
|
|
|
# compute mask before eliminating invalid features
|
|
missing_mask = _get_mask(X, self.missing_values)
|
|
|
|
# Decide whether to keep missing features
|
|
if self.strategy == "constant" or self.keep_empty_features:
|
|
valid_statistics = statistics
|
|
valid_statistics_indexes = None
|
|
else:
|
|
# same as np.isnan but also works for object dtypes
|
|
invalid_mask = _get_mask(statistics, np.nan)
|
|
valid_mask = np.logical_not(invalid_mask)
|
|
valid_statistics = statistics[valid_mask]
|
|
valid_statistics_indexes = np.flatnonzero(valid_mask)
|
|
|
|
if invalid_mask.any():
|
|
invalid_features = np.arange(X.shape[1])[invalid_mask]
|
|
# use feature names warning if features are provided
|
|
if hasattr(self, "feature_names_in_"):
|
|
invalid_features = self.feature_names_in_[invalid_features]
|
|
warnings.warn(
|
|
"Skipping features without any observed values:"
|
|
f" {invalid_features}. At least one non-missing value is needed"
|
|
f" for imputation with strategy='{self.strategy}'."
|
|
)
|
|
X = X[:, valid_statistics_indexes]
|
|
|
|
# Do actual imputation
|
|
if sp.issparse(X):
|
|
if self.missing_values == 0:
|
|
raise ValueError(
|
|
"Imputation not possible when missing_values "
|
|
"== 0 and input is sparse. Provide a dense "
|
|
"array instead."
|
|
)
|
|
else:
|
|
# if no invalid statistics are found, use the mask computed
|
|
# before, else recompute mask
|
|
if valid_statistics_indexes is None:
|
|
mask = missing_mask.data
|
|
else:
|
|
mask = _get_mask(X.data, self.missing_values)
|
|
indexes = np.repeat(
|
|
np.arange(len(X.indptr) - 1, dtype=int), np.diff(X.indptr)
|
|
)[mask]
|
|
|
|
X.data[mask] = valid_statistics[indexes].astype(X.dtype, copy=False)
|
|
else:
|
|
# use mask computed before eliminating invalid mask
|
|
if valid_statistics_indexes is None:
|
|
mask_valid_features = missing_mask
|
|
else:
|
|
mask_valid_features = missing_mask[:, valid_statistics_indexes]
|
|
n_missing = np.sum(mask_valid_features, axis=0)
|
|
values = np.repeat(valid_statistics, n_missing)
|
|
coordinates = np.where(mask_valid_features.transpose())[::-1]
|
|
|
|
X[coordinates] = values
|
|
|
|
X_indicator = super()._transform_indicator(missing_mask)
|
|
|
|
return super()._concatenate_indicator(X, X_indicator)
|
|
|
|
def inverse_transform(self, X):
|
|
"""Convert the data back to the original representation.
|
|
|
|
Inverts the `transform` operation performed on an array.
|
|
This operation can only be performed after :class:`SimpleImputer` is
|
|
instantiated with `add_indicator=True`.
|
|
|
|
Note that `inverse_transform` can only invert the transform in
|
|
features that have binary indicators for missing values. If a feature
|
|
has no missing values at `fit` time, the feature won't have a binary
|
|
indicator, and the imputation done at `transform` time won't be
|
|
inverted.
|
|
|
|
.. versionadded:: 0.24
|
|
|
|
Parameters
|
|
----------
|
|
X : array-like of shape \
|
|
(n_samples, n_features + n_features_missing_indicator)
|
|
The imputed data to be reverted to original data. It has to be
|
|
an augmented array of imputed data and the missing indicator mask.
|
|
|
|
Returns
|
|
-------
|
|
X_original : ndarray of shape (n_samples, n_features)
|
|
The original `X` with missing values as it was prior
|
|
to imputation.
|
|
"""
|
|
check_is_fitted(self)
|
|
|
|
if not self.add_indicator:
|
|
raise ValueError(
|
|
"'inverse_transform' works only when "
|
|
"'SimpleImputer' is instantiated with "
|
|
"'add_indicator=True'. "
|
|
f"Got 'add_indicator={self.add_indicator}' "
|
|
"instead."
|
|
)
|
|
|
|
n_features_missing = len(self.indicator_.features_)
|
|
non_empty_feature_count = X.shape[1] - n_features_missing
|
|
array_imputed = X[:, :non_empty_feature_count].copy()
|
|
missing_mask = X[:, non_empty_feature_count:].astype(bool)
|
|
|
|
n_features_original = len(self.statistics_)
|
|
shape_original = (X.shape[0], n_features_original)
|
|
X_original = np.zeros(shape_original)
|
|
X_original[:, self.indicator_.features_] = missing_mask
|
|
full_mask = X_original.astype(bool)
|
|
|
|
imputed_idx, original_idx = 0, 0
|
|
while imputed_idx < len(array_imputed.T):
|
|
if not np.all(X_original[:, original_idx]):
|
|
X_original[:, original_idx] = array_imputed.T[imputed_idx]
|
|
imputed_idx += 1
|
|
original_idx += 1
|
|
else:
|
|
original_idx += 1
|
|
|
|
X_original[full_mask] = self.missing_values
|
|
return X_original
|
|
|
|
def _more_tags(self):
|
|
return {
|
|
"allow_nan": _is_pandas_na(self.missing_values) or is_scalar_nan(
|
|
self.missing_values
|
|
)
|
|
}
|
|
|
|
def get_feature_names_out(self, input_features=None):
|
|
"""Get output feature names for transformation.
|
|
|
|
Parameters
|
|
----------
|
|
input_features : array-like of str or None, default=None
|
|
Input features.
|
|
|
|
- If `input_features` is `None`, then `feature_names_in_` is
|
|
used as feature names in. If `feature_names_in_` is not defined,
|
|
then the following input feature names are generated:
|
|
`["x0", "x1", ..., "x(n_features_in_ - 1)"]`.
|
|
- If `input_features` is an array-like, then `input_features` must
|
|
match `feature_names_in_` if `feature_names_in_` is defined.
|
|
|
|
Returns
|
|
-------
|
|
feature_names_out : ndarray of str objects
|
|
Transformed feature names.
|
|
"""
|
|
check_is_fitted(self, "n_features_in_")
|
|
input_features = _check_feature_names_in(self, input_features)
|
|
non_missing_mask = np.logical_not(_get_mask(self.statistics_, np.nan))
|
|
names = input_features[non_missing_mask]
|
|
return self._concatenate_indicator_feature_names_out(names, input_features)
|
|
|
|
|
|
class MissingIndicator(TransformerMixin, BaseEstimator):
|
|
"""Binary indicators for missing values.
|
|
|
|
Note that this component typically should not be used in a vanilla
|
|
:class:`~sklearn.pipeline.Pipeline` consisting of transformers and a
|
|
classifier, but rather could be added using a
|
|
:class:`~sklearn.pipeline.FeatureUnion` or
|
|
:class:`~sklearn.compose.ColumnTransformer`.
|
|
|
|
Read more in the :ref:`User Guide <impute>`.
|
|
|
|
.. versionadded:: 0.20
|
|
|
|
Parameters
|
|
----------
|
|
missing_values : int, float, str, np.nan or None, default=np.nan
|
|
The placeholder for the missing values. All occurrences of
|
|
`missing_values` will be imputed. For pandas' dataframes with
|
|
nullable integer dtypes with missing values, `missing_values`
|
|
should be set to `np.nan`, since `pd.NA` will be converted to `np.nan`.
|
|
|
|
features : {'missing-only', 'all'}, default='missing-only'
|
|
Whether the imputer mask should represent all or a subset of
|
|
features.
|
|
|
|
- If `'missing-only'` (default), the imputer mask will only represent
|
|
features containing missing values during fit time.
|
|
- If `'all'`, the imputer mask will represent all features.
|
|
|
|
sparse : bool or 'auto', default='auto'
|
|
Whether the imputer mask format should be sparse or dense.
|
|
|
|
- If `'auto'` (default), the imputer mask will be of same type as
|
|
input.
|
|
- If `True`, the imputer mask will be a sparse matrix.
|
|
- If `False`, the imputer mask will be a numpy array.
|
|
|
|
error_on_new : bool, default=True
|
|
If `True`, :meth:`transform` will raise an error when there are
|
|
features with missing values that have no missing values in
|
|
:meth:`fit`. This is applicable only when `features='missing-only'`.
|
|
|
|
Attributes
|
|
----------
|
|
features_ : ndarray of shape (n_missing_features,) or (n_features,)
|
|
The features indices which will be returned when calling
|
|
:meth:`transform`. They are computed during :meth:`fit`. If
|
|
`features='all'`, `features_` is equal to `range(n_features)`.
|
|
|
|
n_features_in_ : int
|
|
Number of features seen during :term:`fit`.
|
|
|
|
.. versionadded:: 0.24
|
|
|
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
|
Names of features seen during :term:`fit`. Defined only when `X`
|
|
has feature names that are all strings.
|
|
|
|
.. versionadded:: 1.0
|
|
|
|
See Also
|
|
--------
|
|
SimpleImputer : Univariate imputation of missing values.
|
|
IterativeImputer : Multivariate imputation of missing values.
|
|
|
|
Examples
|
|
--------
|
|
>>> import numpy as np
|
|
>>> from sklearn.impute import MissingIndicator
|
|
>>> X1 = np.array([[np.nan, 1, 3],
|
|
... [4, 0, np.nan],
|
|
... [8, 1, 0]])
|
|
>>> X2 = np.array([[5, 1, np.nan],
|
|
... [np.nan, 2, 3],
|
|
... [2, 4, 0]])
|
|
>>> indicator = MissingIndicator()
|
|
>>> indicator.fit(X1)
|
|
MissingIndicator()
|
|
>>> X2_tr = indicator.transform(X2)
|
|
>>> X2_tr
|
|
array([[False, True],
|
|
[ True, False],
|
|
[False, False]])
|
|
"""
|
|
|
|
_parameter_constraints: dict = {
|
|
"missing_values": [MissingValues()],
|
|
"features": [StrOptions({"missing-only", "all"})],
|
|
"sparse": ["boolean", StrOptions({"auto"})],
|
|
"error_on_new": ["boolean"],
|
|
}
|
|
|
|
def __init__(
|
|
self,
|
|
*,
|
|
missing_values=np.nan,
|
|
features="missing-only",
|
|
sparse="auto",
|
|
error_on_new=True,
|
|
):
|
|
self.missing_values = missing_values
|
|
self.features = features
|
|
self.sparse = sparse
|
|
self.error_on_new = error_on_new
|
|
|
|
def _get_missing_features_info(self, X):
|
|
"""Compute the imputer mask and the indices of the features
|
|
containing missing values.
|
|
|
|
Parameters
|
|
----------
|
|
X : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
|
The input data with missing values. Note that `X` has been
|
|
checked in :meth:`fit` and :meth:`transform` before to call this
|
|
function.
|
|
|
|
Returns
|
|
-------
|
|
imputer_mask : {ndarray, sparse matrix} of shape \
|
|
(n_samples, n_features)
|
|
The imputer mask of the original data.
|
|
|
|
features_with_missing : ndarray of shape (n_features_with_missing)
|
|
The features containing missing values.
|
|
"""
|
|
if not self._precomputed:
|
|
imputer_mask = _get_mask(X, self.missing_values)
|
|
else:
|
|
imputer_mask = X
|
|
|
|
if sp.issparse(X):
|
|
imputer_mask.eliminate_zeros()
|
|
|
|
if self.features == "missing-only":
|
|
n_missing = imputer_mask.getnnz(axis=0)
|
|
|
|
if self.sparse is False:
|
|
imputer_mask = imputer_mask.toarray()
|
|
elif imputer_mask.format == "csr":
|
|
imputer_mask = imputer_mask.tocsc()
|
|
else:
|
|
if not self._precomputed:
|
|
imputer_mask = _get_mask(X, self.missing_values)
|
|
else:
|
|
imputer_mask = X
|
|
|
|
if self.features == "missing-only":
|
|
n_missing = imputer_mask.sum(axis=0)
|
|
|
|
if self.sparse is True:
|
|
imputer_mask = sp.csc_matrix(imputer_mask)
|
|
|
|
if self.features == "all":
|
|
features_indices = np.arange(X.shape[1])
|
|
else:
|
|
features_indices = np.flatnonzero(n_missing)
|
|
|
|
return imputer_mask, features_indices
|
|
|
|
def _validate_input(self, X, in_fit):
|
|
if not is_scalar_nan(self.missing_values):
|
|
force_all_finite = True
|
|
else:
|
|
force_all_finite = "allow-nan"
|
|
X = self._validate_data(
|
|
X,
|
|
reset=in_fit,
|
|
accept_sparse=("csc", "csr"),
|
|
dtype=None,
|
|
force_all_finite=force_all_finite,
|
|
)
|
|
_check_inputs_dtype(X, self.missing_values)
|
|
if X.dtype.kind not in ("i", "u", "f", "O"):
|
|
raise ValueError(
|
|
"MissingIndicator does not support data with "
|
|
"dtype {0}. Please provide either a numeric array"
|
|
" (with a floating point or integer dtype) or "
|
|
"categorical data represented either as an array "
|
|
"with integer dtype or an array of string values "
|
|
"with an object dtype.".format(X.dtype)
|
|
)
|
|
|
|
if sp.issparse(X) and self.missing_values == 0:
|
|
# missing_values = 0 not allowed with sparse data as it would
|
|
# force densification
|
|
raise ValueError(
|
|
"Sparse input with missing_values=0 is "
|
|
"not supported. Provide a dense "
|
|
"array instead."
|
|
)
|
|
|
|
return X
|
|
|
|
def _fit(self, X, y=None, precomputed=False):
|
|
"""Fit the transformer on `X`.
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
|
Input data, where `n_samples` is the number of samples and
|
|
`n_features` is the number of features.
|
|
If `precomputed=True`, then `X` is a mask of the input data.
|
|
|
|
precomputed : bool
|
|
Whether the input data is a mask.
|
|
|
|
Returns
|
|
-------
|
|
imputer_mask : {ndarray, sparse matrix} of shape (n_samples, \
|
|
n_features)
|
|
The imputer mask of the original data.
|
|
"""
|
|
if precomputed:
|
|
if not (hasattr(X, "dtype") and X.dtype.kind == "b"):
|
|
raise ValueError("precomputed is True but the input data is not a mask")
|
|
self._precomputed = True
|
|
else:
|
|
self._precomputed = False
|
|
|
|
# Need not validate X again as it would have already been validated
|
|
# in the Imputer calling MissingIndicator
|
|
if not self._precomputed:
|
|
X = self._validate_input(X, in_fit=True)
|
|
else:
|
|
# only create `n_features_in_` in the precomputed case
|
|
self._check_n_features(X, reset=True)
|
|
|
|
self._n_features = X.shape[1]
|
|
|
|
missing_features_info = self._get_missing_features_info(X)
|
|
self.features_ = missing_features_info[1]
|
|
|
|
return missing_features_info[0]
|
|
|
|
@_fit_context(prefer_skip_nested_validation=True)
|
|
def fit(self, X, y=None):
|
|
"""Fit the transformer on `X`.
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
|
Input data, where `n_samples` is the number of samples and
|
|
`n_features` is the number of features.
|
|
|
|
y : Ignored
|
|
Not used, present for API consistency by convention.
|
|
|
|
Returns
|
|
-------
|
|
self : object
|
|
Fitted estimator.
|
|
"""
|
|
self._fit(X, y)
|
|
|
|
return self
|
|
|
|
def transform(self, X):
|
|
"""Generate missing values indicator for `X`.
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
|
The input data to complete.
|
|
|
|
Returns
|
|
-------
|
|
Xt : {ndarray, sparse matrix} of shape (n_samples, n_features) \
|
|
or (n_samples, n_features_with_missing)
|
|
The missing indicator for input data. The data type of `Xt`
|
|
will be boolean.
|
|
"""
|
|
check_is_fitted(self)
|
|
|
|
# Need not validate X again as it would have already been validated
|
|
# in the Imputer calling MissingIndicator
|
|
if not self._precomputed:
|
|
X = self._validate_input(X, in_fit=False)
|
|
else:
|
|
if not (hasattr(X, "dtype") and X.dtype.kind == "b"):
|
|
raise ValueError("precomputed is True but the input data is not a mask")
|
|
|
|
imputer_mask, features = self._get_missing_features_info(X)
|
|
|
|
if self.features == "missing-only":
|
|
features_diff_fit_trans = np.setdiff1d(features, self.features_)
|
|
if self.error_on_new and features_diff_fit_trans.size > 0:
|
|
raise ValueError(
|
|
"The features {} have missing values "
|
|
"in transform but have no missing values "
|
|
"in fit.".format(features_diff_fit_trans)
|
|
)
|
|
|
|
if self.features_.size < self._n_features:
|
|
imputer_mask = imputer_mask[:, self.features_]
|
|
|
|
return imputer_mask
|
|
|
|
@_fit_context(prefer_skip_nested_validation=True)
|
|
def fit_transform(self, X, y=None):
|
|
"""Generate missing values indicator for `X`.
|
|
|
|
Parameters
|
|
----------
|
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
|
The input data to complete.
|
|
|
|
y : Ignored
|
|
Not used, present for API consistency by convention.
|
|
|
|
Returns
|
|
-------
|
|
Xt : {ndarray, sparse matrix} of shape (n_samples, n_features) \
|
|
or (n_samples, n_features_with_missing)
|
|
The missing indicator for input data. The data type of `Xt`
|
|
will be boolean.
|
|
"""
|
|
imputer_mask = self._fit(X, y)
|
|
|
|
if self.features_.size < self._n_features:
|
|
imputer_mask = imputer_mask[:, self.features_]
|
|
|
|
return imputer_mask
|
|
|
|
def get_feature_names_out(self, input_features=None):
|
|
"""Get output feature names for transformation.
|
|
|
|
Parameters
|
|
----------
|
|
input_features : array-like of str or None, default=None
|
|
Input features.
|
|
|
|
- If `input_features` is `None`, then `feature_names_in_` is
|
|
used as feature names in. If `feature_names_in_` is not defined,
|
|
then the following input feature names are generated:
|
|
`["x0", "x1", ..., "x(n_features_in_ - 1)"]`.
|
|
- If `input_features` is an array-like, then `input_features` must
|
|
match `feature_names_in_` if `feature_names_in_` is defined.
|
|
|
|
Returns
|
|
-------
|
|
feature_names_out : ndarray of str objects
|
|
Transformed feature names.
|
|
"""
|
|
check_is_fitted(self, "n_features_in_")
|
|
input_features = _check_feature_names_in(self, input_features)
|
|
prefix = self.__class__.__name__.lower()
|
|
return np.asarray(
|
|
[
|
|
f"{prefix}_{feature_name}"
|
|
for feature_name in input_features[self.features_]
|
|
],
|
|
dtype=object,
|
|
)
|
|
|
|
def _more_tags(self):
|
|
return {
|
|
"allow_nan": True,
|
|
"X_types": ["2darray", "string"],
|
|
"preserves_dtype": [],
|
|
}
|