python data analysis | python数据预处理（基于scikit-learn模块）

原文：http://www.jianshu.com/p/94516a58314d

• Dataset transformations| 数据转换
• Combining estimators|组合学习器
• Feature extration|特征提取
• Preprocessing data|数据预处理

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1 Dataset transformations

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scikit-learn provides a library of transformers, which may clean (see Preprocessing data), reduce (see Unsupervised dimensionality reduction), expand (see Kernel Approximation) or generate (see Feature extraction) feature representations.

scikit-learn 提供了数据转换的模块，包括数据清理、降维、扩展和特征提取。

Like other estimators, these are represented by classes with fit method, which learns model parameters (e.g. mean and standard deviation for normalization) from a training set, and a transform method which applies this transformation model to unseen data. fit_transform may be more convenient and efficient for modelling and transforming the training data simultaneously.

scikit-learn模块有3种通用的方法：fit(X,y=None)、transform(X)、fit_transform(X)、inverse_transform(newX)。fit用来训练模型；transform在训练后用来降维；fit_transform先用训练模型，然后返回降维后的X；inverse_transform用来将降维后的数据转换成原始数据。

1.1 combining estimators

• 1.1.1 Pipeline:chaining estimators

  Pipeline 模块是用来组合一系列估计器的。对固定的一系列操作非常便利，如：同时结合特征选择、数据标准化、分类。

  • Usage|使用
    代码：

    from sklearn.pipeline import Pipeline
    from sklearn.svm import SVC
    from sklearn.decomposition import PCA
    from sklearn.pipeline import make_pipeline
    #define estimators
    #the arg is a list of (key,value) pairs,where the key is a string you want to give this step and value is an estimators object
    estimators=[('reduce_dim',PCA()),('svm',SVC())]
    #combine estimators
    clf1=Pipeline(estimators)
    clf2=make_pipeline(PCA(),SVC())  #use func make_pipeline() can do the same thing
    print(clf1,'\n',clf2)

    输出：

    Pipeline(steps=[('reduce_dim', PCA(copy=True, n_components=None, whiten=False)), ('svm',           SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
    decision_function_shape=None, degree=3, gamma='auto', kernel='rbf',
    max_iter=-1, probability=False, random_state=None, shrinking=True,
    tol=0.001, verbose=False))])
    Pipeline(steps=[('pca', PCA(copy=True, n_components=None, whiten=False)), ('svc', SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
    decision_function_shape=None, degree=3, gamma='auto', kernel='rbf',
    max_iter=-1, probability=False, random_state=None, shrinking=True,
    tol=0.001, verbose=False))])

    可以通过set_params()方法设置学习器的属性，参数形式为<estimator>_<parameter>

    clf.set_params(svm__C=10)

    上面的方法在网格搜索时很重要：

    from sklearn.grid_search import GridSearchCV
    params = dict(reduce_dim__n_components=[2, 5, 10],svm__C=[0.1, 10, 100])
    grid_search = GridSearchCV(clf, param_grid=params)

    上面的例子相当于把pipeline生成的学习器作为一个普通的学习器，参数形式为<estimator>_<parameter>。

  • Note|说明
    1.可以使用dir()函数查看clf的所有属性和方法。例如step属性就是每个操作步骤的属性。
    如
    >>> clf.steps[0]
('reduce_dim', PCA(copy=True, n_components=None, whiten=False))
    2.调用pipeline生成的学习器的fit方法相当于依次调用其包含的所有学习器的方法，transform输入然后把结果扔向下一步骤。pipeline生成的学习器有着它包含的学习器的所有方法。如果最后一个学习器是分类，那么生成的学习器就是分类，如果最后一个是transform，那么生成的学习器就是transform，依次类推。

• 1.1.2 FeatureUnion: composite feature spaces

  与pipeline不同的是FeatureUnion只组合transformer，它们也可以结合成更复杂的模型。

  FeatureUnion combines several transformer objects into a new transformer that combines their output. AFeatureUnion takes a list of transformer objects. During fitting, each of these is fit to the data independently. For transforming data, the transformers are applied in parallel, and the sample vectors they output are concatenated end-to-end into larger vectors.

  • Usage|使用
    代码：

    from sklearn.pipeline import FeatureUnion
    from sklearn.decomposition import PCA
    from sklearn.decomposition import KernelPCA
    from sklearn.pipeline import make_union
    #define transformers
    #the arg is a list of (key,value) pairs,where the key is a string you want to give this step and value is an transformer object
    estimators=[('linear_pca)',PCA()),('Kernel_pca',KernelPCA())]
    #combine transformers
    clf1=FeatureUnion(estimators)
    clf2=make_union(PCA(),KernelPCA())
    print(clf1,'\n',clf2)
    print(dir(clf1))

    输出：

    FeatureUnion(n_jobs=1,
       transformer_list=[('linear_pca)', PCA(copy=True, n_components=None, whiten=False)), ('Kernel_pca', KernelPCA(alpha=1.0, coef0=1, degree=3, eigen_solver='auto',
     fit_inverse_transform=False, gamma=None, kernel='linear',
     kernel_params=None, max_iter=None, n_components=None,
     remove_zero_eig=False, tol=0))],
       transformer_weights=None)
    FeatureUnion(n_jobs=1,
       transformer_list=[('pca', PCA(copy=True, n_components=None, whiten=False)), ('kernelpca', KernelPCA(alpha=1.0, coef0=1, degree=3, eigen_solver='auto',
     fit_inverse_transform=False, gamma=None, kernel='linear',
     kernel_params=None, max_iter=None, n_components=None,
     remove_zero_eig=False, tol=0))],
       transformer_weights=None)

    可以看出FeatureUnion的用法与pipeline一致

  • Note|说明

    (A FeatureUnion has no way of checking whether two transformers might produce identical features. It only produces a union when the feature sets are disjoint, and making sure they are is the caller’s responsibility.)

    Here is a example python source code:feature_stacker.py

1.2 Feature extraction

The sklearn.feature_extraction module can be used to extract features in a format supported by machine learning algorithms from datasets consisting of formats such as text and image.

skilearn.feature_extraction模块是用机器学习算法所支持的数据格式来提取数据，如将text和image信息转换成dataset。
Note:
Feature extraction（特征提取）与Feature selection（特征选择）不同，前者是用来将非数值的数据转换成数值的数据，后者是用机器学习的方法对特征进行学习（如PCA降维）。

• 1.2.1 Loading features from dicts

  The class DictVectorizer can be used to convert feature arrays represented as lists of standard Python dict
  objects to the NumPy/SciPy representation used by scikit-learn estimators.
  Dictvectorizer类用来将python内置的dict类型转换成数值型的array。dict类型的好处是在存储稀疏数据时不用存储无用的值。

  代码：

  measurements=[{'city': 'Dubai', 'temperature': 33.}
  ,{'city': 'London', 'temperature':12.}
  ,{'city':'San Fransisco','temperature':18.},]
  from sklearn.feature_extraction import DictVectorizer
  vec=DictVectorizer()
  x=vec.fit_transform(measurements).toarray()
  print(x)
  print(vec.get_feature_names())

  输出：

  [[  1.   0.   0.  33.]
  [  0.   1.   0.  12.]
  [  0.   0.   1.  18.]]
  ['city=Dubai', 'city=London', 'city=San Fransisco', 'temperature']
  [Finished in 0.8s]

• 1.2.2 Feature hashing

• 1.2.3 Text feature extraction

• 1.2.4 Image feature extraction

  以上三小节暂未考虑（设计到语言处理及图像处理）见官方文档

1.3 Preprogressing data

The sklearn.preprocessing
package provides several common utility functions and transformer classes to change raw feature vectors into a representation that is more suitable for the downstream estimators

sklearn.preprogressing模块提供了几种常见的数据转换，如标准化、归一化等。

• 1.3.1 Standardization, or mean removal and variance scaling

  Standardization of datasets is a common requirement for many machine learning estimators implemented in the scikit; they might behave badly if the individual features do not more or less look like standard normally distributed data: Gaussian with zero mean and unit variance.

  很多学习算法都要求事先对数据进行标准化，如果不是像标准正太分布一样0均值1方差就可能会有很差的表现。

  • Usage|用法

  代码：

  from sklearn import preprocessing
  import numpy as np
  X = np.array([[1.,-1., 2.], [2.,0.,0.], [0.,1.,-1.]])
  Y=X
  Y_scaled = preprocessing.scale(Y)
  y_mean=Y_scaled.mean(axis=0) #If 0, independently standardize each feature, otherwise (if 1) standardize each sample|axis=0 时求每个特征的均值，axis=1时求每个样本的均值
  y_std=Y_scaled.std(axis=0)
  print(Y_scaled)
  scaler= preprocessing.StandardScaler().fit(Y)#用StandardScaler类也能完成同样的功能
  print(scaler.transform(Y))

  输出：

  [[ 0.         -1.22474487  1.33630621]
  [ 1.22474487  0.         -0.26726124]
  [-1.22474487  1.22474487 -1.06904497]]
  [[ 0.         -1.22474487  1.33630621]
  [ 1.22474487  0.         -0.26726124]
  [-1.22474487  1.22474487 -1.06904497]]
  [Finished in 1.4s]

  • Note|说明
    1.func scale
    2.class StandardScaler
    3.StandardScaler 是一种Transformer方法，可以让pipeline来使用。
    MinMaxScaler （min-max标准化[0,1]）类和MaxAbsScaler（[-1,1]）类是另外两个标准化的方式，用法和StandardScaler类似。
    4.处理稀疏数据时用MinMax和MaxAbs很合适
    5.鲁棒的数据标准化方法（适用于离群点很多的数据处理）：

    the median and the interquartile range often give better results

  用中位数代替均值（使均值为0），用上四分位数-下四分位数代替方差（IQR为1？）。

• 1.3.2 Impution of missing values|缺失值的处理

  • Usage
    代码：

    import scipy.sparse as sp
    from sklearn.preprocessing import Imputer
    X=sp.csc_matrix([[1,2],[0,3],[7,6]])
    imp=preprocessing.Imputer(missing_value=0,strategy='mean',axis=0)
    imp.fit(X)
    X_test=sp.csc_matrix([[0, 2], [6, 0], [7, 6]])
    print(X_test)
    print(imp.transform(X_test))

    输出：

    (1, 0)    6
    (2, 0)    7
    (0, 1)    2
    (2, 1)    6
    [[ 4.          2.        ]
    [ 6.          3.66666675]
    [ 7.          6.        ]]
    [Finished in 0.6s]

  • Note
    1.scipy.sparse是用来存储稀疏矩阵的
    2.Imputer可以用来处理scipy.sparse稀疏矩阵

• 1.3.3 Generating polynomial features

  • Usage
    代码：

    import numpy as np
    from sklearn.preprocessing import PolynomialFeatures
    X=np.arange(6).reshape(3,2)
    print(X)
    poly=PolynomialFeatures(2)
    print(poly.fit_transform(X))

    输出：

    [[0 1]
    [2 3]
    [4 5]]
    [[  1.   0.   1.   0.   0.   1.]
    [  1.   2.   3.   4.   6.   9.]
    [  1.   4.   5.  16.  20.  25.]]
    [Finished in 0.8s]

  • Note
    生成多项式特征用在多项式回归中以及多项式核方法中 。

• 1.3.4 Custom transformers

  这是用来构造transform方法的函数

  • Usage:
    代码：

    import numpy as np
    from sklearn.preprocessing import FunctionTransformer
    transformer = FunctionTransformer(np.log1p)
    x=np.array([[0,1],[2,3]])
    print(transformer.transform(x))

    输出：

    [[ 0.          0.69314718]
    [ 1.09861229  1.38629436]]
    [Finished in 0.8s]

  • Note
    

    For a full code example that demonstrates using a FunctionTransformer to do custom feature selection, see Using FunctionTransformer to select columns

文／houhzize（简书作者）
原文链接：http://www.jianshu.com/p/94516a58314d
著作权归作者所有，转载请联系作者获得授权，并标注“简书作者”。