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Partial_fit for Preprocessing StandardScaler #5028

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mwalkup55 opened this issue Jul 24, 2015 · 10 comments
Closed

Partial_fit for Preprocessing StandardScaler #5028

mwalkup55 opened this issue Jul 24, 2015 · 10 comments

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@mwalkup55
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A cool feature for the standardscaler (And other preprocessors) would be a partial_fit option. This would work well with existing out-of-core learning tools (i.e. SGDClassifer's partial_fit). If I can't load the data into memory, I can't use the standardscaler, and I end up calculating the mean and std in batches. That works fine, but it isn't very elegant.

@giorgiop
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I plan on contributing this in the next few weeks, within my internship period at INRIA working on sklearn.

@amueller
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Cool :)

@amueller
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Maybe look at #3639 and / or talk to @untom about how to best do this for all scalers if possible. Standard and MinMax and MaxAbs should all be trivial.

@untom
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untom commented Jul 29, 2015

I agree. I don't see how this could best be done for RobustScaler, but the rest should be easy. If any help is needed, just ping me.

@amueller
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For robust scaler, this could probably be done approximately by binning, we don't really need to do that now, though.

@giorgiop
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I have opened #5104

@MechCoder
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This can be closed?

@giorgiop
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Definitely.

@talipini
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Hi - I am trying to find a way to do partial_fit on RobustScaler. Reading through this discussion and the merged code, it looks like RobustScaler doesn't have partial_fit. I need to use RobustScaler due to outliers but running into memory issues. Do you have any suggestions to do partial_fit on RobustScaler? Appreciate any help

@zaccharieramzi
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@amueller I am also very much interested in partial_fit for RobustScaler

I created a separate issue to discuss it #30408

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