[MRG] DOC Mention StandardScaler ddof #12950
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added 3 commits
January 10, 2019 16:14
…he estimator of the standard deviation is the biased one
jnothman
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Jan 11, 2019
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What do you mean by 'Put it in a Notes section'? I've searched 'notes' in the contributing guidelines, but all I can find is a section about 'working notes' |
…d affect model performance.
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See https://scikit-learn.org/dev/modules/generated/sklearn.model_selection.StratifiedKFold.html for notes section.
I agree that we should emphasize the difference in notes section, since we're not going to modify our implementation.
sklearn/preprocessing/data.py
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| @@ -478,7 +478,10 @@ class StandardScaler(BaseEstimator, TransformerMixin): | |||
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| where `u` is the mean of the training samples or zero if `with_mean=False`, | |||
| and `s` is the standard deviation of the training samples or one if | |||
| `with_std=False`. | |||
| `with_std=False`. Note that `s` is a biased estimator of the standard | |||
| deviation, equivalent to numpy.sqrt(numpy.var(x, ddof=0)), and that it is | |||
….std instead of np.var
qinhanmin2014
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Jan 11, 2019
sklearn/preprocessing/data.py
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| @@ -574,6 +574,10 @@ class StandardScaler(BaseEstimator, TransformerMixin): | |||
| ----- | |||
| NaNs are treated as missing values: disregarded in fit, and maintained in | |||
| transform. | |||
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| We use a biased estimator for the standard deviation, equivalent to | |||
| `numpy.std(x, ddof=0)`. Note, however, that the choice of `ddof` is | |||
qinhanmin2014
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jnothman
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Jan 13, 2019
jnothman
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Jan 14, 2019
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This reverts commit 6a85a17.
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This reverts commit 6a85a17.
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Reference Issues/PRs
Fixes #7757
What does this implement/fix? Explain your changes.
Expands the documentation so it's clear that the estimate of the standard deviation in StandardScaler is the biased one (equivalent to numpy.sqrt(numpy.var(x, ddof=0))).
Any other comments?