"""
The :mod:`chemotools.scatter._robust_normal_variate` module implements the Robust Normal Variate (RNV) transformation.
"""
# Authors: Pau Cabaneros
# License: MIT
import warnings
import numpy as np
from sklearn.base import BaseEstimator, TransformerMixin, OneToOneFeatureMixin
from sklearn.utils.validation import check_is_fitted, validate_data
from sklearn.utils._param_validation import Interval, Real
[docs]
class RobustNormalVariate(TransformerMixin, OneToOneFeatureMixin, BaseEstimator):
"""
A transformer that calculates the robust normal variate of the input data.
Parameters
----------
percentile : float, optional, default=25
The percentile to use for the robust normal variate. The value should be
between 0 and 100. The default is 25.
epsilon : float, optional, default=1e-10
A small value added to the denominator to avoid numerical instability
(division by zero). The default is 1e-10.
Attributes
----------
n_features_in_ : int
The number of features in the training data.
Raises
------
UserWarning
If the standard deviation of the values below the specified percentile is zero,
a warning and a small epsilon is added to the denominator to avoid NaNs.
References
----------
[1] Q. Guo, W. Wu, D.L. Massart.
"The robust normal variate transform for pattern
recognition with near-infrared data." doi:10.1016/S0003-2670(98)00737-5
Examples
--------
>>> from chemotools.datasets import load_fermentation_train
>>> from chemotools.scatter import RobustNormalVariate
>>> # Load sample data
>>> X, _ = load_fermentation_train()
>>> # Initialize RobustNormalVariate
>>> rnv = RobustNormalVariate()
RobustNormalVariate()
>>> # Fit and transform the data
>>> X_scaled = rnv.fit_transform(X)
"""
_parameter_constraints: dict = {
"percentile": [Interval(Real, 0, None, closed="both")],
"epsilon": [Interval(Real, 0, None, closed="both")],
}
def __init__(self, percentile: float = 25, epsilon: float = 1e-10):
self.percentile = percentile
self.epsilon = epsilon
[docs]
def fit(self, X: np.ndarray, y=None) -> "RobustNormalVariate":
"""
Fit the transformer to the input data.
Parameters
----------
X : np.ndarray of shape (n_samples, n_features)
The input data to fit the transformer to.
y : None
Ignored to align with API.
Returns
-------
self : RobustNormalVariate
The fitted transformer.
"""
# Check that X is a 2D array and has only finite values
X = validate_data(
self, X, y="no_validation", ensure_2d=True, reset=True, dtype=np.float64
)
return self
def _calculate_robust_normal_variate(self, x) -> np.ndarray:
percentile = np.percentile(x, self.percentile)
denom = np.std(x[x <= percentile])
if denom == 0:
warnings.warn(
"Denominator is zero in RNV. Adding epsilon to avoid NaNs.",
UserWarning,
stacklevel=2,
)
return (x - percentile) / (denom + self.epsilon)