Mestimate¶

class
category_encoders.m_estimate.
MEstimateEncoder
(verbose=0, cols=None, drop_invariant=False, return_df=True, handle_unknown='value', handle_missing='value', random_state=None, randomized=False, sigma=0.05, m=1.0)[source]¶ Mprobability estimate of likelihood.
Supported targets: binomial and continuous. For polynomial target support, see PolynomialWrapper.
This is a simplified version of target encoder, which goes under names like mprobability estimate or additive smoothing with known incidence rates. In comparison to target encoder, mprobability estimate has only one tunable parameter (m), while target encoder has two tunable parameters (min_samples_leaf and smoothing).
 Parameters
 verbose: int
integer indicating verbosity of the output. 0 for none.
 cols: list
a list of columns to encode, if None, all string columns will be encoded.
 drop_invariant: bool
boolean for whether or not to drop encoded columns with 0 variance.
 return_df: bool
boolean for whether to return a pandas DataFrame from transform (otherwise it will be a numpy array).
 handle_missing: str
options are ‘return_nan’, ‘error’ and ‘value’, defaults to ‘value’, which returns the prior probability.
 handle_unknown: str
options are ‘return_nan’, ‘error’ and ‘value’, defaults to ‘value’, which returns the prior probability.
 randomized: bool,
adds normal (Gaussian) distribution noise into training data in order to decrease overfitting (testing data are untouched).
 sigma: float
standard deviation (spread or “width”) of the normal distribution.
 m: float
this is the “m” in the mprobability estimate. Higher value of m results into stronger shrinking. M is nonnegative.
References
 1
A Preprocessing Scheme for HighCardinality Categorical Attributes in Classification and Prediction Problems, equation 7, from
https://dl.acm.org/citation.cfm?id=507538
 2
On estimating probabilities in tree pruning, equation 1, from
https://link.springer.com/chapter/10.1007/BFb0017010
 3
Additive smoothing, from
https://en.wikipedia.org/wiki/Additive_smoothing#Generalized_to_the_case_of_known_incidence_rates
Methods
fit
(X, y, **kwargs)Fit encoder according to X and binary y.
fit_transform
(X[, y])Encoders that utilize the target must make sure that the training data are transformed with:
Returns the names of all transformed / added columns.
get_params
([deep])Get parameters for this estimator.
set_params
(**params)Set the parameters of this estimator.
transform
(X[, y, override_return_df])Perform the transformation to new categorical data.

fit
(X, y, **kwargs)[source]¶ Fit encoder according to X and binary y.
 Parameters
 Xarraylike, shape = [n_samples, n_features]
Training vectors, where n_samples is the number of samples and n_features is the number of features.
 yarraylike, shape = [n_samples]
Binary target values.
 Returns
 selfencoder
Returns self.

get_feature_names
()[source]¶ Returns the names of all transformed / added columns.
 Returns
 feature_names: list
A list with all feature names transformed or added. Note: potentially dropped features are not included!

transform
(X, y=None, override_return_df=False)[source]¶ Perform the transformation to new categorical data.
When the data are used for model training, it is important to also pass the target in order to apply leave one out.
 Parameters
 Xarraylike, shape = [n_samples, n_features]
 yarraylike, shape = [n_samples] when transform by leave one out
None, when transform without target information (such as transform test set)
 Returns
 parray, shape = [n_samples, n_numeric + N]
Transformed values with encoding applied.