Quantile Encoder

class category_encoders.quantile_encoder.QuantileEncoder(verbose=0, cols=None, drop_invariant=False, return_df=True, handle_missing='value', handle_unknown='value', quantile=0.5, m=1.0)[source]

Quantile Encoding for categorical features.

This a statistically modified version of target MEstimate encoder where selected features are replaced by the statistical quantile instead of the mean. Replacing with the median is a particular case where self.quantile = 0.5. In comparison to MEstimateEncoder it has two tunable parameter m and quantile

Parameters
verbose: int

integer indicating verbosity of the output. 0 for none.

quantile: float

float indicating statistical quantile. ´0.5´ for median.

m: float

this is the “m” in the m-probability estimate. Higher value of m results into stronger shrinking. M is non-negative. 0 for no smoothing.

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 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 ‘error’, ‘return_nan’ and ‘value’, defaults to ‘value’, which returns the target quantile.

handle_unknown: str

options are ‘error’, ‘return_nan’ and ‘value’, defaults to ‘value’, which returns the target quantile.

References

1

Quantile Encoder: Tackling High Cardinality Categorical Features in Regression Problems, https://link.springer.com/chapter/10.1007%2F978-3-030-85529-1_14

2

A Preprocessing Scheme for High-Cardinality Categorical Attributes in Classification and Prediction Problems, equation 7, from https://dl.acm.org/citation.cfm?id=507538

3

On estimating probabilities in tree pruning, equation 1, from https://link.springer.com/chapter/10.1007/BFb0017010

4

Additive smoothing, from https://en.wikipedia.org/wiki/Additive_smoothing#Generalized_to_the_case_of_known_incidence_rates

5

Target encoding done the right way https://maxhalford.github.io/blog/target-encoding/

Attributes
feature_names

Methods

fit(X[, y])

Fits the encoder according to X and y.

fit_transform(X[, y])

Encoders that utilize the target must make sure that the training data are transformed with:

get_feature_names()

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_quantile_encoding

quantile_encode

Parameters
verbose: int

integer indicating verbosity of output. 0 for none.

cols: list

a list of columns to encode, if None, all string and categorical columns will be encoded.

drop_invariant: bool

boolean for whether or not to drop columns with 0 variance.

return_df: bool

boolean for whether to return a pandas DataFrame from transform and inverse transform (otherwise it will be a numpy array).

handle_missing: str

how to handle missing values at fit time. Options are ‘error’, ‘return_nan’, and ‘value’. Default ‘value’, which treat NaNs as a countable category at fit time.

handle_unknown: str, int or dict of {columnoption, …}.

how to handle unknown labels at transform time. Options are ‘error’ ‘return_nan’, ‘value’ and int. Defaults to None which uses NaN behaviour specified at fit time. Passing an int will fill with this int value.

kwargs: dict.

additional encoder specific parameters like regularisation.

Attributes
feature_names

Methods

fit(X[, y])

Fits the encoder according to X and y.

fit_transform(X[, y])

Encoders that utilize the target must make sure that the training data are transformed with:

get_feature_names()

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_quantile_encoding

quantile_encode

fit(X, y=None, **kwargs)

Fits the encoder according to X and y.

Parameters
Xarray-like, shape = [n_samples, n_features]

Training vectors, where n_samples is the number of samples and n_features is the number of features.

yarray-like, shape = [n_samples]

Target values.

Returns
selfencoder

Returns self.

fit_transform(X, y=None, **fit_params)
Encoders that utilize the target must make sure that the training data are transformed with:

transform(X, y)

and not with:

transform(X)

get_feature_names() List[str]

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 (because the feature is constant/invariant) are not included!

get_params(deep=True)

Get parameters for this estimator.

Parameters
deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns
paramsdict

Parameter names mapped to their values.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters
**paramsdict

Estimator parameters.

Returns
selfestimator instance

Estimator instance.

transform(X, y=None, override_return_df=False)

Perform the transformation to new categorical data.

Some encoders behave differently on whether y is given or not. This is mainly due to regularisation in order to avoid overfitting. On training data transform should be called with y, on test data without.

Parameters
Xarray-like, shape = [n_samples, n_features]
yarray-like, shape = [n_samples] or None
override_return_dfbool

override self.return_df to force to return a data frame

Returns
parray or DataFrame, shape = [n_samples, n_features_out]

Transformed values with encoding applied.