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lib/scholar/preprocessing/min_max_scaler.ex
defmodule Scholar.Preprocessing.MinMaxScaler do
@moduledoc """
Scales a tensor by dividing each sample in batch by maximum absolute value in the batch
Centering and scaling happen independently on each feature by computing the relevant
statistics on the samples in the training set. Maximum absolute value then is
stored to be used on new samples.
"""
import Nx.Defn
@derive {Nx.Container, containers: [:min_data, :max_data, :min_bound, :max_bound]}
defstruct [:min_data, :max_data, :min_bound, :max_bound]
opts_schema = [
axes: [
type: {:custom, Scholar.Options, :axes, []},
doc: """
Axes to calculate the max absolute value over. By default the absolute values
are calculated between the whole tensors.
"""
],
min_bound: [
type: {:or, [:integer, :float]},
default: 0,
doc: """
The lower boundary of the desired range of transformed data.
"""
],
max_bound: [
type: {:or, [:integer, :float]},
default: 1,
doc: """
The upper boundary of the desired range of transformed data.
"""
]
]
@opts_schema NimbleOptions.new!(opts_schema)
@doc """
Compute the maximum absolute value of samples to be used for later scaling.
## Options
#{NimbleOptions.docs(@opts_schema)}
## Return values
Returns a struct with the following parameters:
* `min_data`: the calculated minimum value of samples.
* `max_data`: the calculated maximum value of samples.
* `min_bound`: The lower boundary of the desired range of transformed data.
* `max_bound`: The upper boundary of the desired range of transformed data.
## Examples
iex> t = Nx.tensor([[1, -1, 2], [2, 0, 0], [0, 1, -1]])
iex> Scholar.Preprocessing.MinMaxScaler.fit(t)
%Scholar.Preprocessing.MinMaxScaler{
min_data: Nx.tensor(
[
[-1]
]
),
max_data: Nx.tensor(
[
[2]
]
),
min_bound: Nx.tensor(
0
),
max_bound: Nx.tensor(
1
)
}
"""
deftransform fit(tensor, opts \\ []) do
fit_n(tensor, NimbleOptions.validate!(opts, @opts_schema))
end
defnp fit_n(tensor, opts) do
if opts[:max_bound] <= opts[:min_bound] do
raise ArgumentError,
"expected :max to be greater than :min"
else
reduced_max = Nx.reduce_max(tensor, axes: opts[:axes], keep_axes: true)
reduced_min = Nx.reduce_min(tensor, axes: opts[:axes], keep_axes: true)
%__MODULE__{
min_data: reduced_min,
max_data: reduced_max,
min_bound: opts[:min_bound],
max_bound: opts[:max_bound]
}
end
end
@doc """
Performs the standardization of the tensor using a fitted scaler.
## Examples
iex> t = Nx.tensor([[1, -1, 2], [2, 0, 0], [0, 1, -1]])
iex> scaler = Scholar.Preprocessing.MinMaxScaler.fit(t)
iex> Scholar.Preprocessing.MinMaxScaler.transform(scaler, t)
#Nx.Tensor<
f32[3][3]
[
[0.6666666865348816, 0.0, 1.0],
[1.0, 0.3333333432674408, 0.3333333432674408],
[0.3333333432674408, 0.6666666865348816, 0.0]
]
>
iex> t = Nx.tensor([[1, -1, 2], [2, 0, 0], [0, 1, -1]])
iex> scaler = Scholar.Preprocessing.MinMaxScaler.fit(t)
iex> new_tensor = Nx.tensor([[0.5, 1, -1], [0.3, 0.8, -1.6]])
iex> Scholar.Preprocessing.MinMaxScaler.transform(scaler, new_tensor)
#Nx.Tensor<
f32[2][3]
[
[0.5, 0.6666666865348816, 0.0],
[0.43333330750465393, 0.5999999642372131, -0.20000000298023224]
]
>
"""
defn transform(
%__MODULE__{
min_data: min_data,
max_data: max_data,
min_bound: min_bound,
max_bound: max_bound
},
tensor
) do
denominator = max_data - min_data
denominator = Nx.select(denominator == 0, 1, denominator)
x_std = (tensor - min_data) / denominator
x_std * (max_bound - min_bound) + min_bound
end
@doc """
Standardizes the tensor by removing the mean and scaling to unit variance.
## Examples
iex> t = Nx.tensor([[1, -1, 2], [2, 0, 0], [0, 1, -1]])
iex> Scholar.Preprocessing.MinMaxScaler.fit_transform(t)
#Nx.Tensor<
f32[3][3]
[
[0.6666666865348816, 0.0, 1.0],
[1.0, 0.3333333432674408, 0.3333333432674408],
[0.3333333432674408, 0.6666666865348816, 0.0]
]
>
"""
defn fit_transform(tensor, opts \\ []) do
tensor
|> fit(opts)
|> transform(tensor)
end
end