[MRG] DOC Mention StandardScaler ddof#12950
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qinhanmin2014 merged 7 commits intoscikit-learn:masterfrom Jan 14, 2019
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[MRG] DOC Mention StandardScaler ddof#12950qinhanmin2014 merged 7 commits intoscikit-learn:masterfrom
qinhanmin2014 merged 7 commits intoscikit-learn:masterfrom
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January 10, 2019 16:14
…he estimator of the standard deviation is the biased one
jnothman
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Put it in a Notes section and explain that the choice of ddof is unlikely to affect ML performance
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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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| 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
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sklearn/preprocessing/data.py
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| 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 |
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Jan 13, 2019
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Actually, before merge, can we get this note replicated in the scale function?
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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?