# Author: Lars Buitinck # License: 3-clause BSD import numpy as np from ..base import BaseEstimator from ._base import SelectorMixin from ..utils.sparsefuncs import mean_variance_axis, min_max_axis from ..utils.validation import check_is_fitted class VarianceThreshold(SelectorMixin, BaseEstimator): """Feature selector that removes all low-variance features. This feature selection algorithm looks only at the features (X), not the desired outputs (y), and can thus be used for unsupervised learning. Read more in the :ref:`User Guide `. Parameters ---------- threshold : float, optional Features with a training-set variance lower than this threshold will be removed. The default is to keep all features with non-zero variance, i.e. remove the features that have the same value in all samples. Attributes ---------- variances_ : array, shape (n_features,) Variances of individual features. Notes ----- Allows NaN in the input. Examples -------- The following dataset has integer features, two of which are the same in every sample. These are removed with the default setting for threshold:: >>> X = [[0, 2, 0, 3], [0, 1, 4, 3], [0, 1, 1, 3]] >>> selector = VarianceThreshold() >>> selector.fit_transform(X) array([[2, 0], [1, 4], [1, 1]]) """ def __init__(self, threshold=0.): self.threshold = threshold def fit(self, X, y=None): """Learn empirical variances from X. Parameters ---------- X : {array-like, sparse matrix}, shape (n_samples, n_features) Sample vectors from which to compute variances. y : any Ignored. This parameter exists only for compatibility with sklearn.pipeline.Pipeline. Returns ------- self """ X = self._validate_data(X, accept_sparse=('csr', 'csc'), dtype=np.float64, force_all_finite='allow-nan') if hasattr(X, "toarray"): # sparse matrix _, self.variances_ = mean_variance_axis(X, axis=0) if self.threshold == 0: mins, maxes = min_max_axis(X, axis=0) peak_to_peaks = maxes - mins else: self.variances_ = np.nanvar(X, axis=0) if self.threshold == 0: peak_to_peaks = np.ptp(X, axis=0) if self.threshold == 0: # Use peak-to-peak to avoid numeric precision issues # for constant features compare_arr = np.array([self.variances_, peak_to_peaks]) self.variances_ = np.nanmin(compare_arr, axis=0) if np.all(~np.isfinite(self.variances_) | (self.variances_ <= self.threshold)): msg = "No feature in X meets the variance threshold {0:.5f}" if X.shape[0] == 1: msg += " (X contains only one sample)" raise ValueError(msg.format(self.threshold)) return self def _get_support_mask(self): check_is_fitted(self) return self.variances_ > self.threshold def _more_tags(self): return {'allow_nan': True}