Files
drift/transformations/sklearn.py
T
Mark Aron Szulyovszky 1856fcad22 feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() (#161)
* feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference()

* fix(WalkForward): use Dataframes to call Transformation.fit_transform()

* feat(WalkForward): restored option for models to recieve unscaled data

* fix(Transformations): output DataFrame as expected

* fix(Tests): missing new property
2022-01-12 23:22:55 +01:00

35 lines
987 B
Python

from __future__ import annotations
from transformations.base import Transformation
from typing import Literal, Optional, Union
from sklearn.base import clone, BaseEstimator
import pandas as pd
class SKLearnTransformation(Transformation):
transformer: BaseEstimator
def __init__(self, transformer: BaseEstimator):
self.transformer = transformer
def fit(self, X: pd.DataFrame, y: Optional[pd.Series] = None) -> None:
self.transformer.fit(X, y)
def fit_transform(self, X: pd.DataFrame, y: Optional[pd.Series]) -> pd.DataFrame:
self.fit(X, y)
return self.transform(X)
def transform(self, X: pd.DataFrame) -> pd.DataFrame:
return pd.DataFrame(self.transformer.transform(X), index = X.index, columns = X.columns)
def clone(self) -> SKLearnTransformation:
return SKLearnTransformation(clone(self.transformer))
def get_name(self) -> str:
return self.transformer.__class__.__name__