MaxAbsScalerTransform

class MaxAbsScalerTransform(in_column: Optional[Union[str, List[str]]] = None, inplace: bool = True, out_column: Optional[str] = None, mode: Union[etna.transforms.math.sklearn.TransformMode, str] = 'per-segment')[source]

Bases: etna.transforms.math.sklearn.SklearnTransform

Scale each feature by its maximum absolute value.

Uses sklearn.preprocessing.MaxAbsScaler inside.

Warning

This transform can suffer from look-ahead bias. For transforming data at some timestamp it uses information from the whole train part.

Init MinMaxScalerPreprocess.

Parameters
  • in_column (Optional[Union[str, List[str]]]) – columns to be scaled, if None - all columns will be scaled.

  • inplace (bool) – features are changed by scaled.

  • out_column (Optional[str]) – base for the names of generated columns, uses self.__repr__() if not given.

  • mode (Union[etna.transforms.math.sklearn.TransformMode, str]) –

    “macro” or “per-segment”, way to transform features over segments.

    • If “macro”, transforms features globally, gluing the corresponding ones for all segments.

    • If “per-segment”, transforms features for each segment separately.

Raises

ValueError: – if incorrect mode given

Inherited-members

Methods

fit(df)

Fit transformer with data from df.

fit_transform(df)

May be reimplemented.

inverse_transform(df)

Apply inverse transformation to DataFrame.

transform(df)

Transform given data with fitted transformer.