Source code for sklearn.impute._knn

# Authors: Ashim Bhattarai <ashimb9@gmail.com>
#          Thomas J Fan <thomasjpfan@gmail.com>
# License: BSD 3 clause

import numpy as np

from ._base import _BaseImputer
from ..utils.validation import FLOAT_DTYPES
from ..metrics import pairwise_distances_chunked
from ..metrics.pairwise import _NAN_METRICS
from ..neighbors._base import _get_weights
from ..neighbors._base import _check_weights
from ..utils import is_scalar_nan
from ..utils._mask import _get_mask
from ..utils.validation import check_is_fitted


[docs]class KNNImputer(_BaseImputer): """Imputation for completing missing values using k-Nearest Neighbors. Each sample's missing values are imputed using the mean value from `n_neighbors` nearest neighbors found in the training set. Two samples are close if the features that neither is missing are close. Read more in the :ref:`User Guide <knnimpute>`. .. versionadded:: 0.22 Parameters ---------- missing_values : int, float, str, np.nan or None, default=np.nan The placeholder for the missing values. All occurrences of `missing_values` will be imputed. For pandas' dataframes with nullable integer dtypes with missing values, `missing_values` should be set to np.nan, since `pd.NA` will be converted to np.nan. n_neighbors : int, default=5 Number of neighboring samples to use for imputation. weights : {'uniform', 'distance'} or callable, default='uniform' Weight function used in prediction. Possible values: - 'uniform' : uniform weights. All points in each neighborhood are weighted equally. - 'distance' : weight points by the inverse of their distance. in this case, closer neighbors of a query point will have a greater influence than neighbors which are further away. - callable : a user-defined function which accepts an array of distances, and returns an array of the same shape containing the weights. metric : {'nan_euclidean'} or callable, default='nan_euclidean' Distance metric for searching neighbors. Possible values: - 'nan_euclidean' - callable : a user-defined function which conforms to the definition of ``_pairwise_callable(X, Y, metric, **kwds)``. The function accepts two arrays, X and Y, and a `missing_values` keyword in `kwds` and returns a scalar distance value. copy : bool, default=True If True, a copy of X will be created. If False, imputation will be done in-place whenever possible. add_indicator : bool, default=False If True, a :class:`MissingIndicator` transform will stack onto the output of the imputer's transform. This allows a predictive estimator to account for missingness despite imputation. If a feature has no missing values at fit/train time, the feature won't appear on the missing indicator even if there are missing values at transform/test time. Attributes ---------- indicator_ : :class:`~sklearn.impute.MissingIndicator` Indicator used to add binary indicators for missing values. ``None`` if add_indicator is False. n_features_in_ : int Number of features seen during :term:`fit`. .. versionadded:: 0.24 feature_names_in_ : ndarray of shape (`n_features_in_`,) Names of features seen during :term:`fit`. Defined only when `X` has feature names that are all strings. .. versionadded:: 1.0 See Also -------- SimpleImputer : Imputation transformer for completing missing values with simple strategies. IterativeImputer : Multivariate imputer that estimates each feature from all the others. References ---------- * Olga Troyanskaya, Michael Cantor, Gavin Sherlock, Pat Brown, Trevor Hastie, Robert Tibshirani, David Botstein and Russ B. Altman, Missing value estimation methods for DNA microarrays, BIOINFORMATICS Vol. 17 no. 6, 2001 Pages 520-525. Examples -------- >>> import numpy as np >>> from sklearn.impute import KNNImputer >>> X = [[1, 2, np.nan], [3, 4, 3], [np.nan, 6, 5], [8, 8, 7]] >>> imputer = KNNImputer(n_neighbors=2) >>> imputer.fit_transform(X) array([[1. , 2. , 4. ], [3. , 4. , 3. ], [5.5, 6. , 5. ], [8. , 8. , 7. ]]) """ def __init__( self, *, missing_values=np.nan, n_neighbors=5, weights="uniform", metric="nan_euclidean", copy=True, add_indicator=False, ): super().__init__(missing_values=missing_values, add_indicator=add_indicator) self.n_neighbors = n_neighbors self.weights = weights self.metric = metric self.copy = copy def _calc_impute(self, dist_pot_donors, n_neighbors, fit_X_col, mask_fit_X_col): """Helper function to impute a single column. Parameters ---------- dist_pot_donors : ndarray of shape (n_receivers, n_potential_donors) Distance matrix between the receivers and potential donors from training set. There must be at least one non-nan distance between a receiver and a potential donor. n_neighbors : int Number of neighbors to consider. fit_X_col : ndarray of shape (n_potential_donors,) Column of potential donors from training set. mask_fit_X_col : ndarray of shape (n_potential_donors,) Missing mask for fit_X_col. Returns ------- imputed_values: ndarray of shape (n_receivers,) Imputed values for receiver. """ # Get donors donors_idx = np.argpartition(dist_pot_donors, n_neighbors - 1, axis=1)[ :, :n_neighbors ] # Get weight matrix from from distance matrix donors_dist = dist_pot_donors[ np.arange(donors_idx.shape[0])[:, None], donors_idx ] weight_matrix = _get_weights(donors_dist, self.weights) # fill nans with zeros if weight_matrix is not None: weight_matrix[np.isnan(weight_matrix)] = 0.0 # Retrieve donor values and calculate kNN average donors = fit_X_col.take(donors_idx) donors_mask = mask_fit_X_col.take(donors_idx) donors = np.ma.array(donors, mask=donors_mask) return np.ma.average(donors, axis=1, weights=weight_matrix).data
[docs] def fit(self, X, y=None): """Fit the imputer on X. Parameters ---------- X : array-like shape of (n_samples, n_features) Input data, where `n_samples` is the number of samples and `n_features` is the number of features. y : Ignored Not used, present here for API consistency by convention. Returns ------- self : object The fitted `KNNImputer` class instance. """ # Check data integrity and calling arguments if not is_scalar_nan(self.missing_values): force_all_finite = True else: force_all_finite = "allow-nan" if self.metric not in _NAN_METRICS and not callable(self.metric): raise ValueError("The selected metric does not support NaN values") if self.n_neighbors <= 0: raise ValueError( "Expected n_neighbors > 0. Got {}".format(self.n_neighbors) ) X = self._validate_data( X, accept_sparse=False, dtype=FLOAT_DTYPES, force_all_finite=force_all_finite, copy=self.copy, ) _check_weights(self.weights) self._fit_X = X self._mask_fit_X = _get_mask(self._fit_X, self.missing_values) super()._fit_indicator(self._mask_fit_X) return self
[docs] def transform(self, X): """Impute all missing values in X. Parameters ---------- X : array-like of shape (n_samples, n_features) The input data to complete. Returns ------- X : array-like of shape (n_samples, n_output_features) The imputed dataset. `n_output_features` is the number of features that is not always missing during `fit`. """ check_is_fitted(self) if not is_scalar_nan(self.missing_values): force_all_finite = True else: force_all_finite = "allow-nan" X = self._validate_data( X, accept_sparse=False, dtype=FLOAT_DTYPES, force_all_finite=force_all_finite, copy=self.copy, reset=False, ) mask = _get_mask(X, self.missing_values) mask_fit_X = self._mask_fit_X valid_mask = ~np.all(mask_fit_X, axis=0) X_indicator = super()._transform_indicator(mask) # Removes columns where the training data is all nan if not np.any(mask): # No missing values in X # Remove columns where the training data is all nan return X[:, valid_mask] row_missing_idx = np.flatnonzero(mask.any(axis=1)) non_missing_fix_X = np.logical_not(mask_fit_X) # Maps from indices from X to indices in dist matrix dist_idx_map = np.zeros(X.shape[0], dtype=int) dist_idx_map[row_missing_idx] = np.arange(row_missing_idx.shape[0]) def process_chunk(dist_chunk, start): row_missing_chunk = row_missing_idx[start : start + len(dist_chunk)] # Find and impute missing by column for col in range(X.shape[1]): if not valid_mask[col]: # column was all missing during training continue col_mask = mask[row_missing_chunk, col] if not np.any(col_mask): # column has no missing values continue (potential_donors_idx,) = np.nonzero(non_missing_fix_X[:, col]) # receivers_idx are indices in X receivers_idx = row_missing_chunk[np.flatnonzero(col_mask)] # distances for samples that needed imputation for column dist_subset = dist_chunk[dist_idx_map[receivers_idx] - start][ :, potential_donors_idx ] # receivers with all nan distances impute with mean all_nan_dist_mask = np.isnan(dist_subset).all(axis=1) all_nan_receivers_idx = receivers_idx[all_nan_dist_mask] if all_nan_receivers_idx.size: col_mean = np.ma.array( self._fit_X[:, col], mask=mask_fit_X[:, col] ).mean() X[all_nan_receivers_idx, col] = col_mean if len(all_nan_receivers_idx) == len(receivers_idx): # all receivers imputed with mean continue # receivers with at least one defined distance receivers_idx = receivers_idx[~all_nan_dist_mask] dist_subset = dist_chunk[dist_idx_map[receivers_idx] - start][ :, potential_donors_idx ] n_neighbors = min(self.n_neighbors, len(potential_donors_idx)) value = self._calc_impute( dist_subset, n_neighbors, self._fit_X[potential_donors_idx, col], mask_fit_X[potential_donors_idx, col], ) X[receivers_idx, col] = value # process in fixed-memory chunks gen = pairwise_distances_chunked( X[row_missing_idx, :], self._fit_X, metric=self.metric, missing_values=self.missing_values, force_all_finite=force_all_finite, reduce_func=process_chunk, ) for chunk in gen: # process_chunk modifies X in place. No return value. pass return super()._concatenate_indicator(X[:, valid_mask], X_indicator)