Box Cox Transformation Python. Sklearn preprocessing power transform x method box cox standardize true copy true apply a power transform featurewise to make data more gaussian like. Y x lmbda 1 lmbda for lmbda 0 log x for lmbda 0.
After writing a simple script to perform the transformation my accuracy measures jumped to nearly 80 an incredible 20 increase. Box cox requires input data to be strictly positive while yeo johnson supports both positive or negative data. Boxcox requires the input data to be positive.
For example alpha 0 05 gives the 95 confidence interval.
Y λ log y if y 0. Scipy stats boxcox simply pass a 1 d array into the function and it will return the box cox transformed array and the optimal value for lambda. Y x lmbda 1 lmbda for lmbda 0 log x for lmbda 0 boxcox requires the input data to be positive. After writing a simple script to perform the transformation my accuracy measures jumped to nearly 80 an incredible 20 increase.
