fr/fr_env/lib/python3.8/site-packages/sklearn/utils/stats.py

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2021-03-02 18:34:59 +05:30
import numpy as np
from .extmath import stable_cumsum
from .fixes import _take_along_axis
def _weighted_percentile(array, sample_weight, percentile=50):
"""Compute weighted percentile
Computes lower weighted percentile. If `array` is a 2D array, the
`percentile` is computed along the axis 0.
.. versionchanged:: 0.24
Accepts 2D `array`.
Parameters
----------
array : 1D or 2D array
Values to take the weighted percentile of.
sample_weight: 1D or 2D array
Weights for each value in `array`. Must be same shape as `array` or
of shape `(array.shape[0],)`.
percentile: int, default=50
Percentile to compute. Must be value between 0 and 100.
Returns
-------
percentile : int if `array` 1D, ndarray if `array` 2D
Weighted percentile.
"""
n_dim = array.ndim
if n_dim == 0:
return array[()]
if array.ndim == 1:
array = array.reshape((-1, 1))
# When sample_weight 1D, repeat for each array.shape[1]
if (array.shape != sample_weight.shape and
array.shape[0] == sample_weight.shape[0]):
sample_weight = np.tile(sample_weight, (array.shape[1], 1)).T
sorted_idx = np.argsort(array, axis=0)
sorted_weights = _take_along_axis(sample_weight, sorted_idx, axis=0)
# Find index of median prediction for each sample
weight_cdf = stable_cumsum(sorted_weights, axis=0)
adjusted_percentile = percentile / 100 * weight_cdf[-1]
percentile_idx = np.array([
np.searchsorted(weight_cdf[:, i], adjusted_percentile[i])
for i in range(weight_cdf.shape[1])
])
percentile_idx = np.array(percentile_idx)
# In rare cases, percentile_idx equals to sorted_idx.shape[0]
max_idx = sorted_idx.shape[0] - 1
percentile_idx = np.apply_along_axis(lambda x: np.clip(x, 0, max_idx),
axis=0, arr=percentile_idx)
col_index = np.arange(array.shape[1])
percentile_in_sorted = sorted_idx[percentile_idx, col_index]
percentile = array[percentile_in_sorted, col_index]
return percentile[0] if n_dim == 1 else percentile