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[MRG] Dynamically set n_quantiles to min(n_samples, n_quantiles) in QuantileTransformer #13333

merged 9 commits into from Mar 1, 2019

fix overwritting paramaters

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albertcthomas committed Feb 28, 2019
commit a24dd8e1fcad883157b07c49f7808e4508247e7d
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@@ -2076,6 +2076,10 @@ class QuantileTransformer(BaseEstimator, TransformerMixin):
n_quantiles_ : integer
The actual number of quantiles used to discretize the cumulative
distribution function.
quantiles_ : ndarray, shape (n_quantiles, n_features)
The values corresponding the quantiles of reference.
@@ -2225,18 +2229,18 @@ def fit(self, X, y=None):
n_samples = X.shape[0]

if self.n_quantiles > n_samples:
self.n_quantiles = n_samples
warnings.warn("n_quantiles (%s) is greater than the total number "

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jnothman Feb 28, 2019


I think this is more verbose than is helpful. "n_quantiles (%d) is being reduced to the number of samples (%d)" if you want to add another phrase explaining why, okay, but I think it's intuitively okay.

"of samples (%s). n_quantiles will be set to "
"n_samples as more quantiles do not lead to a "
"better approximation of the used cumulative "
"distribution function estimator."
% (self.n_quantiles, n_samples))
self.n_quantiles_ = max(1, min(self.n_quantiles, n_samples))

rng = check_random_state(self.random_state)

# Create the quantiles of reference
self.references_ = np.linspace(0, 1, self.n_quantiles,
self.references_ = np.linspace(0, 1, self.n_quantiles_,
if sparse.issparse(X):
self._sparse_fit(X, rng)
@@ -1265,7 +1265,7 @@ def test_quantile_transform_check_error():

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glemaitre Feb 28, 2019


Could you use pytest to catch warning instead?

"n_quantiles will be set to n_samples",, X)
assert transformer.n_quantiles == X.shape[0]
assert transformer.n_quantiles_ == X.shape[0]

def test_quantile_transform_sparse_ignore_zeros():
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