pandrs 0.4.1

A high-performance DataFrame library for Rust, providing pandas-like API with advanced features including SIMD optimization, parallel processing, and distributed computing capabilities
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
//! Individual [`FeatureScaler`] implementations used by [`super::AutoFeatureEngineer`]:
//! `StandardScaler`, `MinMaxScaler`, `RobustScaler`, `QuantileTransformer`, and
//! `PowerTransformer` (Yeo-Johnson).

use super::FeatureScaler;
use crate::core::error::{Error, Result};

/// Standard scaler implementation
#[derive(Debug, Clone)]
pub struct StandardScaler {
    mean: Option<f64>,
    std: Option<f64>,
}

impl StandardScaler {
    pub fn new() -> Self {
        Self {
            mean: None,
            std: None,
        }
    }
}

impl FeatureScaler for StandardScaler {
    fn fit(&mut self, data: &[f64]) -> Result<()> {
        if data.is_empty() {
            return Err(Error::InvalidValue("Cannot fit on empty data".into()));
        }

        let mean = data.iter().sum::<f64>() / data.len() as f64;
        let variance = data.iter().map(|&x| (x - mean).powi(2)).sum::<f64>() / data.len() as f64;
        let std = variance.sqrt();

        self.mean = Some(mean);
        self.std = Some(if std > 1e-10 { std } else { 1.0 });

        Ok(())
    }

    fn transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let mean = self
            .mean
            .ok_or_else(|| Error::InvalidOperation("Scaler not fitted".into()))?;
        let std = self
            .std
            .ok_or_else(|| Error::InvalidOperation("Scaler not fitted".into()))?;

        Ok(data.iter().map(|&x| (x - mean) / std).collect())
    }

    fn inverse_transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let mean = self
            .mean
            .ok_or_else(|| Error::InvalidOperation("Scaler not fitted".into()))?;
        let std = self
            .std
            .ok_or_else(|| Error::InvalidOperation("Scaler not fitted".into()))?;

        Ok(data.iter().map(|&x| x * std + mean).collect())
    }
}

/// MinMax scaler implementation
#[derive(Debug, Clone)]
pub struct MinMaxScaler {
    min: Option<f64>,
    max: Option<f64>,
    feature_range: (f64, f64),
}

impl MinMaxScaler {
    pub fn new() -> Self {
        Self {
            min: None,
            max: None,
            feature_range: (0.0, 1.0),
        }
    }

    pub fn with_range(min: f64, max: f64) -> Self {
        Self {
            min: None,
            max: None,
            feature_range: (min, max),
        }
    }
}

impl FeatureScaler for MinMaxScaler {
    fn fit(&mut self, data: &[f64]) -> Result<()> {
        if data.is_empty() {
            return Err(Error::InvalidValue("Cannot fit on empty data".into()));
        }

        let min = data.iter().copied().fold(f64::INFINITY, f64::min);
        let max = data.iter().copied().fold(f64::NEG_INFINITY, f64::max);

        self.min = Some(min);
        self.max = Some(max);

        Ok(())
    }

    fn transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let min = self
            .min
            .ok_or_else(|| Error::InvalidOperation("Scaler not fitted".into()))?;
        let max = self
            .max
            .ok_or_else(|| Error::InvalidOperation("Scaler not fitted".into()))?;
        let (feature_min, feature_max) = self.feature_range;

        let range = max - min;
        let feature_range = feature_max - feature_min;

        if range < 1e-10 {
            Ok(vec![feature_min; data.len()])
        } else {
            Ok(data
                .iter()
                .map(|&x| feature_min + ((x - min) / range) * feature_range)
                .collect())
        }
    }

    fn inverse_transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let min = self
            .min
            .ok_or_else(|| Error::InvalidOperation("Scaler not fitted".into()))?;
        let max = self
            .max
            .ok_or_else(|| Error::InvalidOperation("Scaler not fitted".into()))?;
        let (feature_min, feature_max) = self.feature_range;

        let range = max - min;
        let feature_range = feature_max - feature_min;

        if feature_range < 1e-10 || range < 1e-10 {
            Ok(vec![min; data.len()])
        } else {
            Ok(data
                .iter()
                .map(|&x| min + ((x - feature_min) / feature_range) * range)
                .collect())
        }
    }
}

/// Robust scaler using median and interquartile range (IQR)
///
/// Centers data around the median and scales by the IQR, making it robust
/// to outliers. Transform: `(x - median) / IQR`.
#[derive(Debug, Clone)]
pub struct RobustScaler {
    median: Option<f64>,
    iqr: Option<f64>,
}

impl RobustScaler {
    pub fn new() -> Self {
        RobustScaler {
            median: None,
            iqr: None,
        }
    }
}

impl FeatureScaler for RobustScaler {
    fn fit(&mut self, data: &[f64]) -> Result<()> {
        if data.is_empty() {
            return Err(Error::InvalidValue("Cannot fit on empty data".into()));
        }
        let mut sorted = data.to_vec();
        sorted.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
        let n = sorted.len();

        // Compute median
        let median = if n % 2 == 0 {
            (sorted[n / 2 - 1] + sorted[n / 2]) / 2.0
        } else {
            sorted[n / 2]
        };

        // Compute Q1 (25th percentile) and Q3 (75th percentile)
        // Using linear interpolation for accurate quantile computation
        let q1 = {
            let pos = 0.25 * (n - 1) as f64;
            let lo = pos.floor() as usize;
            let hi = pos.ceil() as usize;
            let frac = pos - lo as f64;
            sorted[lo] + frac * (sorted[hi] - sorted[lo])
        };
        let q3 = {
            let pos = 0.75 * (n - 1) as f64;
            let lo = pos.floor() as usize;
            let hi = pos.ceil() as usize;
            let frac = pos - lo as f64;
            sorted[lo] + frac * (sorted[hi] - sorted[lo])
        };
        // sklearn's RobustScaler special-cases a degenerate (zero) IQR to a
        // unit scale rather than an epsilon floor: `(x - median) / 1e-10`
        // would blow tiny floating-point noise up to ~1e10, whereas
        // `(x - median) / 1.0` just centers the (constant) data at zero.
        let iqr_raw = q3 - q1;
        let iqr = if iqr_raw > 1e-10 { iqr_raw } else { 1.0 };

        self.median = Some(median);
        self.iqr = Some(iqr);
        Ok(())
    }

    fn transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let median = self
            .median
            .ok_or_else(|| Error::InvalidOperation("RobustScaler not fitted".into()))?;
        let iqr = self
            .iqr
            .ok_or_else(|| Error::InvalidOperation("RobustScaler not fitted".into()))?;
        Ok(data.iter().map(|&x| (x - median) / iqr).collect())
    }

    fn inverse_transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let median = self
            .median
            .ok_or_else(|| Error::InvalidOperation("RobustScaler not fitted".into()))?;
        let iqr = self
            .iqr
            .ok_or_else(|| Error::InvalidOperation("RobustScaler not fitted".into()))?;
        Ok(data.iter().map(|&x| x * iqr + median).collect())
    }
}

/// Quantile transformer that maps feature values to a uniform `[0,1]` distribution
///
/// Uses rank-based normalization: each value is mapped to its empirical quantile
/// in the training data using linear interpolation between stored training values.
#[derive(Debug, Clone)]
pub struct QuantileTransformer {
    /// Sorted training values used as reference quantiles
    reference_values: Option<Vec<f64>>,
}

impl QuantileTransformer {
    pub fn new() -> Self {
        QuantileTransformer {
            reference_values: None,
        }
    }

    /// Linearly interpolate the quantile rank of `x` relative to sorted `reference`
    fn interpolate_quantile(x: f64, reference: &[f64]) -> f64 {
        let n = reference.len();
        if n == 0 {
            return 0.5;
        }
        if x <= reference[0] {
            return 0.0;
        }
        if x >= reference[n - 1] {
            return 1.0;
        }
        // Binary search for insertion point
        let pos = reference.partition_point(|&v| v <= x);
        // pos is the index where x would be inserted: reference[pos-1] <= x < reference[pos]
        let lo = pos.saturating_sub(1);
        let hi = pos.min(n - 1);
        if reference[hi] == reference[lo] {
            return lo as f64 / (n - 1) as f64;
        }
        let t = (x - reference[lo]) / (reference[hi] - reference[lo]);
        let q_lo = lo as f64 / (n - 1) as f64;
        let q_hi = hi as f64 / (n - 1) as f64;
        q_lo + t * (q_hi - q_lo)
    }

    /// Invert a quantile value back to a data value using reference distribution
    fn inverse_quantile(q: f64, reference: &[f64]) -> f64 {
        let n = reference.len();
        if n == 0 {
            return 0.0;
        }
        let q = q.clamp(0.0, 1.0);
        let pos = q * (n - 1) as f64;
        let lo = pos.floor() as usize;
        let hi = (pos.ceil() as usize).min(n - 1);
        let frac = pos - lo as f64;
        reference[lo] + frac * (reference[hi] - reference[lo])
    }
}

impl FeatureScaler for QuantileTransformer {
    fn fit(&mut self, data: &[f64]) -> Result<()> {
        if data.is_empty() {
            return Err(Error::InvalidValue("Cannot fit on empty data".into()));
        }
        let mut sorted = data.to_vec();
        sorted.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
        self.reference_values = Some(sorted);
        Ok(())
    }

    fn transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let reference = self
            .reference_values
            .as_ref()
            .ok_or_else(|| Error::InvalidOperation("QuantileTransformer not fitted".into()))?;
        Ok(data
            .iter()
            .map(|&x| Self::interpolate_quantile(x, reference))
            .collect())
    }

    fn inverse_transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let reference = self
            .reference_values
            .as_ref()
            .ok_or_else(|| Error::InvalidOperation("QuantileTransformer not fitted".into()))?;
        Ok(data
            .iter()
            .map(|&q| Self::inverse_quantile(q, reference))
            .collect())
    }
}

/// Power transformer using the Yeo-Johnson transformation
///
/// Applies the Yeo-Johnson power transform to make the distribution more
/// Gaussian-like. The optimal lambda parameter is chosen by scanning a grid
/// of lambda values and selecting the one that minimizes |skewness|.
///
/// Yeo-Johnson transform for lambda != 0, x >= 0: ((x + 1)^lambda - 1) / lambda
/// Yeo-Johnson transform for lambda == 0, x >= 0: ln(x + 1)
/// Yeo-Johnson transform for lambda != 2, x < 0:  -((-x + 1)^(2-lambda) - 1) / (2 - lambda)
/// Yeo-Johnson transform for lambda == 2, x < 0:  -ln(-x + 1)
#[derive(Debug, Clone)]
pub struct PowerTransformer {
    lambda: Option<f64>,
}

impl PowerTransformer {
    pub fn new() -> Self {
        PowerTransformer { lambda: None }
    }

    /// Apply the Yeo-Johnson transform to a single value given lambda
    fn yeo_johnson(x: f64, lambda: f64) -> f64 {
        if x >= 0.0 {
            if (lambda - 0.0).abs() < 1e-10 {
                (x + 1.0_f64).ln()
            } else {
                ((x + 1.0_f64).powf(lambda) - 1.0) / lambda
            }
        } else if (lambda - 2.0).abs() < 1e-10 {
            -(-x + 1.0_f64).ln()
        } else {
            -((-x + 1.0_f64).powf(2.0 - lambda) - 1.0) / (2.0 - lambda)
        }
    }

    /// Compute skewness of a vector (used to pick optimal lambda)
    fn skewness(vals: &[f64]) -> f64 {
        let n = vals.len() as f64;
        if n < 3.0 {
            return 0.0;
        }
        let mean = vals.iter().sum::<f64>() / n;
        let m2 = vals.iter().map(|&v| (v - mean).powi(2)).sum::<f64>() / n;
        let m3 = vals.iter().map(|&v| (v - mean).powi(3)).sum::<f64>() / n;
        let std = m2.sqrt();
        if std < 1e-10 {
            0.0
        } else {
            m3 / std.powi(3)
        }
    }

    /// Inverse Yeo-Johnson: recover x from transformed value y given lambda.
    ///
    /// The forward transform's image is bounded whenever `lambda < 0` (for
    /// `y >= 0`) or `lambda > 2` (for `y < 0`): e.g. for `x >= 0, lambda < 0`,
    /// `y = ((x+1)^lambda - 1)/lambda` approaches `-1/lambda` as `x -> inf`
    /// but never reaches it, so no real `x` maps to a `y` at or beyond that
    /// bound. Attempting the inverse there requires raising a non-positive
    /// base to a non-integer power, which is undefined; rather than let that
    /// silently produce `NaN`/`inf`, report it as an out-of-domain input.
    fn yeo_johnson_inverse(y: f64, lambda: f64) -> Result<f64> {
        if y >= 0.0 {
            if (lambda - 0.0).abs() < 1e-10 {
                Ok(y.exp() - 1.0)
            } else {
                let base = y * lambda + 1.0;
                if base <= 0.0 {
                    return Err(Error::InvalidValue(format!(
                        "yeo_johnson_inverse: y={} is outside the invertible range for \
                         lambda={} (y*lambda + 1 = {} must be positive)",
                        y, lambda, base
                    )));
                }
                Ok(base.powf(1.0 / lambda) - 1.0)
            }
        } else if (lambda - 2.0).abs() < 1e-10 {
            Ok(1.0 - (-y).exp())
        } else {
            let two_minus_lambda = 2.0 - lambda;
            let base = -y * two_minus_lambda + 1.0;
            if base <= 0.0 {
                return Err(Error::InvalidValue(format!(
                    "yeo_johnson_inverse: y={} is outside the invertible range for lambda={} \
                     (-y*(2-lambda) + 1 = {} must be positive)",
                    y, lambda, base
                )));
            }
            Ok(1.0 - base.powf(1.0 / two_minus_lambda))
        }
    }
}

impl FeatureScaler for PowerTransformer {
    fn fit(&mut self, data: &[f64]) -> Result<()> {
        if data.is_empty() {
            return Err(Error::InvalidValue("Cannot fit on empty data".into()));
        }
        // Grid search over lambda in [-2, 2] with step 0.25 to minimize |skewness|
        let candidates: Vec<f64> = (-8..=8).map(|i| i as f64 * 0.25).collect();
        let mut best_lambda = 0.0_f64;
        let mut best_skew_abs = f64::INFINITY;

        for &lambda in &candidates {
            let transformed: Vec<f64> =
                data.iter().map(|&x| Self::yeo_johnson(x, lambda)).collect();
            // Skip if any non-finite values (happens with extreme lambdas)
            if transformed.iter().any(|v| !v.is_finite()) {
                continue;
            }
            let skew = Self::skewness(&transformed).abs();
            if skew < best_skew_abs {
                best_skew_abs = skew;
                best_lambda = lambda;
            }
        }

        self.lambda = Some(best_lambda);
        Ok(())
    }

    fn transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let lambda = self
            .lambda
            .ok_or_else(|| Error::InvalidOperation("PowerTransformer not fitted".into()))?;
        Ok(data.iter().map(|&x| Self::yeo_johnson(x, lambda)).collect())
    }

    fn inverse_transform(&self, data: &[f64]) -> Result<Vec<f64>> {
        let lambda = self
            .lambda
            .ok_or_else(|| Error::InvalidOperation("PowerTransformer not fitted".into()))?;
        data.iter()
            .map(|&y| Self::yeo_johnson_inverse(y, lambda))
            .collect()
    }
}