snowflake.ml.modeling.covariance.LedoitWolf¶
- class snowflake.ml.modeling.covariance.LedoitWolf(*, store_precision=True, assume_centered=False, block_size=1000, input_cols: Optional[Union[str, Iterable[str]]] = None, output_cols: Optional[Union[str, Iterable[str]]] = None, label_cols: Optional[Union[str, Iterable[str]]] = None, drop_input_cols: Optional[bool] = False, sample_weight_col: Optional[str] = None)¶
Bases:
BaseTransformerLedoitWolf Estimator For more details on this class, see sklearn.covariance.LedoitWolf
- store_precision: bool, default=True
Specify if the estimated precision is stored.
- assume_centered: bool, default=False
If True, data will not be centered before computation. Useful when working with data whose mean is almost, but not exactly zero. If False (default), data will be centered before computation.
- block_size: int, default=1000
Size of blocks into which the covariance matrix will be split during its Ledoit-Wolf estimation. This is purely a memory optimization and does not affect results.
- input_cols: Optional[Union[str, List[str]]]
A string or list of strings representing column names that contain features. If this parameter is not specified, all columns in the input DataFrame except the columns specified by label_cols and sample-weight_col parameters are considered input columns.
- label_cols: Optional[Union[str, List[str]]]
A string or list of strings representing column names that contain labels. This is a required param for estimators, as there is no way to infer these columns. If this parameter is not specified, then object is fitted without labels(Like a transformer).
- output_cols: Optional[Union[str, List[str]]]
A string or list of strings representing column names that will store the output of predict and transform operations. The length of output_cols mus match the expected number of output columns from the specific estimator or transformer class used. If this parameter is not specified, output column names are derived by adding an OUTPUT_ prefix to the label column names. These inferred output column names work for estimator’s predict() method, but output_cols must be set explicitly for transformers.
- sample_weight_col: Optional[str]
A string representing the column name containing the examples’ weights. This argument is only required when working with weighted datasets.
- drop_input_cols: Optional[bool], default=False
If set, the response of predict(), transform() methods will not contain input columns.
Methods
fit(dataset)Fit the Ledoit-Wolf shrunk covariance model to X For more details on this function, see sklearn.covariance.LedoitWolf.fit
score(dataset)Compute the log-likelihood of X_test under the estimated Gaussian model For more details on this function, see sklearn.covariance.LedoitWolf.score
set_input_cols(input_cols)Input columns setter.
to_sklearn()Get sklearn.covariance.LedoitWolf object.
Attributes
model_signaturesReturns model signature of current class.