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apache-spark-mllibpyspark

RobustScaler in PySpark


I would like to use a RobustScaler for preprocessing data. In sklearn it can be found in

sklearn.preprocessing.RobustScaler

. However, I am using pyspark, so I tried to import it with:

 from pyspark.ml.feature import RobustScaler

However, I receive the following error:

ImportError: cannot import name 'RobustScaler' from 'pyspark.ml.feature' 

As pault pointed out, RobustScaler is implemented only in pyspark 3. I am trying to implement it as:

class PySpark_RobustScaler(Pipeline):
    def __init__(self):
        pass

    def fit(self, df):
        return self

    def transform(self, df):
        self._df = df
        for col_name in self._df.columns:
            q1, q2, q3 = self._df.approxQuantile(col_name, [0.25, 0.5, 0.75], 0.00)
            self._df = self._df.withColumn(col_name, 2.0*(sf.col(col_name)-q2)/(q3-q1))
        return self._df

arr = np.array(
            [[ 1., -2.,  2.],
            [ -2.,  1.,  3.],
            [ 4.,  1., -2.]]
          )

rdd1 = sc.parallelize(arr)
rdd2 = rdd1.map(lambda x: [int(i) for i in x])
df_sprk = rdd2.toDF(["A", "B", "C"])
df_pd = pd.DataFrame(arr, columns=list('ABC'))

PySpark_RobustScaler().fit(df_sprk).transform(df_sprk).show()
print(RobustScaler().fit(df_pd).transform(df_pd))

However I have found that to obtain the same result of sklearn I have to multiply the result by 2. Furthermore, I am worried that if a column has many values close to zero, the interquartile range q3-q1 could become too small and let the result diverge, creating null values.

Does anyone have any suggestions on how to improve it?


Solution

  • This feature has been released in recent pyspark versions.