SIENTIAPDE-1241: Fix: Correctly handle feature normalization and denormalization, and add scaler parameters to metadata
This commit is contained in:
@@ -535,8 +535,9 @@ class DataPreprocessor(BaseEstimator, TransformerMixin):
|
||||
|
||||
# Normalization
|
||||
if step == NORMALIZATION and self.scaler:
|
||||
data_treat = data_treat[self.feature_names_order]
|
||||
data_treat[existing_columns] = self.scaler.transform(data_treat[existing_columns])
|
||||
# Only transform feature columns, preserve target and any other required columns
|
||||
feature_cols = self.feature_names_order
|
||||
data_treat[feature_cols] = self.scaler.transform(data_treat[feature_cols])
|
||||
|
||||
# Feature Creation
|
||||
if step == 'Feature Creation':
|
||||
|
||||
@@ -135,14 +135,28 @@ class TrainingRepository:
|
||||
scaler = tmr.process_data.get_scaler()
|
||||
self.logger.info('Denormalizing features')
|
||||
|
||||
for col in params.variable_columns:
|
||||
tmr.x_train[col] = scaler.denormalize_single_input(tmr.x_train[col], col)
|
||||
tmr.x_test[col] = scaler.denormalize_single_input(tmr.x_test[col], col)
|
||||
# If using custom scaler with denormalize_* helpers
|
||||
if hasattr(scaler, 'denormalize_single_input'):
|
||||
for col in params.variable_columns:
|
||||
tmr.x_train[col] = scaler.denormalize_single_input(tmr.x_train[col], col)
|
||||
tmr.x_test[col] = scaler.denormalize_single_input(tmr.x_test[col], col)
|
||||
|
||||
self.logger.info('Denormalizing target variable')
|
||||
tmr.y_train = scaler.denormalize_single_input(tmr.y_train, params.target_variable)
|
||||
tmr.y_test = scaler.denormalize_single_input(tmr.y_test, params.target_variable)
|
||||
y_pred_array = scaler.denormalize_predictions(y_pred_array, params.target_variable)
|
||||
self.logger.info('Denormalizing target variable')
|
||||
tmr.y_train = scaler.denormalize_single_input(tmr.y_train, params.target_variable)
|
||||
tmr.y_test = scaler.denormalize_single_input(tmr.y_test, params.target_variable)
|
||||
y_pred_array = scaler.denormalize_predictions(y_pred_array, params.target_variable)
|
||||
else:
|
||||
# Fallback for sklearn StandardScaler: only inverse-transform features
|
||||
feature_cols = getattr(
|
||||
tmr.process_data, 'feature_names_order', params.variable_columns
|
||||
)
|
||||
# Ensure columns are in the same order used during fit
|
||||
x_train_features = tmr.x_train[feature_cols]
|
||||
x_test_features = tmr.x_test[feature_cols]
|
||||
|
||||
tmr.x_train[feature_cols] = scaler.inverse_transform(x_train_features)
|
||||
tmr.x_test[feature_cols] = scaler.inverse_transform(x_test_features)
|
||||
# Target was not scaled with StandardScaler in preprocessing; leave y as-is
|
||||
|
||||
self.logger.info('Adding index to predictions')
|
||||
tmr.y_pred = pd.Series(y_pred_array, index=tmr.y_test.index)
|
||||
@@ -237,5 +251,6 @@ class TrainingRepository:
|
||||
upp_lim=params.upp_lim,
|
||||
window=params.window,
|
||||
scaler_name='Standard Scaler' if params.use_scaler else 'None',
|
||||
scaler_params={} if params.use_scaler else None,
|
||||
ar_var=params.target_variable if params.include_ar else None,
|
||||
)
|
||||
|
||||
Reference in New Issue
Block a user