方差和标准差

标准差（Standard Deviation）是方差（variance）的算术平方根。

Excel

python

import pandas as pd
data = {'A': [1, 2, 3, 4, 5]}
df = pd.DataFrame(data)

print(df[['A']].var(ddof=0))
print("=========================")
print(df[['A']].var())
print("=========================")

print(df[['A']].std(ddof=0))
print("=========================")
print(df[['A']].std())

A    2.0
dtype: float64
=========================
A    2.5
dtype: float64
=========================
A    1.414214
dtype: float64
=========================
A    1.581139
dtype: float64

sklearn数据标准化

from sklearn.preprocessing import StandardScaler
scaler = StandardScaler()
scaler.fit(df)
scaler.mean_ # 3
scaler.var_ # 2, 说明分母取的是n，非n-1

df_scaled = scaler.transform(df) 
# array([[-1.41421356], (x - u) / s = (1 - 3) / sqrt(2)
#       [-0.70710678],
#       [ 0.        ],
#       [ 0.70710678],
#       [ 1.41421356]])