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How do you build a custom sklearn transformer, and why...
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See plansYou get there by inheriting from BaseEstimator and TransformerMixin
and implementing two methods: fit(X, y=None), which learns whatever
statistics you need from the data it’s given, and transform(X), which
applies those already-learned statistics to any data handed to it. That
separation is the entire point — it’s the same fit/transform contract
that StandardScaler follows, so a custom transformer gets the exact
same leakage protection automatically.
The reason this beats a standalone preprocessing function is
composability: once your class follows the contract, it slots directly
into an sklearn Pipeline alongside StandardScaler and your model.
That means it gets cross-validated correctly (each fold fits fresh),
gets saved as part of one joblib artifact for deployment, and can
never accidentally be fit on the test split by a careless call
somewhere in the code — the Pipeline structure enforces the discipline
instead of relying on the engineer to remember it.