regressout 0.0.2

Regress Out Covariates

regressout

regressout removes the linear effect of observed covariates from a feature matrix. It provides RegressOutCovariates, a scikit-learn-style estimator that residualizes each feature column against a covariate matrix.

Why it exists

Some modeling workflows need features with variation explained by known covariates removed first. For example, a feature matrix may need to be adjusted for observed variables such as age, sex, ethnicity, batch, site, or other metadata before downstream analysis. This package fits those adjustments and returns the residual feature matrix.

How it works

RegressOutCovariates uses scikit-learn naming, but with domain-specific meaning:

• X is the covariate or observation matrix: the variables to regress out.
• y is the feature matrix to residualize.

On fit(X=covariates, y=features), it fits one sklearn.linear_model.LinearRegression model per feature column:

feature_j ~ covariates

On predict(X=covariates, y=features), it predicts the covariate contribution for each feature and returns:

feature_j - predicted_feature_j

If y is a pandas DataFrame, the returned residuals are also a DataFrame with the same index and columns. Otherwise, residuals are returned as a NumPy array.

Installation

pip install regressout

For local development from this repository:

pip install -r requirements_dev.txt
pip install -e .

The runtime dependencies declared by the package are numpy, pandas, and scikit-learn; Python 3.8 or newer is required.

Usage

import pandas as pd
from regressout import RegressOutCovariates

covariates = pd.DataFrame(
    {
        "age": [25, 49, 60, 50],
        "sex_M": [1, 0, 1, 0],
    },
    index=["sample1", "sample2", "sample3", "sample4"],
)

features = pd.DataFrame(
    {
        "feat1": [1.2, 2.5, 2.9, 3.1],
        "feat2": [0.4, 0.7, 1.4, 1.6],
    },
    index=covariates.index,
)

residualizer = RegressOutCovariates()
residualizer.fit(X=covariates, y=features)

residualized_features = residualizer.predict(X=covariates, y=features)

When covariates need preprocessing, put the preprocessing steps before RegressOutCovariates in a scikit-learn pipeline. The tests show this pattern with categorical encoding, column matching, scaling, and then residualization.

Important behavior and limitations

• Covariates must already be numeric when they reach RegressOutCovariates. Encode categorical variables, impute missing values, or scale covariates in earlier pipeline steps as needed.
• The estimator performs independent linear regression for each feature column; it does not model nonlinear effects unless you add nonlinear covariate features before fitting.
• When fitted with pandas DataFrames, it validates row indexes and column order on later predictions where that metadata is available.
• The number of rows in X and y must match. The number and order of covariate and feature columns must match what was seen during fit.
• Unlike a standard scikit-learn estimator, both fit and predict take two arguments (predict(X=covariates, y=features)); a single-argument predict(X) call will not work, and the class is a predictor rather than a transform-style transformer.

Development

make test
make lint
make docs

The package is MIT licensed.

Changelog

0.0.1

• First release on PyPI.