How to Transform Target Variables for Regression With Scikit-Learn

Data preparation is a big part of applied machine learning. Correctly preparing your training data can mean the difference between mediocre and extraordinary results, even with very simple linear algorithms. Performing data preparation operations, such as scaling, is relatively straightforward for input variables and has been made routine in Python via the Pipeline scikit-learn class. On regression predictive modeling problems where a numerical value must be predicted, it can also be critical to scale and perform other data transformations on the target variable. This can be achieved in Python using the TransformedTargetRegressor class.