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Standard Scaler

Description

The standard scaler scales the given data set, so that all features will have a user specified mean and variance. In case the user does not provide a specific mean and standard deviation, the standard scaler transforms the features of the input data set to have mean equal to 0 and standard deviation equal to 1. Given a set of input data $x_1, x_2,… x_n$, with mean:

and standard deviation:

The scaled data set $z_1, z_2,…,z_n$ will be:

where $\textit{std}$ and $\textit{mean}$ are the user specified values for the standard deviation and mean.

Operations

StandardScaler is a Transformer. As such, it supports the fit and transform operation.

Fit

StandardScaler is trained on all subtypes of Vector or LabeledVector:

• fit[T <: Vector]: DataSet[T] => Unit
• fit: DataSet[LabeledVector] => Unit

Transform

StandardScaler transforms all subtypes of Vector or LabeledVector into the respective type:

• transform[T <: Vector]: DataSet[T] => DataSet[T]
• transform: DataSet[LabeledVector] => DataSet[LabeledVector]

Parameters

The standard scaler implementation can be controlled by the following two parameters:

Examples

// Create standard scaler transformer val scaler = StandardScaler()
.setMean(10.0)
.setStd(2.0)
// Obtain data set to be scaled val dataSet: DataSet[Vector] = ...
// Learn the mean and standard deviation of the training data scaler.fit(dataSet)
// Scale the provided data set to have mean=10.0 and std=2.0 val scaledDS = scaler.transform(dataSet)