scipy.cluster.vq.whiten

scipy.cluster.vq.whiten(obs, check_finite=True)

Normalize a group of observations on a per feature basis.

Before running k-means, it is beneficial to rescale each feature dimension of the observation set by its standard deviation (i.e. “whiten” it - as in “white noise” where each frequency has equal power). Each feature is divided by its standard deviation across all observations to give it unit variance.

Parameters

obsndarray

Each row of the array is an observation. The columns are the features seen during each observation.

>>> #         f0    f1    f2
>>> obs = [[  1.,   1.,   1.],  #o0
...        [  2.,   2.,   2.],  #o1
...        [  3.,   3.,   3.],  #o2
...        [  4.,   4.,   4.]]  #o3

check_finitebool, optional

Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Default: True

Returns

resultndarray

Contains the values in obs scaled by the standard deviation of each column.

Examples

>>> from scipy.cluster.vq import whiten
>>> features  = np.array([[1.9, 2.3, 1.7],
...                       [1.5, 2.5, 2.2],
...                       [0.8, 0.6, 1.7,]])
>>> whiten(features)
array([[ 4.17944278,  2.69811351,  7.21248917],
       [ 3.29956009,  2.93273208,  9.33380951],
       [ 1.75976538,  0.7038557 ,  7.21248917]])