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Posted to dev@flink.apache.org by "Till Rohrmann (JIRA)" <ji...@apache.org> on 2015/03/18 16:19:38 UTC
[jira] [Created] (FLINK-1737) Add statistical whitening
transformation to machine learning library
Till Rohrmann created FLINK-1737:
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Summary: Add statistical whitening transformation to machine learning library
Key: FLINK-1737
URL: https://issues.apache.org/jira/browse/FLINK-1737
Project: Flink
Issue Type: Improvement
Components: Machine Learning Library
Reporter: Till Rohrmann
The statistical whitening transformation [1] is a preprocessing step for different ML algorithms. It decorrelates the individual dimensions and sets its variance to 1.
Statistical whitening should be implemented as a {{Transfomer}}.
Resources:
[1] [http://en.wikipedia.org/wiki/Whitening_transformation]
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