data-normalization

Data normalization for preprocessing.

Header

#include <mathtoolbox/data-normalization.hpp>

Math

This implementation is based on simple standardization for each dimension $d$:

$$X_{i}^{(d)} \leftarrow \frac{X_{i}^{(d)} - \text{E}[X^{(d)}]}{\sigma(X^{(d)})}.$$