How do I standardize a matrix?
The following subtracts the mean of A from each element (the new mean is 0), then normalizes the result by the standard deviation.
import numpy as npA = (A - np.mean(A)) / np.std(A)
The above is for standardizing the entire matrix as a whole, If A has many dimensions and you want to standardize each column individually, specify the axis:
import numpy as npA = (A - np.mean(A, axis=0)) / np.std(A, axis=0)
Always verify by hand what these one-liners are doing before integrating them into your code. A simple change in orientation or dimension can drastically change (silently) what operations numpy performs on them.
from sklearn.preprocessing import StandardScalerstandardized_data = StandardScaler().fit_transform(your_data)
Example:
>>> import numpy as np>>> from sklearn.preprocessing import StandardScaler>>> data = np.random.randint(25, size=(4, 4))>>> dataarray([[17, 12, 4, 17], [ 1, 16, 19, 1], [ 7, 8, 10, 4], [22, 4, 2, 8]])>>> standardized_data = StandardScaler().fit_transform(data)>>> standardized_dataarray([[ 0.63812398, 0.4472136 , -0.718646 , 1.57786412], [-1.30663482, 1.34164079, 1.55076242, -1.07959124], [-0.57735027, -0.4472136 , 0.18911737, -0.58131836], [ 1.24586111, -1.34164079, -1.02123379, 0.08304548]])
Works well on large datasets.