Module linfa_preprocessing::whitening
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Methods for uncorrelating data
Whitening refers to a collection of methods that, given in input a matrix X of records with
covariance matrix = sigma, output a whitening matrix W such that W.T dot W = sigma.
Appliyng the whitening matrix W to the input data gives a new data matrix Y of the same
size as the input such that Y has
unit diagonal (white) covariance matrix.
Structs
- Struct that can be used to whiten data. Data will be scaled according to the whitening matrix learned during fitting. Obtained by fitting a Whitener.
- Struct that can be fitted to the input data to obtain the related whitening matrix. Fitting returns a FittedWhitener struct that can be used to apply the whitening transformation to the input data.