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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