How do I standardize a matrix?

Question

Basically, take a matrix and change it so that its mean is equal to 0 and variance is 1. I\'m using numpy\'s arrays so if it can already do it it\'s better, but I can implem

Answer 1

Use sklearn.preprocessing.scale.

http://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.scale.html

Here is an example.

>>> from sklearn import preprocessing
>>> import numpy as np
>>> X_train = np.array([[ 1., -1.,  2.],
...                     [ 2.,  0.,  0.],
...                     [ 0.,  1., -1.]])
>>> X_scaled = preprocessing.scale(X_train)
>>> X_scaled
array([[ 0.  ..., -1.22...,  1.33...],
       [ 1.22...,  0.  ..., -0.26...],
       [-1.22...,  1.22..., -1.06...]])

http://scikit-learn.org/stable/modules/preprocessing.html#standardization-or-mean-removal-and-variance-scaling