ZCA whitening
Project description
ZCA whitening in python with a sklearn-like interface
Usage
from zca import ZCA
import numpy as np
X = np.random.random((10000, 15)) # data array
trf = ZCA().fit(X)
X_whitened = trf.transform(X)
X_reconstructed = trf.inverse_transform(X_whitened)
assert(np.allclose(X, X_reconstructed)) # True
Installation
git clone https://github.com/mwv/zca.git
cd zca; python setup.py install
Requirements
numpy
scipy
scikit-learn
Licence
GPLv3
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