scripts/builtin/scale.dml

#-------------------------------------------------------------
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#-------------------------------------------------------------

# Scale and center individual features in the input matrix 
# (column-wise) using z-score to scale the values.
# -----------------------------------------------------------------------------
# NAME   TYPE    DEFAULT  MEANING
# -----------------------------------------------------------------------------
# X      Matrix  ---      Input feature matrix
# center Boolean TRUE     Indicates whether or not to center the feature matrix
# scale  Boolean TRUE     Indicates whether or not to scale the feature matrix
# -----------------------------------------------------------------------------
# Y            Matrix ---  Output feature matrix with K columns
# -----------------------------------------------------------------------------

m_scale = function(Matrix[Double] X, Boolean center, Boolean scale) return (Matrix[Double] Y) {
  if( center )
    X = X - colMeans(X);

  if (scale) {
    cvars = colSums(X^2)/(nrow(X)-1);

    #scale by std-dev and replace NaNs with 0's
    X = replace(target=X/sqrt(cvars),
      pattern=NaN, replacement=0);
  }
  
  Y = X;
}