scripts/builtin/scaleRobustApply.dml

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# Apply robust scaling using precomputed medians and IQRs
#
# INPUT:
# -------------------------------------------------------------------------------------
# X     Input feature matrix of shape n-by-m
# med   Column medians (Q2) of shape 1-by-m
# q1    Column first quantiles (Q1) of shape 1-by-m
# q3    Column first quantiles (Q3) of shape 1-by-m
# -------------------------------------------------------------------------------------
#
# OUTPUT:
# -------------------------------------------------------------------------------------
# Y     Scaled output matrix of shape n-by-m
# -------------------------------------------------------------------------------------

m_scaleRobustApply = function(Matrix[Double] X, Matrix[Double] med, Matrix[Double] q1, Matrix[Double] q3)
  return (Matrix[Double] Y)
{
  iqr = q3 - q1

  # Ensure robust scaling is safe by replacing invalid IQRs
  iqr = replace(target=iqr, pattern=0, replacement=1)
  iqr = replace(target=iqr, pattern=NaN, replacement=1)

  # Apply robust transformation
  Y = (X - med) / iqr
}