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ZCA whitening in python with a sklearn-like interface
fromzcaimportZCAimportnumpyasnpX=np.random.random((10000,15))# data arraytrf=ZCA().fit(X)X_whitened=trf.transform(X)X_reconstructed=trf.inverse_transform(X_whitened)assert(np.allclose(X,X_reconstructed))# True
git clone https://github.com/mwv/zca.gitcd zca; python setup.py install
- numpy
- scipy
- scikit-learn
GPLv3
zca was written byMaarten Versteegh.