syne_tune.optimizer.schedulers.transfer_learning.quantile_based.normalization_transforms module
- class syne_tune.optimizer.schedulers.transfer_learning.quantile_based.normalization_transforms.GaussianTransform(y, random_state=None)[source]
Bases:
object
Transform data into Gaussian by applying psi = Phi^{-1} o F where F is the truncated empirical CDF. :type y:
array
:param y: shape (n, dim) :type random_state:Optional
[RandomState
] :param random_state: If specified, randomize the rank when consecutive values exists between extreme values.If none use lowest rank of duplicated values.
- static z_transform(series, values_sorted, random_state=None)[source]
- Parameters:
series – shape (n, dim)
values_sorted – series sorted on the first axis
random_state (
Optional
[RandomState
]) – if not None, ranks are drawn uniformly for values with consecutive ranges
- Returns:
data with same shape as input series where distribution is normalized on all dimensions