Getting Started Guide

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Z-score

Z-score normalization is an algorithm that produces data with each feature (column) having zero mean and unit variance.

Details

Given a set
X
of
n
feature vectors
x
1
= (
x
11
, … ,
x
1
p
), ... ,
x
n
= (
x
n
1
, … ,
x
np
) of dimension
p
, the problem is to compute the matrix
Y =
(
y
i j
) of dimension
n
x
p
as following:
where
  • m
    j
    is the mean of
    j
    -th component of set (
    X
    )
    j
    , where
  • value of
    depends of a computation mode.
Intel DAAL
provides two modes for computing the result matrix. You can enable the mode by setting the flag
doScale
to a certain position (for details, see Batch Processing > Algorithm Parameters). The mode may include:
  1. Centering only.
    In this case,
    and no scaling is performed. After normalization, the mean of
    j
    -th component of result set (
    Y
    )
    j
    will be zero.
  2. Centering and scaling.
    In this case,
    , where
    is the standard deviation of
    j
    -th component of set (
    X
    )
    j
    . After normalization, the mean of
    j
    -th component of result set (
    Y
    )
    j
    will be zero and its variance will get a value of one.
Some algorithms require normalization parameters (mean and variance) as an input. The implementation of Z-score algorithm in
Intel DAAL
does not return these values by default. Enable this option by setting the
resultsToCompute
flag. For details, see Batch Processing > Algorithm Parameters.
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Product and Performance Information

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Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserverd for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804