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Performs feature scaling without overfitting

Source: R/EQRN.R
perform_scaling.Rd

Performs feature scaling without overfitting

Usage

perform_scaling(X, X_scaling = NULL, scale_features = TRUE, stat_attr = FALSE)

Arguments

X

A covariate matrix.

X_scaling

Existing "X_scaling" object containing the precomputed mean and variance for each covariate. This enables reusing the scaling choice and parameters from the train set, if computing the excesses on a validation or test set, in order to avoid overfitting. This is performed automatically in the "EQRN" objects.

scale_features

Whether to rescale each input covariates to zero mean and unit variance before applying the model (recommended). If X_scaling is given, X_scaling$scaling overrides scale_features.

stat_attr

DEPRECATED. Whether to keep attributes in the returned covariate matrix itself.

Value

Named list containing:

  • X_excessesthe (possibly rescaled and q_feat transformed) covariate matrix,

  • X_scalingobject of class "X_scaling" to use for consistent scaling on future datasets.