Standardization - Yousef's Notes
Standardization

Standardization

aka z-score Normalization

  • Procedure to rescale the feature values to have the properties of a standard normal distribution with sample mean $\mu = 0$ and standard deviation from the sample mean $\sigma = 1$.
  • Standardization formula:
$$ \hat{x}^{(j)} \leftarrow \frac{x^{(j)} - \mu^{(j)}}{\sigma^{(j)}} $$ where $\mu^{(j)}$ is the sample mean of the values of feature $j$, and $\sigma^{(j)}$ is the standard deviation of the values of feature $j$ from the sample mean.