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In ML there is usually used normalization by subtracting the mean and dividing by standard deviation - I haven't seen by CDF in ML (?, they are popular in finan
by jarekd 1y ago
In ML there is usually used normalization by subtracting the mean and dividing by standard deviation - I haven't seen by CDF in ML (?, they are popular in finance for copulas: https://en.wikipedia.org/wiki/Copula_(statistics) https://en.wikipedia.org/wiki/Copula_(statistics) ), which provides more uniform distributions, allowing for better description with smaller models, what seems beneficial for generalization (e.g. description with low degree polynomials in this arXiv).
For which tasks CDF/EDF normalization could be beneficial in ML? Any reasons it seems unknown in ML?
Any other interesting nonstandard normalizations?
- yorwba 1y agoThere is https://arxiv.org/abs/2203.05556 https://arxiv.org/abs/2203.05556