Aaron Yuan yueranyuan
yueranyuan
/ gist:4af84f139d33a0320447
Last active
December 1, 2015 04:17
— forked from dmaniry/gist:5170087
ZCA whitening (http://ufldl.stanford.edu/wiki/index.php/Implementing_PCA/Whitening)
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| import numpy as np | |
| from scipy import linalg | |
| class ZCA(): | |
| """ | |
| Performs ZCA. Based on | |
| https://gist.github.com/duschendestroyer/5170087 | |
| """ | |
| def __init__(self, regularization=10**-5): | |
| self.regularization = regularization |