madisonmay / zca

ZCA whitening in python

zca

ZCA whitening in python with a sklearn-like interface

Usage

from zca import ZCA
import numpy as np
X = np.random.random((10000, 15)) # data array
trf = ZCA().fit(X)
X_whitened = trf.transform(X)
X_reconstructed = trf.inverse_transform(X_whitened)
assert(np.allclose(X, X_reconstructed)) # True

Installation

git clone https://github.com/mwv/zca.git
cd zca; python setup.py install

Requirements

• numpy
• scipy
• scikit-learn

Licence

GPLv3

Authors

zca was written by Maarten Versteegh.