machine learning - Feature Normalization -


in statistics hardly ever feature normalization. center covariates when needed, don't normalization. in machine learning, deep learning feature normalization paramount. why important in application, not important in others.

for machine learning approaches scaling important because influence computation of objective function.

for example, many algorithms use euclidean distance classification, if have feature has values bigger other features, dominate distance , predictions influenced sole feature.

scaling helps gradient descend (method used in many algorithms minimize error function) converge faster. svms train faster normalized values.

in summary, having values on same scale helps computation. guess why important on machine learning , not necessary on statistics machine learning algorithms have loops iterate many times. @ each iteration values "out of scale" influence more , more, dominating model. on other hand statistic methods don't have these loops, scaling doesn't affect much.


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