z score vs. min-max scaling 优缺点

最新推荐文章于 2024-04-29 19:50:48 发布

JinnyR

最新推荐文章于 2024-04-29 19:50:48 发布

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分类专栏： Machine Learning 文章标签： normalization z-score

本文链接：https://blog.csdn.net/u011292816/article/details/97928539

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z-score归一化能处理异常值，但可能导致不同特征尺度不一；而min-max归一化使所有特征尺度相同，但对异常值敏感。在存在物理上限的情况下，min-max可能是更好的选择，但必须确保上限稳定。z-score则适用于判断单个观察值的重要性，且易于消除系统误差。对于神经网络，min-max归一化有助于激活函数避免饱和。Box-Cox转换可处理零值问题。

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Min-max：所有特征具有相同尺度 (scale) 但不能处理outlier
z-score：与min-max相反，可以处理outlier, 但不能产生具有相同尺度的特征变换

More opinions (from researchgate):
– If you have a PHYSICALLY NECESSARY MAXIMUM (like in the number of voters for different parties in an election that cannot exceed the total number of voters) the best normalization method is dividing for the MAX so to have your data spanning the 0-1 interval, but it is mandatory you have REAL AND STABLE MAXIMUM (the same considerations hold for min-MAX) otherwise this procedure is very dangerous given the hyperbolic character of the ration (having at the denominator something that can change, even slightly, without control is a curse !).
In all the other cases z scores that clearly depend on the choice of an appropriate reference set to determin mean and standard deviation but, once this reference set is in your hands, allow you to judge immediately about the relevance of a single observation (Wow it is more than