min_max_scaler.hpp

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#ifndef MLPACK_CORE_DATA_SCALE_HPP
#define MLPACK_CORE_DATA_SCALE_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace data {

class MinMaxScaler
{
 public:
  MinMaxScaler(const double min = 0, const double max = 1)
  {
    scaleMin = min;
    scaleMax = max;
    // Ensure scaleMin is smaller than scaleMax.
    if (scaleMin > scaleMax)
    {
      throw std::runtime_error("Range is not appropriate");
    }
  }

  template<typename MatType>
  void Fit(const MatType& input)
  {
    itemMin = arma::min(input, 1);
    itemMax = arma::max(input, 1);
    scale = itemMax - itemMin;
    // Handle zeros in scale vector.
    scale.for_each([](arma::vec::elem_type& val) { val =
        (val == 0) ? 1 : val; });
    scale = (scaleMax - scaleMin) / scale;
    scalerowmin.copy_size(itemMin);
    scalerowmin.fill(scaleMin);
    scalerowmin = scalerowmin - itemMin % scale;
  }

  template<typename MatType>
  void Transform(const MatType& input, MatType& output)
  {
    if (scalerowmin.is_empty() || scale.is_empty())
    {
      throw std::runtime_error("Call Fit() before Transform(), please"
          " refer to the documentation.");
    }
    output.copy_size(input);
    output = (input.each_col() % scale).each_col() + scalerowmin;
  }

  template<typename MatType>
  void InverseTransform(const MatType& input, MatType& output)
  {
    output.copy_size(input);
    output = (input.each_col() - scalerowmin).each_col() / scale;
  }

  const arma::vec& ItemMin() const { return itemMin; }
  const arma::vec& ItemMax() const { return itemMax; }
  const arma::vec& Scale() const { return scale; }
  double ScaleMax() const { return scaleMax; }
  double ScaleMin() const { return scaleMin; }

  template<typename Archive>
  void serialize(Archive& ar, const uint32_t /* version */)
  {
    ar(CEREAL_NVP(itemMin));
    ar(CEREAL_NVP(itemMax));
    ar(CEREAL_NVP(scale));
    ar(CEREAL_NVP(scaleMin));
    ar(CEREAL_NVP(scaleMax));
    ar(CEREAL_NVP(scalerowmin));
  }

 private:
  // Vector which holds minimum of each feature.
  arma::vec itemMin;
  // Vector which holds maximum of each feature.
  arma::vec itemMax;
  // Scale vector which is used to scale up each feature.
  arma::vec scale;
  // Lower value for range.
  double scaleMin;
  // Upper value for range.
  double scaleMax;
  // Column vector of scalemin
  arma::vec scalerowmin;
}; // class MinMaxScaler

} // namespace data
} // namespace mlpack

#endif