Normalize data
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Syntax
N = normalize(A)
N = normalize(A,dim)
N = normalize(___,method)
N = normalize(___,method,methodtype)
N = normalize(___,"center",centertype,"scale",scaletype)
N = normalize(___,Name,Value)
[N,C,S] = normalize(___)
Description
example
N = normalize(A)
returns the vectorwise z-score of the data in A
with center 0 and standard deviation 1.
If
A
is a vector, thennormalize
operates on the entire vectorA
.If
A
is a matrix, thennormalize
operates on each column ofA
separately.If
A
is a multidimensional array, thennormalize
operates along the first dimension ofA
whose size does not equal 1.If
A
is a table or timetable, thennormalize
operates on each variable ofA
separately.
example
N = normalize(A,dim)
specifies the dimension of A
to operate along. For example, normalize(A,2)
normalizes each row.
example
N = normalize(___,method)
specifies a normalization method with any of the previous syntaxes. For example, normalize(A,"norm")
normalizes the data in A
by the Euclidean norm (2-norm).
example
N = normalize(___,method,methodtype)
specifies the type of normalization for the given method. For example, normalize(A,"norm",Inf)
normalizes the data in A
using the infinity norm.
example
N = normalize(___,"center",centertype,"scale",scaletype)
uses the "center"
and "scale"
methods at the same time. These are the only methods you can use together. If you do not specify centertype
or scaletype
, then normalize
uses the default method type for that method (centering to have a mean of 0 and scaling by the standard deviation).
Use this syntax with any center and scale type to perform both methods together. For instance, N = normalize(A,"center","median","scale","mad")
. You can also use this syntax to specify centering and scaling values C and S from a previously computed normalization. For instance, normalize one data set and save the parameters with [N1,C,S] = normalize(A1)
. Then, reuse those parameters on a different data set with N2 = normalize(A2,"center",C,"scale",S)
.
example
N = normalize(___,Name,Value)
specifies additional parameters for normalizing using one or more name-value arguments. For example, normalize(A,"DataVariables",datavars)
normalizes the variables specified by datavars
when A
is a table or timetable.
example
[N,C,S] = normalize(___)
additionally returns the centering and scaling values C
and S
used to perform the normalization. Then, you can normalize different input data using the values in C
and S
with N = normalize(A2,"center",C,"scale",S)
.
Alternative
You can use normalize
functionality interactively by adding the Normalize Data task to a live script.
Examples
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Vector and Matrix Data
Open Live Script
Normalize data in a vector and matrix by computing the z-score.
Create a vector v
and compute the z-score, normalizing the data to have mean 0 and standard deviation 1.
v = 1:5;N = normalize(v)
N = 1×5 -1.2649 -0.6325 0 0.6325 1.2649
Create a matrix B
and compute the z-score for each column. Then, normalize each row.
B = magic(3)
B = 3×3 8 1 6 3 5 7 4 9 2
N1 = normalize(B)
N1 = 3×3 1.1339 -1.0000 0.3780 -0.7559 0 0.7559 -0.3780 1.0000 -1.1339
N2 = normalize(B,2)
N2 = 3×3 0.8321 -1.1094 0.2774 -1.0000 0 1.0000 -0.2774 1.1094 -0.8321
Scale Data
Open Live Script
Scale a vector A
by its standard deviation.
A = 1:5;Ns = normalize(A,"scale")
Ns = 1×5 0.6325 1.2649 1.8974 2.5298 3.1623
Scale A
so that its range is in the interval [0, 1].
Nr = normalize(A,"range")
Specify Method Type
Open Live Script
Create a vector A
and normalize it by its 1-norm.
A = 1:5;Np = normalize(A,"norm",1)
Np = 1×5 0.0667 0.1333 0.2000 0.2667 0.3333
Center the data in A
so that it has mean 0.
Nc = normalize(A,"center","mean")
Nc = 1×5 -2 -1 0 1 2
Table Variables
Open Live Script
Create a table containing height information for five people.
LastName = ["Sanchez";"Johnson";"Lee";"Diaz";"Brown"];Height = [71;69;64;67;64];T = table(LastName,Height)
T=5×2 table LastName Height _________ ______ "Sanchez" 71 "Johnson" 69 "Lee" 64 "Diaz" 67 "Brown" 64
Normalize the height data by the maximum height.
N = normalize(T,"norm",Inf,"DataVariables","Height")
N=5×2 table LastName Height _________ _______ "Sanchez" 1 "Johnson" 0.97183 "Lee" 0.90141 "Diaz" 0.94366 "Brown" 0.90141
Complex Vector
Open Live Script
Create a vector containing real and imaginary components.
a = [1; 2; 3; 4];b = [2; -2; 7; -7];z = complex(a,b)
z = 4×1 complex 1.0000 + 2.0000i 2.0000 - 2.0000i 3.0000 + 7.0000i 4.0000 - 7.0000i
Normalize the complex vector. To scale the magnitude while maintaining the phase, scale by the infinity norm, or the largest magnitude. Specify the Inf
option with the norm
method. The function returns a complex unit vector.
N = normalize(z,"norm",Inf)
N = 4×1 complex 0.1240 + 0.2481i 0.2481 - 0.2481i 0.3721 + 0.8682i 0.4961 - 0.8682i
Verify that the normalized vector is within the complex unit circle.
Nmag = max(abs(N))
Nmag = 1
Verify that the ratios between the corresponding elements of the normalized and original vectors are the same.
r = N ./ z
r = 4×1 0.1240 0.1240 0.1240 0.1240
Verify that the phase angle of the normalized vector is the same as the phase angle of the original vector.
ztheta = angle(z)
ztheta = 4×1 1.1071 -0.7854 1.1659 -1.0517
Ntheta = angle(N)
Ntheta = 4×1 1.1071 -0.7854 1.1659 -1.0517
Normalize Multiple Data Sets with Same Parameters
Open Live Script
Normalize a data set, return the computed parameter values, and reuse the parameters to apply the same normalization to another data set.
Create a timetable with two variables: Temperature
and WindSpeed
. Then create a second timetable with the same variables, but with the samples taken a year later.
rng default Time1 = (datetime(2019,1,1):days(1):datetime(2019,1,10))';Temperature = randi([10 40],10,1);WindSpeed = randi([0 20],10,1);T1 = timetable(Temperature,WindSpeed,'RowTimes',Time1)
T1=10×2 timetable Time Temperature WindSpeed ___________ ___________ _________ 01-Jan-2019 35 3 02-Jan-2019 38 20 03-Jan-2019 13 20 04-Jan-2019 38 10 05-Jan-2019 29 16 06-Jan-2019 13 2 07-Jan-2019 18 8 08-Jan-2019 26 19 09-Jan-2019 39 16 10-Jan-2019 39 20
Time2 = (datetime(2020,1,1):days(1):datetime(2020,1,10))';Temperature = randi([10 40],10,1);WindSpeed = randi([0 20],10,1);T2 = timetable(Temperature,WindSpeed,'RowTimes',Time2)
T2=10×2 timetable Time Temperature WindSpeed ___________ ___________ _________ 01-Jan-2020 30 14 02-Jan-2020 11 0 03-Jan-2020 36 5 04-Jan-2020 38 0 05-Jan-2020 31 2 06-Jan-2020 33 17 07-Jan-2020 33 14 08-Jan-2020 22 6 09-Jan-2020 30 19 10-Jan-2020 15 0
Normalize the first timetable. Specify three outputs: the normalized table, and also the centering and scaling parameter values C
and S
that the function uses to perform the normalization.
[T1_norm,C,S] = normalize(T1)
T1_norm=10×2 timetable Time Temperature WindSpeed ___________ ___________ _________ 01-Jan-2019 0.57687 -1.4636 02-Jan-2019 0.856 0.92885 03-Jan-2019 -1.4701 0.92885 04-Jan-2019 0.856 -0.4785 05-Jan-2019 0.018609 0.36591 06-Jan-2019 -1.4701 -1.6044 07-Jan-2019 -1.0049 -0.75997 08-Jan-2019 -0.26052 0.78812 09-Jan-2019 0.94905 0.36591 10-Jan-2019 0.94905 0.92885
C=1×2 table Temperature WindSpeed ___________ _________ 28.8 13.4
S=1×2 table Temperature WindSpeed ___________ _________ 10.748 7.1056
Now normalize the second timetable T2
using the parameter values from the first normalization. This technique ensures that the data in T2
is centered and scaled in the same manner as T1
.
T2_norm = normalize(T2,"center",C,"scale",S)
T2_norm=10×2 timetable Time Temperature WindSpeed ___________ ___________ _________ 01-Jan-2020 0.11165 0.084441 02-Jan-2020 -1.6562 -1.8858 03-Jan-2020 0.66992 -1.1822 04-Jan-2020 0.856 -1.8858 05-Jan-2020 0.2047 -1.6044 06-Jan-2020 0.39078 0.50665 07-Jan-2020 0.39078 0.084441 08-Jan-2020 -0.6327 -1.0414 09-Jan-2020 0.11165 0.78812 10-Jan-2020 -1.284 -1.8858
By default, normalize
operates on any variables in T2
that are also present in C
and S
. To normalize a subset of the variables in T2
, specify the variables to operate on with the DataVariables
name-value argument. The subset of variables you specify must be present in C
and S
.
Specify WindSpeed
as the data variable to operate on. normalize
operates on that variable and returns Temperature
unchanged.
T2_partial = normalize(T2,"center",C,"scale",S,"DataVariables","WindSpeed")
T2_partial=10×2 timetable Time Temperature WindSpeed ___________ ___________ _________ 01-Jan-2020 30 0.084441 02-Jan-2020 11 -1.8858 03-Jan-2020 36 -1.1822 04-Jan-2020 38 -1.8858 05-Jan-2020 31 -1.6044 06-Jan-2020 33 0.50665 07-Jan-2020 33 0.084441 08-Jan-2020 22 -1.0414 09-Jan-2020 30 0.78812 10-Jan-2020 15 -1.8858
Input Arguments
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A
— Input data
scalar | vector | matrix | multidimensional array | table | timetable
Input data, specified as a scalar, vector, matrix, multidimensional array, table, or timetable.
If A
is a numeric array and has type single
, then the output also has type single
. Otherwise, the output has type double
.
normalize
ignores NaN
values in A
.
Data Types: double
| single
| table
| timetable
Complex Number Support: Yes
dim
— Operating dimension
positive integer scalar
Operating dimension, specified as a positive integer scalar. If no value is specified, then the default is the first array dimension whose size does not equal 1.
For table or timetable input data, dim
is not supported and operation is along each table or timetable variable separately.
method
— Normalization method
"zscore"
(default) | "norm"
| "scale"
| "range"
| "center"
| "medianiqr"
Normalization method, specified as one of the options in this table.
Method | Description |
---|---|
| Compute the z-score. Center data to have mean 0, and scale data to have standard deviation 1. |
| Scale data by the 2-norm, also known as the Euclidean norm. |
| Scale data to have standard deviation 1. |
| Rescale range of data to [0, 1]. |
| Center data to have mean 0. |
| Center data to have median 0, and scale data to have interquartile range 1. |
To return the parameters the function uses to normalize the data, specify the C and S output arguments.
methodtype
— Method type
array | table | two-element row vector | type name
Method type, specified as an array, table, two-element row vector, or type name, depending on the specified method.
Method | Method Type Options | Description |
---|---|---|
|
| Compute the z-score. Center data to have mean 0, and scale data to have standard deviation 1. |
| Compute the z-score. Center data to have mean 0, and scale data to have median absolute deviation 1. | |
| Positive numeric scalar (default is 2) | Scale data by the p-norm, where p is a positive numeric scalar. |
| Scale data by the p-norm, where p is Inf . The infinity norm, or maximum norm, is the same as the largest magnitude of the elements in the data. | |
|
| Scale data to have standard deviation 1. |
| Scale data to have median absolute deviation 1. | |
| Scale data by the first element of the data. | |
| Scale data to have interquartile range 1. | |
Numeric array | Scale data by an array of numeric values. The array must have a compatible size with input A. | |
Table | Scale data by variables in a table. Each table variable in the input data A is scaled using the value in the similarly named variable in the scaling table. | |
| 2-element row vector (default is [0 1]) | Rescale range of data to [a b] , where a < b . |
|
| Center data to have mean 0. |
| Center data to have median 0. | |
Numeric array | Shift center by an array of numeric values. The array must have a compatible size with input A . | |
Table | Shift center by variables in a table. Each table variable in the input data A is centered using the value in the similarly named variable in the centering table. |
To return the parameters the function uses to normalize the data, specify the C and S output arguments.
centertype
, scaletype
— Center and scale method types
array | table | type name
Center and scale method types, specified as any valid methodtype
option for the "center"
or "scale"
methods, respectively. See the methodtype argument description for a list of available options for each of the methods.
Example: N = normalize(A,"center",C,"scale",S)
Name-Value Arguments
Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN
, where Name
is the argument name and Value
is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.
Example: normalize(T,ReplaceValues=false)
Before R2021a, use commas to separate each name and value, and enclose Name
in quotes.
Example: normalize(T,"ReplaceValues",false)
DataVariables
— Table variables to operate on
table variable name | scalar | vector | cell array | pattern | function handle | table vartype
subscript
Table variables to operate on, specified as one of the options in this table. The DataVariables
value indicates which variables of the input table to fill.
Other variables in the table not specified by DataVariables
pass through to the output without being normalized.
Indexing Scheme | Examples |
---|---|
Variable names:
|
|
Variable index:
|
|
Function handle:
|
|
Variable type:
|
|
Example: normalize(T,"DataVariables",["Var1" "Var2" "Var4"])
ReplaceValues
— Replace values indicator
true
or 1
(default) | false
or 0
Replace values indicator, specified as one of these values when A
is a table or timetable:
true
or1
— Replace input table variables with table variables containing normalized data.false
or0
— Append input table variables with table variables containing normalized data.
For vector, matrix, or multidimensional array input data, ReplaceValues
is not supported.
Example: normalize(T,"ReplaceValues",false)
Output Arguments
collapse all
N
— Normalized values
array | table | timetable
Normalized values, returned as an array, table, or timetable.
N
is the same size as A
unless the value of ReplaceValues
is false
. If the value of ReplaceValues
is false
, then the width of N
is the sum of the input data width and the number of data variables specified.
normalize
generally operates on all variables of input tables and timetables, except in these cases:
If you specify
DataVariables
, thennormalize
operates on only the specified variables.If you use the syntax
normalize(T,"center",C,"scale",S)
to normalize a table or timetableT
using previously computed parametersC
andS
, thennormalize
automatically uses the variable names inC
andS
to determine the data variables inT
to operate on.
C
— Centering values
array | table
Centering values, returned as an array or table.
When A
is an array, normalize
returns C
and S
as arrays such that N = (A - C) ./ S
. Each value in C
is the centering value used to perform the normalization along the specified dimension. For example, if A
is a 10-by-10 matrix of data and normalize
operates along the first dimension, then C
is a 1-by-10 vector containing the centering value for each column in A
.
When A
is a table or timetable, normalize
returns C
and S
as tables containing the centers and scales for each table variable that was normalized, N.Var = (A.Var - C.Var) ./ S.Var
. The table variable names of C
and S
match corresponding table variables in the input. Each variable in C
contains the centering value used to normalize the similarly named variable in A
.
S
— Scaling values
array | table
Scaling values, returned as an array or table.
When A
is an array, normalize
returns C
and S
as arrays such that N = (A - C) ./ S
. Each value in S
is the scaling value used to perform the normalization along the specified dimension. For example, if A
is a 10-by-10 matrix of data and normalize
operates along the first dimension, then S
is a 1-by-10 vector containing the scaling value for each column in A
.
When A
is a table or timetable, normalize
returns C
and S
as tables containing the centers and scales for each table variable that was normalized, N.Var = (A.Var - C.Var) ./ S.Var
. The table variable names of C
and S
match corresponding table variables in the input. Each variable in S
contains the scaling value used to normalize the similarly named variable in A
.
More About
collapse all
Z-Score
z-scores measure the distance of a data point from the mean in terms of the standard deviation. The standardized data set has mean 0 and standard deviation 1, and retains the shape properties of the original data set (same skewness and kurtosis).
For a random variable X with mean μ and standard deviation σ, the z-score of a value x is For sample data with mean and standard deviation S, the z-score of a data point x is
P-Norm
The general definition for the p-norm of a vector v that has N elements is
where p is any positive real value, Inf
, or -Inf
. Some common values of p are 1, 2, and Inf
.
If p is 1, then the resulting 1-norm is the sum of the absolute values of the vector elements.
If p is 2, then the resulting 2-norm gives the vector magnitude or Euclidean length of the vector.
If p is
Inf
, then .
Rescaling
Rescaling changes the distance between the min and max values in a data set by stretching or squeezing the points along the number line. The z-scores of the data are preserved, so the shape of the distribution remains the same.
The equation for rescaling data X
to an arbitrary interval [a b]
is
If A
is constant, then normalize
returns the lower bound of the interval (0 by default) or NaN
(when the specified interval contains Inf
).
While the normalize
and rescale functions can both rescale data to any arbitrary interval, rescale
also permits clipping the input data to specified minimum and maximum values.
Interquartile Range
The interquartile range (IQR) of a data set describes the range of the middle 50% of values when the values are sorted. If Q1 is the 25th percentile of the data and Q3 is the 75th percentile of the data, then .
If A
is constant, then the interquartile range of A
is 0, but if the values are missing or infinite, then the interquartile range of A
is NaN
.
The IQR is generally preferred over looking at the full range of the data when the data contains outliers (very large or very small values) because the IQR excludes the largest 25% and smallest 25% of values in the data.
Median Absolute Deviation
The median absolute deviation (MAD) of a data set is the median value of the absolute deviations from the median of the data: . Therefore, the MAD describes the variability of the data in relation to the median.
The MAD is generally preferred over using the standard deviation of the data when the data contains outliers (very large or very small values) because the standard deviation squares deviations from the mean, giving outliers an unduly large impact. Conversely, the deviations of a small number of outliers do not affect the value of the MAD.
Extended Capabilities
Tall Arrays
Calculate with arrays that have more rows than fit in memory.
Usage notes and limitations:
The outputs
C
andS
are not supported.The
"center"
and"scale"
methods cannot be specified at the same time.The supported method types for
"center"
are:"mean"
,"median"
, or a numeric scalar.The supported method types for
"scale"
are:"std"
,"mad"
,"first"
, or a numeric scalar.The
DataVariables
name-value argument cannot specify a function handle.Normalization methods that require calculation of the median or interquartile range along the first dimension only support tall column vector data. This includes the methods
normalize(___,"zscore","robust")
,normalize(___,"scale","mad")
,normalize(___,"scale","iqr")
,normalize(___,"center","median")
, andnormalize(___,"medianiqr")
.
For more information, see Tall Arrays.
C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.
Usage notes and limitations:
When the method types for
"center"
and"scale"
are both tables andDataVariables
is not provided, the method types must have table variable names in the same order.
Thread-Based Environment
Run code in the background using MATLAB® backgroundPool
or accelerate code with Parallel Computing Toolbox™ ThreadPool
.
This function fully supports thread-based environments. For more information, see Run MATLAB Functions in Thread-Based Environment.
GPU Arrays
Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.
This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).
Distributed Arrays
Partition large arrays across the combined memory of your cluster using Parallel Computing Toolbox™.
Usage notes and limitations:
The syntax
normalize(___,"medianiqr")
is not supported.The syntax
normalize(___,"scale","iqr")
is not supported.
For more information, see Run MATLAB Functions with Distributed Arrays (Parallel Computing Toolbox).
Version History
Introduced in R2018a
expand all
R2022a: Append normalized values
You can now append, instead of replace, input table variables with table variables containing normalized data by setting the ReplaceValues
name-value argument to false
.
The ReplaceValues
name-value argument is supported only for table and timetable input data.
R2021a: Normalize multiple data sets with same parameters
Return and reuse the centering and scaling normalization parameter values to normalize subsequent data sets. For example, normalize array A
and then normalize array B
with the same parameters.
[Anorm,C,S] = normalize(A);Bnorm = normalize(B,"center",C,"scale",S);
The new outputs, centering value C
and scaling parameter S
, allow for reuse in a later normalization step. Specify the "center"
and "scale"
normalization methods at the same time. These are the only two normalization methods that you can specify together.
When method
is "center"
or "scale"
, the possible values of methodtype
include arrays and tables. While these methodtype
values are intended to work with the new outputs C
and S
, you also can compute your own normalization parameters to specify.
See Also
Functions
- vecnorm | norm | rescale
Live Editor Tasks
- Normalize Data
Apps
- Data Cleaner
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