ZCA whitening in python with a sklearn-like interface
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)) # Truegit clone https://github.com/mwv/zca.git
cd zca; python setup.py install- numpy
- scipy
- scikit-learn
GPLv3
zca was written by Maarten Versteegh.