tft.apply_buckets_with_interpolation

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Interpolates within the provided buckets and then normalizes to 0 to 1.

A method for normalizing continuous numeric data to the range [0, 1]. Numeric values are first bucketized according to the provided boundaries, then linearly interpolated within their respective bucket ranges. Finally, the interpolated values are normalized to the range [0, 1]. Values that are less than or equal to the lowest boundary, or greater than or equal to the highest boundary, will be mapped to 0 and 1 respectively. NaN values will be mapped to the middle of the range (.5).

This is a non-linear approach to normalization that is less sensitive to outliers than min-max or z-score scaling. When outliers are present, standard forms of normalization can leave the majority of the data compressed into a very small segment of the output range, whereas this approach tends to spread out the more frequent values (if quantile buckets are used). Note that distance relationships in the raw data are not necessarily preserved (data points that close to each other in the raw feature space may not be equally close in the transformed feature space). This means that unlike linear normalization methods, correlations between features may be distorted by the transformation. This scaling method may help with stability and minimize exploding gradients in neural networks.

x A numeric input Tensor/SparseTensor (tf.float[32|64], tf.int[32|64])
bucket_boundaries Sorted bucket boundaries as a rank-2 Tensor.
name (Optional) A name for this operation.

A Tensor or SparseTensor of the same shape as x, normalized to the range [0, 1]. If the input x is tf.float64, the returned values will be tf.float64. Otherwise, returned values are tf.float32.