tft.scale_to_gaussian

Returns an (approximately) normal column with mean to 0 and variance 1.

We transform the column to values that are approximately distributed according to a standard normal distribution. The transformation is obtained by applying the moments method to estimate the parameters of a Tukey HH distribution and applying the inverse of the estimated function to the column values. The method is partially described in

Georg M. Georgm "The Lambert Way to Gaussianize Heavy-Tailed Data with the Inverse of Tukey's h Transformation as a Special Case," The Scientific World Journal, Vol. 2015, Hindawi Publishing Corporation.

We use the L-moments instead of conventional moments to be able to deal with long-tailed distributions. The expressions of the L-moments for the Tukey HH distribution is in

Todd C. Headrick, and Mohan D. Pant. "Characterizing Tukey H and HH-Distributions through L-Moments and the L-Correlation," ISRN Applied Mathematics, vol. 2012, 2012. doi:10.5402/2012/980153

Note that the transformation to Gaussian is applied only if the column has long-tails. If this is not the case, for instance if values are uniformly distributed, the values are only normalized using the z score. This applies also to the cases where only one of the tails is long; the other tail is only rescaled but not non linearly transformed. Also, if the analysis set is empty, the transformation is set to to leave the input vaules unchanged.

x A numeric Tensor or SparseTensor.
elementwise If true, scales each element of the tensor independently; otherwise uses the parameters of the whole tensor.
name (Optional) A name for this operation.
output_dtype (Optional) If not None, casts the output tensor to this type.

A Tensor or SparseTensor containing the input column transformed to be approximately standard distributed (i.e. a Gaussian with mean 0 and variance 1). If x is floating point, the mean will have the same type as x. If x is integral, the output is cast to tf.float32.

Note that TFLearn generally permits only tf.int64 and tf.float32, so casting this scaler's output may be necessary.