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I tried to scale the data by referring to the link as follow: http://scikit-learn.org/stable/modules/preprocessing.html

However, when I checked the data distribution, the mean returned is NOT ZERO.

Mean: [ -2.81496710e-17 -4.18191513e-16 ... -6.43850535e-15] Standard Deviation: [ 1. 1. ... 1.]

Any ideas why?

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Those means are very close to 0, it is probably just a numerical precision problem of floating point numbers.

See also this comment in the source code:

# Verify that mean_1 is 'close to zero'. If X contains very
# large values, mean_1 can also be very large, due to a lack of
# precision of mean_. In this case, a pre-scaling of the
# concerned feature is efficient, for instance by its mean or
# maximum.
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