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It might be a beginner question, but I'm not sure how to normalize my data.

Let's suppose I have a NxM matrix with N samples of M dimensions each. If I want to normalize my data I can do it in two ways:

Samplewise: I take each sample and normalize it's features such as the end up being a unit vector (L2) or they just sum 1 (L1)

Featurewise: I take each feature and normalize it's values across all samples.

The problem I see is that in both cases I will end up loosing some relationship information.

Let's see an example:

              Height    Arm_length
Subject_1       180      20
Subject_2       190      40

If I normalize rowwise:

                 Height          Arm_length
Subject_1       180/200 = 0.9   20/200 = 0.1
Subject_2       190/250 = 0.76  40/250 = 0.16

Here you can see that even if the Subject_1 is shorter than the subject_2, when normalizing subject_2 ends up being taller (since my normalization is independent between samples)

If I normalize columnwise:

                 Height          Age
Subject_1       180/370 = 0.49   20/60 = 0.33
Subject_2       190/370 = 0.51   40/60 = 0.67

Here I can see that even if subject_2 has a way lower value for arm_length than height, it ends up with a higher value for arm_length than height (0.67 vs 0.51)

Also normalizing I loose the absolute values and end up only with relationships.

Image a system that depends not only on the absolute height and arm_length but also in the relationship between them.

So basically my question is: Should I normalize at all? If yes, columnwise, or rowwise?

Also, would it be a good idea to normalize both ways and append both into a new 2*M dimensional feature vector?

EDIT:

The relationship between features is definetely important. Imagine a system where different body shapes behave differently, in such case a relation between Chest feature and Waist feature will be extremely important.

By normalizing featurewise I'll loose this relationship.

Thanks

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  • $\begingroup$ It is frequent practice to do such rescaling by feature, though typically not in the proportion-of-the-total way you illustrate. $\endgroup$ – Henry Jul 6 '18 at 9:47
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In business, data is mostly normalized feature-wise as the aim is to study relationship across samples and being able to predict well about new samples. However, if your question aims at understanding relationship across features (which I haven't experienced yet), it would be a different scenario.

To classify people by their height to arm length ratio, I would suggest to introduce a new feature as 'height to arm length ratio' before normalization or standardization (you can find mathematical formulas at https://stats.stackexchange.com/a/10298) and then proceed.

Hope this helps!

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  • $\begingroup$ I can manually add this ratio as a new feature, but there might be other rations that are important that I'll loose (a linear combination of several features for example). So my hope is that the system will learn this ratios by itself. If I normalize featurewise I destroy this relationships. $\endgroup$ – Sembei Norimaki Jul 6 '18 at 10:14
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You always normalize feature-wise. (Typically you would subtract the feature mean, then divide by the feature standard deviation, rather than the proportion-of-total you consider.)

In your example, that Arm_length is higher in Subject_2 than Height after normalizing is not a problem, because ML/statistics algorithms don't compare feature values to one another within subjects. They only compare between subjects, within features. Comparing features would be comparing apples to oranges.

Relationships can be modeled using s, which work fine with standardization.

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  • $\begingroup$ But image my system classifies people by it's Height to Arm_length ratio, so it's not actually comparing apples to oranges but an important relationship that I should not loose. $\endgroup$ – Sembei Norimaki Jul 6 '18 at 9:56

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