[jira] [Created] (FLINK-1737) Add statistical whitening transformation to machine learning library

[Shang Yuanchun (Jira)]

Till Rohrmann created FLINK-1737:
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             Summary: Add statistical whitening transformation to machine learning library
                 Key: FLINK-1737
                 URL: https://issues.apache.org/jira/browse/FLINK-1737
             Project: Flink
          Issue Type: Improvement
          Components: Machine Learning Library
            Reporter: Till Rohrmann


The statistical whitening transformation [1] is a preprocessing step for different ML algorithms. It decorrelates the individual dimensions and sets its variance to 1.

Statistical whitening should be implemented as a {{Transfomer}}.

Resources:
[1] [http://en.wikipedia.org/wiki/Whitening_transformation]



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