Normalize Data

Updated: September 20, 2017

Rescales numeric data to constrain dataset values to a standard range

Category: Data Transformation / Scale and Reduce

This article describes how to use the Normalize Data module in Azure Machine Learning Studio to transform a dataset through normalization.

Normalization is a technique often applied as part of data preparation for machine learning. The goal of normalization is to change the values of numeric columns in the dataset to use a common scale, without distorting differences in the ranges of values or losing information. Normalization is required for some algorithms to model the data correctly.

For example, assume your input dataset contains one column with values ranging from 0 to 1, and another column with values ranging from 10,000 to 100,000. The great difference in the scale of the numbers could cause problems when you attempt to combine the values as features during modeling.

Normalization avoids these problems by creating new values that maintain the general distribution and ratios in the source data, while keeping values within a scale applied across all numeric columns used in the model.

The module offers several options for transforming numeric data:

• You can change all values to a 0-1 scale, or transform the values by representing them as percentile ranks rather than absolute values.
• You can apply normalization to a single column, or to multiple columns in the same dataset.
• If you need to repeat the experiment, or apply the same normalization steps to other data, you can save the steps as a normalization transform, and apply it to other datasets that have the same schema.

You can apply only one normalization method at a time using this module. Therefore, all columns that you select will have the same normalization method applied.

Warning
Some algorithms require that data be normalized before training a model. Other algorithms perform their own data scaling or normalization. Therefore, when you choose a machine learning algorithm to use in building a predictive model, be sure to review the data requirements of the algorithm before applying normalization to the training data.

1. Add the Normalize Data module to your experiment. You can find the module in Azure Machine Learning Studio, under Data Transformation, and then Scale and Reduce.

2. Connect a dataset that contains at least one column of all numbers.

3. Use the Column Selector to choose the numeric columns to normalize. You could also add the Select Columns in Dataset module before Normalize Data to ensure that columns of a specific type are provided as input.

   If you don't choose individual columns, by default all numeric type columns in the input are included, and the same normalization process is applied to all selected columns. This can lead to strange results if you include numeric columns that shouldn't be normalized! Always check the columns carefully.

   If a numeric columns aren't detected, check the column metadata to verify that the data type of the column is a supported numeric type.

4. If any of the numeric columns that are included in the selection contains a single unchanging value, select the option, Use 0 for constant columns when checked. This ensures that such columns are not used in normalization operations.

5. From the Transformation method dropdown list, choose a single mathematical functions to apply to all selected columns. If you want to use a different normalization method with different columns, you must use separate instances of Normalize Data.

   • Zscore

     This option converts all values to a z-score. The values in the column are transformed using the following formula:

     

     Mean and standard deviation are computed for each column separately. Population standard deviation is used.

   • MinMax

     The min-max normalizer linearly rescales every feature to the [0,1] interval.

     Rescaling to the [0,1] interval is done by shifting the values of each feature so that the minimal value is 0, and then dividing by the new maximal value (which is the difference between the original maximal and minimal values).

     The values in the column are transformed using the following formula:

     

   • Logistic

     The values in the column are transformed using the following formula:

     

   • LogNormal

     This option converts all values to a lognormal scale.

     The values in the column are transformed using the following formula:

     

     Here μ and σ are the parameters of the distribution, computed empirically from the data as maximum likelihood estimates, for each column separately.

   • TanH

     All values are converted to a hyperbolic tangent.

     The values in the column are transformed using the following formula:

     

6. Run the experiment, or double-click the Normalize Data module and select Run Selected.

Results

The Normalize Data module generates two outputs:

• To view the transformed values, right-click the module, select Transformed dataset, and click Visualize.

  By default, values are transformed in place. If you want to compare the transformed values to the original values, use the Add Columns module to recombine the datasets and view the columns side-by-side.

• To save the transformation so that you can apply the same normalization method to another similar dataset, right-click the module, select Transformation function, and click Save as Transform.

  You can then load the saved transformations from the Transforms group of the left navigation pane and apply it to a dataset with the same schema by using Apply Transformation.

For examples of how normalization is used in machine learning, see these sample experiments in the Cortana Intelligence Gallery:

• In the Credit risk prediction sample, normalization is applied to all numeric data except the class column, the credit risk score. This example uses the tanh transformation, which converts all numeric features to values within a range of 0-1.

This module supports only the standard normalization methods listed in the How to section, and does not support matrix normalization or other complex transforms.

If you need to create a custom normalization method, you can use the Execute R Script or Execute Python Script modules to compute and apply the transformation.

Algorithms that apply normalization

Normalizing features so that they use a common scale is a general requirement for many machine learning algorithms.

• In linear classification algorithms, instances are viewed as vectors in multi-dimensional space. Since the range of values of raw data varies widely, some objective functions do not work properly without normalization. For example, if one of the features has a broad range of values, the distances between points is governed by this particular feature.

  Therefore, numeric features should be normalized so that each feature contributes approximately proportionately to the final distance. This can provide significant speedup and accuracy benefits.

• When using the Logistic Regression and Averaged Perceptron algorithms, by default, features are normalized before training.

Further reading and resources

If you are unsure which type of normalization suits your data, see these resources:

• Recommend Modules for My Data: This custom module by a member of the Azure ML team evaluates your dataset and recommends steps for cleaning and scaling data.
• Feature scaling: This article in Wikipedia explains the basic methods used for normalizing numeric data.
• Data Preparation for Data Mining covers many data preparation steps in depth. See Chapter 7 for a discussion of data normalization.
• The Data Science Essentials course from EdX with Microsoft includes several lessons on the statistical methods for normalization.

For a list of all errors, see Module Error Codes.

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