[normalizer] first commit for normalizer in GPy

Conflicts:
	GPy/core/sparse_gp.py
	GPy/models/bayesian_gplvm.py

GPy/util/normalizer.py

@@ -0,0 +1,47 @@
+'''
+Created on Aug 27, 2014
+
+@author: t-mazwie
+'''
+import logging
+import numpy as np
+
+class Norm(object):
+    def __init__(self):
+        pass
+    def scale_by(self, Y):
+        """
+        Use data matrix Y as normalization space to work in.
+        """
+        raise NotImplementedError
+    def normalize(self, Y):
+        """
+        Project Y into normalized space
+        """
+        raise NotImplementedError
+    def inverse_mean(self, X):
+        """
+        Project the normalized object X into space of Y
+        """
+        raise NotImplementedError
+    def scaled(self):
+        """
+        Whether this Norm object has been initialized.
+        """
+        raise NotImplementedError
+class GaussianNorm(Norm):
+    def __init__(self):
+        self.mean = None
+        self.std = None
+    def scale_by(self, Y):
+        Y = np.ma.masked_invalid(Y, copy=False)
+        self.mean = Y.mean(0).view(np.ndarray)
+        self.std = Y.std(0).view(np.ndarray)
+    def normalize(self, Y):
+        return ((Y-self.mean)/self.std)
+    def inverse_mean(self, X):
+        return ((X*self.std)+self.mean)
+    def inverse_variance(self, var):
+        return (var*self.std**2)
+    def scaled(self):
+        return self.mean is not None and self.std is not None