Add a DimensionIndependentTransformer for multivariate data

Question

Add a DimensionIndependentTransformer for multivariate data

Opened this issue 4 years ago · 2 comments

it would be good to have a wrapper that could use any Transformer capable of univariate transform and apply it independently on each dimension, returning a new multivariate dataset, in a way similar to DimensionIndependentEnsemble

Answer 1 · 2020-07-08T10:53:33.000Z

I will have ago at resolving this issue :) Can't seem to assign myself to this issue though

Answer 2 · 2020-07-08T14:55:07.000Z

base model from #394, it cannot handle TrainableTransformers yet though, so I'll leave this open