Apply a power transform featurewise to make data more Gaussian-like.
Power transforms are a family of parametric, monotonic transformations
that are applied to make data more Gaussian-like. This is useful for
modeling issues related to heteroscedasticity (non-constant variance),
or other situations where normality is desired.
Currently, PowerTransformer supports the Box-Cox transform and the
Yeo-Johnson transform. The optimal parameter for stabilizing variance and
minimizing skewness is estimated through maximum likelihood.
Box-Cox requires input data to be strictly positive, while Yeo-Johnson
supports both positive or negative data.
By default, zero-mean, unit-variance normalization is applied to the
transformed data.