Box 1: StandardScaler

The StandardScaler assumes your data is normally distributed within each feature and will scale them such that the distribution is now centred around 0, with a standard deviation of 1.

Example:

All features are now on the same scale relative to one another.

Box 2: Min Max Scaler

Notice that the skewness of the distribution is maintained but the 3 distributions are brought into the same scale so that they overlap.

Box 3: Normalizer

In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's tau coefficient (after the Greek letter τ), is a statistic used to measure the ordinal association between two measured quantities.

It is a supported method of the Azure Machine Learning Feature selection.

Scenario: When you train a Linear Regression module using a property dataset that shows data for property prices for a large city, you need to determine the best features to use in a model. You can choose standard metrics provided to measure performance before and after the feature importance process completes. You must ensure that the distribution of the features across multiple training models is consistent.