(Xs,Xt)
| 51 | return Xs_new, Xt_new |
| 52 | |
| 53 | def CORAL_map(Xs,Xt): |
| 54 | Ds = Xs.copy() |
| 55 | Dt = Xt.copy() |
| 56 | |
| 57 | cov_src = np.ma.cov(Ds.T) + np.eye(Ds.shape[1]) |
| 58 | cov_tar = np.ma.cov(Dt.T) + np.eye(Dt.shape[1]) |
| 59 | |
| 60 | Cs = scipy.linalg.sqrtm(np.linalg.inv(np.array(cov_src))) |
| 61 | Ct = scipy.linalg.sqrtm(np.array(cov_tar)) |
| 62 | Xs_new = np.linalg.multi_dot([Ds, Cs, Ct]) |
| 63 | |
| 64 | return Xs_new |