Conversion of Whitening Transform to estimator with pigstensions (dotnet#1452)

Author: artidoro

src/Microsoft.ML.Transforms/ProjectionCatalog.cs

@@ -32,5 +32,30 @@ public static RandomFourierFeaturizingEstimator CreateRandomFourierFeatures(this
         /// <param name="columns">The input columns to use for the transformation.</param>
         public static RandomFourierFeaturizingEstimator CreateRandomFourierFeatures(this TransformsCatalog.ProjectionTransforms catalog, params RffTransform.ColumnInfo[] columns)
             => new RandomFourierFeaturizingEstimator(CatalogUtils.GetEnvironment(catalog), columns);
+
+        /// <summary>
+        /// Initializes a new instance of <see cref="VectorWhiteningEstimator"/>.
+        /// </summary>
+        /// <param name="catalog">The transform's catalog.</param>
+        /// <param name="inputColumn">Name of the input column.</param>
+        /// <param name="outputColumn">Name of the column resulting from the transformation of <paramref name="inputColumn"/>. Null means <paramref name="inputColumn"/> is replaced. </param>
+        /// <param name="kind">Whitening kind (PCA/ZCA).</param>
+        /// <param name="eps">Whitening constant, prevents division by zero.</param>
+        /// <param name="maxRows">Maximum number of rows used to train the transform.</param>
+        /// <param name="pcaNum">In case of PCA whitening, indicates the number of components to retain.</param>
+        public static VectorWhiteningEstimator VectorWhiten(this TransformsCatalog.ProjectionTransforms catalog, string inputColumn, string outputColumn,
+            WhiteningKind kind = VectorWhiteningTransform.Defaults.Kind,
+            float eps = VectorWhiteningTransform.Defaults.Eps,
+            int maxRows = VectorWhiteningTransform.Defaults.MaxRows,
+            int pcaNum = VectorWhiteningTransform.Defaults.PcaNum)
+            => new VectorWhiteningEstimator(CatalogUtils.GetEnvironment(catalog), inputColumn, outputColumn, kind, eps, maxRows, pcaNum);
+
+        /// <summary>
+        /// Initializes a new instance of <see cref="VectorWhiteningEstimator"/>.
+        /// </summary>
+        /// <param name="catalog">The transform's catalog.</param>
+        /// <param name="columns"> Describes the parameters of the whitening process for each column pair.</param>
+        public static VectorWhiteningEstimator VectorWhiten(this TransformsCatalog.ProjectionTransforms catalog, params VectorWhiteningTransform.ColumnInfo[] columns)
+            => new VectorWhiteningEstimator(CatalogUtils.GetEnvironment(catalog), columns);
     }
 }

src/Microsoft.ML.Transforms/WhiteningTransform.cs

@@ -0,0 +1,9 @@
+#@ TextLoader{
+#@   sep=tab
+#@   col=whitened1:R4:0-10
+#@   col=whitened2:R4:11-15
+#@ }
+-2.604605	0.829638362	-0.5992434	0.19860521	1.33247662	0.369197041	-0.5760094	-0.5490271	-1.94509208	-0.393351972	0.507488966	1.75005662	-0.546613038	2.462052	1.32538271	-0.57087183
+-0.5923902	-0.324390084	-0.114805378	0.6855182	-1.055579	0.8767955	-0.0392023772	1.21807373	-0.160801888	-0.47570774	-2.22817	0.7284955	-0.8200103	0.4638015	-1.0152092	0.3444226
+-0.9132714	-0.911281645	1.814283	0.07471426	-0.8969923	-1.44387519	-1.19571114	-0.6542767	0.887983143	-0.4604767	-0.17543222	0.0112341344	0.913079262	-0.134250313	-0.118262529	-1.16476536
+0.236966148	1.004758	-0.233154371	0.3862052	-1.02724624	0.240614042	0.299898773	-1.03102541	-1.13852251	-0.6675951	0.766793966	0.490669161	-0.489173561	-0.5981086	1.18466234	1.05758965