Redistributor: Transforming Empirical Data Distributions
We present an algorithm and package, Redistributor, which forces a collection of scalar samples to follow a desired distribution. When given independent and identically distributed samples of some random variable $S$ and the continuous cumulative distribution function of some desired target $T$, it provably produces a consistent estimator of the transformation $R$ which satisfies $R(S)=T$ in distribution. As the distribution of $S$ or $T$ may be unknown, we also include algorithms for efficiently estimating these distributions from samples. This allows for various interesting use cases in image processing, where Redistributor serves as a remarkably simple and easy-to-use tool that is capable of producing visually appealing results. The package is implemented in Python and is optimized to efficiently handle large data sets, making it also suitable as a preprocessing step in machine learning. The source code is available at https://gitlab.com/paloha/redistributor.
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