Different Units, Same Ruler
How do you compare a student's math score (out of 100) to her physics score (out of 50)? Or income in dollars to height in centimeters? You convert each to a z-score:
The z-score says "how many standard deviations away from the mean is this value?" The original units cancel out. A z-score of +1.5 in math means the same thing as a z-score of +1.5 in physics: 1.5 standard deviations above average.
Standard Normal Distribution
If you z-score-transform a normal distribution with any , you get the standard normal with . This is the canonical bell curve, and it's the basis for all the lookup tables in old stats textbooks.
Why ML Loves Standardization
Z-score standardization (covered in the Numbers track) brings features onto comparable scales. Most neural networks train better when inputs are roughly z-scored. Most regression coefficients are interpretable when features are z-scored. Most outlier detectors flag |z| > 3 as suspicious.