data: A torch_tensor of dimension n_observation x n_features containing the data.
one_hot_max_sizes: A torch tensor of dimension n_features containing the one hot sizes of the n_features
features. That is, if the ith feature is a categorical feature with 5 levels, then one_hot_max_sizes[i] = 5. While the size for continuous features can either be 0 or 1.
Returns
List containing the means and the standard deviations of the different features.