Covariance matrix

From Machinelearning
Revision as of 03:40, 16 January 2019 by IssaRice (talk | contribs)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search

Questions/things to explain

  • The covariance matrix is a matrix, so it's a linear transformation. So what is the transformation? What does it do to vectors?
  • Some definitions divide by the number of data points or one less than the number of data points. Where does this division come from?