A geometric interpretation of the covariance matrix Contents [hide] 1 Introduction 2 Eigendecomposition of a covariance matrix 3 Covariance matrix as a linear transformation 4 Conclusion Introduction In this article, we provide an intuitive, geometri…
搞统计的线性代数和概率论必须精通,最好要能锻炼出直觉,再学机器学习才会事半功倍. 线性代数只推荐Prof. Gilbert Strang的MIT课程,有视频,有教材,有习题,有考试,一套学下来基本就入门了. 不多,一共10次课. 链接:https://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/calendar/ SES # TOPICS KEY DATES 1 The geometry of linear e…