Mathematics for machine learning
Probability meets linear algebra
Covariance matrices, multivariate Gaussians, whitening, projections.
5 lessons
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Lessons in sequence
Work through these in order—each lesson builds on the previous one.
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Lesson 1 of 5
Covariance matrices
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Lesson 2 of 5
Multivariate Gaussian
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Lesson 3 of 5
Whitening and PCA
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Lesson 4 of 5
Mahalanobis distance
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Lesson 5 of 5
Random projections