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The Multivariate Gaussian Distribution

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a multivariate normal (or Gaussian) distribution 1 Relationship to univariate Gaussians 2 The covariance matrix 3 The diagonal covariance matrix case 4 Isocontours 5 Linear transformation interpretation

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  • Class notes
  •  • 10 pages • 
  • by faisalsardar1 • 
  • uploaded  24-02-2022
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Probability Theory Review

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Probability theory is the study of uncertainty. Through this class, we will be relying on concepts from probability theory for deriving machine learning algorithms. These notes attempt to cover the basics of probability theory at a level appropriate for CS 229. The mathematical theory of probability is very sophisticated, and delves into a branch of analysis known as measure theory. In these notes, we provide a basic treatment of probability that does not address these finer details. 1 Elem...

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  • Class notes
  •  • 12 pages • 
  • by faisalsardar1 • 
  • uploaded  24-02-2022
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