Learning a parallelepiped
Step 1: Sphering
2nd order moment defines an ellipsoïd.
Step 1: apply a linear transformation to morph the ellipsoïd into a sphere (Cholesky decomp.of the covariance matrix)
Learning a parallelepiped
Step 1: Sphering
2nd order moment defines an ellipsoïd.
Step 1: apply a linear transformation to morph the ellipsoïd into a sphere (Cholesky decomp.of the covariance matrix)