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Understanding Multivariate Gaussian Distribution | Machine Learning Fundamentals
Dec 17, 2020
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prakharmishra137
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#gaussiandistribution #machinelearning #statistics In this video, we will understand the intuition and maths behind the Multivariate Gaussian/Normal Distribution. We will be doing a walkthrough from Stanford CS229 course document. ⏩ OUTLINE: 0:00 - Introduction and Formula breakdown 2:35 - Relationship between Multivariate Gaussians and Univariate Gaussians 6:00 - Covariance Matrix 8:38 - Diagonal Covariance Matrix 11:10 - Shape of Isocontours 12:35 - Heatmap density view ⏩ Document:
http://cs229.stanford.edu/section/gaussians.pdf
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