Introduction 日本語 ver Today, I will write about Mahalanobis’ Distance. Mahalanobis’ Distance is used when each dimension has a relationship. This distance is fulfilled definition of distance. Mahalanobis’ Distance is important for Statics. If you interested in Statics or Machine Learning, Please see my this blog. Overview definition of distance deficition of Mahalanobis’ Distance image of Mahalanobis’ Distance definition of distance if d is distance function, d if fulfilled following condtion. d:X \times X -> R d(x,y) \geq 0 d(x,y) = 0 \leftrightarrow x = y d(x,y) = d(y,x) d(x,z) \leq d(x,y) + d(y,z) Mahalanobis’ Distance Mahalanobis’ Distance is distance function. Mahalanobis’ Distance is defined by following from D_{M}(x) = \sqrt{(x-\mu)^T \Sigma^{-1} (x-\mu)} here, \mu is mean vector \mu = (\mu_1,\mu_2,....,\mu_n) and, \Sigma is variance-convariance matrix. Mahalanobis’ Distance between x and y is \begin{eqnarray...
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