Covariance Matrix: Definition, Derivation and Applications | Built In
Covariance Matrix: Definition, Derivation and Applications | Built In
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Malkesh Dalia on Instagram: "The covariance matrix is the geometry of your data. When you plot data points, you don’t just care where they are. You care how they move together. Covariance measures exactly that: how two variables vary relative to each other. • Positive covariance means they increase together • Negative covariance means one rises while the other falls • Zero covariance means no linear relationship Stack these relationships into a matrix, and you get a full picture of how your data
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