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If there are
multiple outputs we can often treat the
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learning problem
as a set of independent problems, one
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per output.
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Not
true if the output noise is correlated and changes
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from
case to case.
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Even though they
are independent problems we can
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save work by
only multiplying the input vectors by the
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inverse
covariance of the input components once. For
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output k we have:
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