 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
 |
• |
If the Gaussian
is spherical we
|
|
don’t need to
worry about the
|
|
|
covariance
matrix.
|
|
|
• |
So we could start
by
|
|
|
transforming the
data space to
|
|
|
make the
Gaussian spherical
|
|
|
|
– |
This
is called “whitening”
|
|
|
the
data.
|
|
|
|
– |
It
pre-multiplies by the
|
|
|
matrix
square root of the
|
|
|
inverse
covariance matrix.
|
|
|
• |
In the
transformed space, the
|
|
|
weight vector is
just the
|
|
|
difference
between the
|
|
|
transformed
means.
|
|