Adaptive Machine Learning Algorithms with Python: Solve Data Analytics and Machine Learning Problems on Edge Devices

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2022

C. ChatterjeeAdaptive Machine Learning Algorithms with Pythonhttps://doi.org/10.1007/978-1-4842-8017-1_3

3. Square Root and Inverse Square Root

Chanchal Chatterjee¹  

(1)

San Jose, CA, USA

 

3.1 Introduction and Use Cases

Adaptive computation of the square root and inverse square root of the real-time correlation matrix of a streaming sequence {x_k∈ℜⁿ} has numerous applications in machine learning, data analysis, and image/signal processing. They include data whitening, classifier design, and data normalization [Foley and Sammon 75; Fukunaga 90].

Data whitening is a process of decorrelating the data such that all components have unit variance. It is a data preprocessing ...