October 2017
Beginner to intermediate
270 pages
7h
English
Content preview from Machine Learning for Developers
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Covariance
Covariance is a statistical term, and can be canonically defined as follows:
A measure of the systematic relationship between a pair of random variables wherein a change in one variable is reciprocated by an equivalent change in another variable.
Covariance can take any value between -∞ to +∞, wherein a negative value is an indicator of a negative relationship, whereas a positive value represents a positive relationship. It also ascertains a linear relationship between the variables.
Therefore, when the value is zero, it indicates no direct linear relationship, and the values tend to form a blob-like distribution.
Covariance is not affected by the unit of measure, that is, there is no change in the strength of the relationship ...
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