Understanding Multivariate Gaussian Distribution (Machine Learning Fundamentals)

#gaussiandistribution #machinelearning #statistics
In this video, we will understand the intuition and maths behind the Multivariate Gaussian/Normal Distribution. We will be doing a walkthrough from Stanford CS229 course document.

⏩ OUTLINE:
0:00 - Introduction and Formula breakdown
2:35 - Relationship between Multivariate Gaussians and Univariate Gaussians
6:00 - Covariance Matrix
8:38 - Diagonal Covariance Matrix
11:10 - Shape of Isocontours
12:35 - Heatmap density view

⏩ Document: http://cs229.stanford.edu/section/gau...
⏩ Organisation: Stanford University

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