
DeepLearning/인공지능 개론
인공지능 및 기계학습 개론 2(8.4~8.5) 정리
8.4 Multivariate Gaussian Distribution Multivariate Gaussian Distribution Probability density function of the Gaussian distribution $N(x |\mu, \sigma^2) = \frac{1}{\sqrt{2\pi\sigma^2}}\exp(-\frac{1}{\sigma^2}(x - \mu)^2)$ $N(x |\mu, \sum) = \frac{1}{(2\pi)^{D/2}}\frac{1}{|\sum|^{1/2}}\exp(-\frac{1}{2}(x-\mu)^T\sum^{-1}(x-\mu))$ → 여기서 $\sum$은 covariance matrix가 된다. → 이제 우리는 Multivariate Guassian ..