I am working with MatLab R2017a, I have to implement EM clustering. But I am stuck with initialization of covariance in it. I have to calculate covariance using the dataset which is comprised of 123x5 matrix. Kindly guide me
Related to your query, I suggest you follow https://www.jmlr.org/papers/volume6/banerjee05a/banerjee05a.pdf and https://arxiv.org/pdf/1605.00316.pdf
If X is your data matrix then inv(X'X) is the covariance matrix. X' is the transpose of X.. Best wishes, David Booth
Dear Tariq Sm ,
Look the link, maybe helpful for you.
https://courses.cs.washington.edu/courses/cse446/16sp/week_8_clustering_2.pdf
Regards,
Shafagat
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