Random Matrix Improved Covariance Estimation for a Large Class of Metrics.

Malik Tiomoko Romain Couillet Florent Bouchard Guillaume Ginolhac

Published in: ICML (2019)

Keyphrases

training data
data sets
training set
support vector machine
covariance matrix
multi class classification
neural network
feature extraction
objective function
pairwise
multi class
markov random field
estimation error