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In predictive analytics, a table of confusion (sometimes also called a confusion matrix) is a table with two rows and two columns that reports the number of true positives, false negatives, false positives, and true negatives. This allows more detailed analysis than simply observing the proportion of correct classifications (accuracy).
These variants recombine the encoder-side inputs to redistribute those effects to each target output. Often, a correlation-style matrix of dot products provides the re-weighting coefficients. In the figures below, W is the matrix of context attention weights, similar to the formula in Core Calculations section above.
Correlation clustering also relates to a different task, where correlations among attributes of feature vectors in a high-dimensional space are assumed to exist guiding the clustering process. These correlations may be different in different clusters, thus a global decorrelation cannot reduce this to traditional (uncorrelated) clustering.
In statistics, canonical-correlation analysis (CCA), also called canonical variates analysis, is a way of inferring information from cross-covariance matrices.If we have two vectors X = (X 1, ..., X n) and Y = (Y 1, ..., Y m) of random variables, and there are correlations among the variables, then canonical-correlation analysis will find linear combinations of X and Y that have a maximum ...
In statistics, the phi coefficient (or mean square contingency coefficient and denoted by φ or r φ) is a measure of association for two binary variables.. In machine learning, it is known as the Matthews correlation coefficient (MCC) and used as a measure of the quality of binary (two-class) classifications, introduced by biochemist Brian W. Matthews in 1975.
The first term on the right is the "reduced correlation matrix" and will be equal to the correlation matrix except for its diagonal values which will be less than unity. These diagonal elements of the reduced correlation matrix are called "communalities" (which represent the fraction of the variance in the observed variable that is accounted ...
Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.
Empirically, for machine learning heuristics, choices of a function that do not satisfy Mercer's condition may still perform reasonably if at least approximates the intuitive idea of similarity. [6] Regardless of whether k {\displaystyle k} is a Mercer kernel, k {\displaystyle k} may still be referred to as a "kernel".