Computing the inverse of a matrix is one of the most important operations in machine learning. If some matrix A has shape n-by-n, then its inverse matrix Ai is n-by-n and the matrix product of Ai * A ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...

One of the fundamental operations in machine learning is computing the inverse of a square matrix. But not all matrices have an inverse. The most common way to check if a matrix has an inverse or not ...