Mahalanobis Distance

What is the Mahalanobis Distance?
This video starts from regular Euclidean distance and builds up to linear transformations. The Mahalanobis distance is actually a form of this linear transformation, when taking the transformation to be the inverse covariance matrix of some distribution - hence the Mahalanobis distance is not simply a distance in transformed space, it's a distance w.r.t. a specific distribution.

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Intro/Outro Music: Dreamer - by Johny Grimes
   • Johny Grimes - Dreamer