Epsilons, no. 4: The Gram-Schmidt process
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Epsilons, no. 4: The Gram-Schmidt process
Orthogonalizing bases since 1883
The number one reason why orthogonality is essential in data science: uncorrelating features.
However, the features we are given are rarely such. There are ways to fix this, and the Gram-Schmidt process is one of them.
Here is how it works.
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