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https://github.com/pointlander/entity

Multivariate gaussian neural network
https://github.com/pointlander/entity

multivariate-gaussian neural-network

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Multivariate gaussian neural network

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# A multivariate gaussian neural network
This repo implements a [multivariate gaussian](https://en.wikipedia.org/wiki/Multivariate_normal_distribution)
neural network and works by seeing how close in terms of the L2 norm the samples are to a query vector.
To generate the distributions the average vector is first calculated, and then the covariance matrix is produced.
A standard deviation matrix is produced by taking the sqaure root of the covariance matrix. The average
vector and standard deviation matrix form the model.
## Implementation of the iris data set
The iris data set has 4 feature per flower with three types of flowers. The data set is divided up in terms of
flower type creating 3 sets with 50 samples each. The 3 sets of samples are used to create 3 multivariate
gaussians. To classify a query vector of 4 features the multivariate gaussian is sampled from. The L2 norm is
used to calculate which multivariate guassian produces samples closest to the query vector.