Question-5

\(X\) is the data/design matrix of shape \(n \times d\), where \(n\) is the number of data-points and \(d\) is the number of features. The mean of the data-points is zero. Which of the following is the expression for the covariance matrix of the dataset?

• \(\cfrac{XX^T}{n}\)

• \(\cfrac{XX^T}{d}\)

• \(\cfrac{X^TX}{n}\)

• \(\cfrac{X^TX}{d}\)

Answer

• \(\cfrac{XX^T}{n}\)

• \(\cfrac{XX^T}{d}\)

• \(\cfrac{X^TX}{n}\)

• \(\cfrac{X^TX}{d}\)

Solution