Zhenyu-LIAO/RMT4ML

Matlab Notebook for visualizing random matrix theory results and their applications to machine learning

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This project provides interactive MATLAB and Python notebooks to illustrate concepts from random matrix theory and their applications in machine learning. It helps visualize how large-dimensional data behaves and impacts statistical models. The resource is designed for researchers, data scientists, and academics who work with complex datasets and machine learning algorithms and need to understand the underlying statistical phenomena.

135 stars. No commits in the last 6 months.

Use this if you are a researcher or data scientist looking to understand how random matrix theory can explain and improve the performance of machine learning models when dealing with high-dimensional data.

Not ideal if you are a beginner looking for a simple, plug-and-play machine learning library without delving into advanced statistical theory.

statistical-learning high-dimensional-data machine-learning-research quantitative-finance data-science-education
No License Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 10 / 25
Maturity 8 / 25
Community 21 / 25

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Stars

135

Forks

43

Language

Jupyter Notebook

License

Last pushed

May 14, 2023

Commits (30d)

0

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