Covariance Clearly Explained!

Covariance is closely related to Correlation. But what it really says? This video explains covariance with visualizations.
#machinelearning #datascience
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Пікірлер: 80

  • @BrianAmedee
    @BrianAmedee3 жыл бұрын

    The fact that I (a math teacher) learnt something new from this, means my students need to see it. Thumbs up my friend

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    You just made my day! ❤

  • @oskarvavtar4990
    @oskarvavtar49903 жыл бұрын

    Some extra things that would be worth mentioning: 1) in the absence of linearity, the correlation itself may give you very little information. In some cases, data set with Corr = 0.9 might be closer to the one with Corr = 0, than to the other with Corr = 1. In other words, very weak trends (maybe not even worth mentioning) may give you high Corr value. 2) In random generated sets, certain degree of correlation may appear randomly, without a good reason. 3) Not only does correlation not imply causation, causation doesn't imply correlation as well. Take for example y = |x| for x \in [-1, 1]. Clearly y=f(x), yet Corr = 0.

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Great comment! May be I will make a dedicated video on Correlation in the future :D

  • @YourNerdGal
    @YourNerdGal8 ай бұрын

    This is literally the greatest explanation that I've ever heard. Beautifully animated and very straight to the point. The best video ever on this topic! You saved my life!😊

  • @GMoDiLLa
    @GMoDiLLa2 ай бұрын

    I’m a statistics student in my final year of undergrad. I just felt like checking out a video on covariationnas we begin PCA. This is by far the most clear it has ever been explained, and so succinctly! Well done, I feel I can think about it more clearly now.

  • @pewpewhuang4162

    @pewpewhuang4162

    2 ай бұрын

    Could you explain why eigenvectors corresponding to largest eigenvalues maximize projected variance intuitively? really asking

  • @thecheckplease2357
    @thecheckplease2357 Жыл бұрын

    KZread can't be serious that this video doesn't top their search result! Kudos to the channel. This video seriously deserves every compliment this world can offer. Keep up the great work thanks!

  • @jepp1572
    @jepp1572 Жыл бұрын

    Instantly subscribed. Please keep up the work! Amazing visualization.

  • @akashpratapsingh9298
    @akashpratapsingh92985 ай бұрын

    The video looks more like an animation exercise rather than an educational video. The formulas are explained but the intuition behind them is as opaque as before. A few videos from 3Blue1Brown could be a good reference for this channel.

  • @hariind86
    @hariind86 Жыл бұрын

    The animations helped me get an idea of what I was calculating for this long :) Maths is beautiful✨

  • @luvshell1
    @luvshell1 Жыл бұрын

    I agree; this video was amazing! And you are so right- the video, in the end, was so good to see what the values look like at different plot points.

  • @ReubenSilveira6
    @ReubenSilveira6 Жыл бұрын

    Excellent video. Very intuitive and well explained! As someone who's both a student and a teacher of maths, I'm impressed from both angles!

  • @7ezem345
    @7ezem345 Жыл бұрын

    great video ! i really appreciate the effort you put into this

  • @wenwenbai
    @wenwenbai Жыл бұрын

    Great video. You really did explain the concept in a very elegant way.

  • @robertturley2974
    @robertturley29743 ай бұрын

    Fantastic explanation, but one of the things that really sets this apart from some of the others I have seen is that you take time at the end to show the different values for different points. Really a great way to both help people visualize and check if they understood correctly.

  • @tomhaswell6283
    @tomhaswell62834 ай бұрын

    Incredible explanation and visualization! Thank you!

  • @kadidiasaboudoumbia4797
    @kadidiasaboudoumbia47973 ай бұрын

    This is so well explained. Thank you so much

  • @dineshkumare1750
    @dineshkumare17506 ай бұрын

    this is the kind of explanation we need . 🙂

  • @zakaboudich2972
    @zakaboudich29729 ай бұрын

    what a beautiful animation, amazing video friend!

  • @dimitrismylonas4159
    @dimitrismylonas4159 Жыл бұрын

    Thanks for this video, you really helped me understand covariance visually.

  • @thisukainol
    @thisukainolАй бұрын

    6:34 6:34 For example, let's say we observe a correlation between the number of ice cream cones sold at a beach and the number of drownings. There might indeed be a correlation, as both tend to increase during hot summer days. However, it would be incorrect to conclude that eating ice cream causes drownings or vice versa. Instead, there could be a third variable, such as temperature, that influences both variables independently.

  • @juancitoperez93
    @juancitoperez933 ай бұрын

    First time I comment a video of a math explanation in years, wow very good!

  • @nicolesamuel1838
    @nicolesamuel18384 ай бұрын

    great video! you really helped me to understand in 7 minutes what my proffesor could not in 1 hour! thanks!

  • @luataina5253
    @luataina52532 жыл бұрын

    Very intuitive, thanks!

  • @komudamatata5492
    @komudamatata5492 Жыл бұрын

    amazing video, so happy I came across it

  • @rishabhnarula1999
    @rishabhnarula19997 ай бұрын

    thank you sir, great teaching and visualizations. 👍😊

  • @michelleelizabeth9956
    @michelleelizabeth9956 Жыл бұрын

    Good animation, well explained, thanks for sharing 👍

  • @neethinnandakumar4303
    @neethinnandakumar43032 жыл бұрын

    Can't wait for your channel to get discovered

  • @montanalee3560
    @montanalee35606 ай бұрын

    Great video, thank you! I finally understand covariance. Very helpful and beautiful visualizations as I study for my statistics final :)

  • @melodylin5058
    @melodylin50584 ай бұрын

    the visual is sick!! amazing

  • @Copley417
    @Copley417 Жыл бұрын

    Excellent explanations!

  • @GarrisonBush
    @GarrisonBush10 ай бұрын

    Very helpful thank you!

  • @ggxue
    @ggxue8 ай бұрын

    thank you clearly explained.

  • @ryanpereira9238
    @ryanpereira92383 ай бұрын

    Well explained.

  • @christosm.2407
    @christosm.24073 жыл бұрын

    Amazing intuition and excellent animation! Interestingly, the sign of correlation follows the monotony of sine function in each of the 4 quarters of the unit circle. In the top right quarter [0, 90deg] the sine function is monotonically increasing and correlation is positive, in the top left quarter [90, 180deg] the sine function is monotonically decreasing and correlation is negative and so on.

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Thanks mate! Is this observation true for bottom two quadrants?

  • @christosm.2407

    @christosm.2407

    3 жыл бұрын

    @@NormalizedNerd Ah! Actually not. In the bottom two the behavior is reversed! The sign of tangent in each quadrant would have been a better example. :)

  • @steven_king
    @steven_king2 ай бұрын

    Wow this is fantastic

  • @Muneh14
    @Muneh14 Жыл бұрын

    that is exactly what i've been looking for for along time ,,, very clear and a big thumb for everything but espessially for the last visualization .....

  • @nourredinekebaili
    @nourredinekebaili5 ай бұрын

    thank you it is clear!

  • @michaelcoleman7762
    @michaelcoleman7762 Жыл бұрын

    great video!

  • @ishitaswaroop8779
    @ishitaswaroop8779 Жыл бұрын

    very good video!

  • @MOHDIMRAN-zc4ev
    @MOHDIMRAN-zc4ev9 ай бұрын

    thanku so much man

  • @pavlonatalenko1828
    @pavlonatalenko18282 жыл бұрын

    Brilliant animations, thanks

  • @NormalizedNerd

    @NormalizedNerd

    Жыл бұрын

    Thanks mate!!

  • @OmarAmil
    @OmarAmil Жыл бұрын

    Thank you

  • @Dubai_life_
    @Dubai_life_11 ай бұрын

    Thsnk you much. Please more statistics.

  • @yts9363
    @yts9363 Жыл бұрын

    well explained

  • @jmb9040
    @jmb90403 ай бұрын

    eloquently explained

  • @raghavbhatia5548
    @raghavbhatia55482 ай бұрын

    amazing and satisfying

  • @ayaelayyan8826
    @ayaelayyan8826 Жыл бұрын

    amazing video

  • @S.G.2
    @S.G.224 күн бұрын

    tyvm

  • @enzeru97
    @enzeru979 ай бұрын

    Perfect!

  • @FariaManalRahman
    @FariaManalRahman8 ай бұрын

    thanks!!!

  • @mainakmukherjee3444
    @mainakmukherjee344410 ай бұрын

    Can you tell me why we perform eigen decomposition to the covariance matrix in PCA ?

  • @govamurali2309
    @govamurali23092 жыл бұрын

    Please do degrees of freedom

  • @MrJeepiez
    @MrJeepiez Жыл бұрын

    super good animaitions and music

  • @lucasluzzi
    @lucasluzzi9 ай бұрын

    This is art

  • @abuhelal2073
    @abuhelal20732 ай бұрын

    super video

  • @KristalBox
    @KristalBox Жыл бұрын

    Damm next level teaching

  • @EthericImpulse
    @EthericImpulse5 ай бұрын

    That is beautiful 😢

  • @sathiyanarayanan7245
    @sathiyanarayanan7245 Жыл бұрын

    Thank you..

  • @PritishMishra
    @PritishMishra3 жыл бұрын

    1:37 Hello sir can I know how you drew that type of Graph with Manim? I just want the name or line of the code about how you drew that kind of grid please sir!

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    For creating the grid you need to use NumberPlane object.

  • @PritishMishra

    @PritishMishra

    3 жыл бұрын

    @@NormalizedNerd Thanks man

  • @prajakta4359
    @prajakta43593 жыл бұрын

    Best explanation..👍..sir, please make videos on regression line.....🙏

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Thanks!!

  • @user-gh6xx7mx1x
    @user-gh6xx7mx1x5 ай бұрын

    Nice animation

  • @sauravmishra2010
    @sauravmishra2010Ай бұрын

    It’s truly intuitive … is there a way I can connect with you?

  • @malikjavadov366
    @malikjavadov3665 ай бұрын

    this is the best thin ever!

  • @thienphan1541
    @thienphan154110 ай бұрын

    This video is well explained than my teacher

  • @felicemorgigi1764
    @felicemorgigi1764 Жыл бұрын

    I recognise a lot of 3Blue1Brown's animation and audio style here ^^ nevertheless, thanks for the helpful video

  • @NormalizedNerd

    @NormalizedNerd

    Жыл бұрын

    Yeah, I'm using his python library!

  • @TheoriesofEverything
    @TheoriesofEverything3 жыл бұрын

    Limpid. Great job.

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Thanks a lot :D

  • @lliw4934
    @lliw49342 жыл бұрын

    Lovely animations, 3B1B style c:

  • @NormalizedNerd

    @NormalizedNerd

    Жыл бұрын

    Thanks a lot! Yup using his library.

  • @Aziiz_Bejaoui_7
    @Aziiz_Bejaoui_78 ай бұрын

    wow