Variance or Standard Deviation

I just found out that I made a mistake in my previous post (it is fixed now). There, I argued that in order to calculate the distance between a point and a set (which has unequal variances along different dimensions), we can use the following formula:

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The Mighty Distace Function – Part 2

So in our previous step, we went over some possible approaches to define a distance function between a point and a set. At the end we saw that calculating distance between the point and the average (mean) point of the set seems to be the best possible solution. I am afraid that it is not always that easy. Continue reading