Wednesday, October 13, 2010

simple multivariate classifier example using python & numpy

I was wondering how long it could take to write a multivariate classifier in python.
With python and numpy it isn't long. We simply need to be able to compute the covariance matrix, the determinant and to inverse a matrix (covariance matrix). Even if the matrix is singular, which mean it can't inverse it, you can compute the pseudo-inverse (Moore-Penrose) easily (i.e.: numpy.linalg.pinv).
As expected, assuming too much about the data lead to poor classification.
You can find a simple python program of 75 lines here.

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