= Scatter matrix
{wiki=Scatter_matrix}
A scatter matrix, also known as a covariance matrix in some contexts, is a mathematical representation used in statistics and machine learning to describe the relationships between different variables in a dataset. Specifically, it captures how the components of a dataset vary together. Here's a breakdown of the concept: 1. **Definition**: The scatter matrix is defined for a dataset where each observation is represented as a vector in a multi-dimensional space.
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