Every now and then the question of how to compute Mahalanobis distances with NumPy and SciPy comes up. So I made a tiny review of the most common methods:
http://nbviewer.ipython.org/urls/dl.dropboxusercontent.com/u/12464039/mvgauss1.ipynb (We also have the scipy.spatial.distance.mahalanobis function.) For parallel computation of Mahalanobis distances this example code might get some help from BLAS, but don't expect to see 100% CPU use. It is also possible to use joblib but it has a rather large overhead: https://github.com/javimarlop/eHabpy/blob/master/ehab.py Sturla ------------------------------------------------------------------------------ Download BIRT iHub F-Type - The Free Enterprise-Grade BIRT Server from Actuate! Instantly Supercharge Your Business Reports and Dashboards with Interactivity, Sharing, Native Excel Exports, App Integration & more Get technology previously reserved for billion-dollar corporations, FREE http://pubads.g.doubleclick.net/gampad/clk?id=190641631&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
