How to make matrix a possitive definite

Saishasingh - 2020-07-20T13:10:11+00:00

Question: How to make matrix a possitive definite

Hi Everyone, I have a problem with classification. I have 39 samples of training data (39x10935) and 347 samples of testing data (347x10935). classify function returns: "The covariance matrix of each group in TRAINING must be positive definite" error. Is there any method to compute the minimal size of training set? I know that I could just add some test samples to the training set, but the nature of the problem that I am solving requires as little training samples as possible.

Related Questions

Expert Answer

John Williams answered . 2025-11-20

% Assuming you have a vector with the labels in an array called "classes" and your data (features) in a matrix called "myData".
for ii = 1:19;
   testProportion = (ii*5)/100;
   c = cvpartition(classes, 'holdout',testProportion);
   trainData = myData(training(c,1),:);
   testData  = myData(test(c,1),:);

   % Try your classifier here.
end

Not satisfied with the answer ?? ASK NOW