Inverting a matrix is one of the most common tasks in data science and machine learning. In this article I explain why inverting a matrix is very difficult and present code that you can use as-is, or ...

One of the fundamental operations in machine learning is computing the inverse of a square matrix. But not all matrices have an inverse. The most common way to check if a matrix has an inverse or not ...

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...