TheManxLoiner comments on Some ML-Related Math I Now Understand Better

[TheManxLoiner]

Huge thanks for writing this! Particularly liked the SVD intuition and how it can be used to understand properties of $M{M}^T$. One small correction I think. You wrote:

$x-E\left[x\right]$ is simply $p_1\left(x\right)$ the projection along the vector $(1\dots 1)$

I think $E\left[x\right]$ is projection along the vector $(1,\dots ,1)$, so $x-E\left[x\right]$ is projection on hyperplane perpendicular to $(1,\dots ,1)$

[Fabien Roger]

Oops, that’s what I meant, I’ll make it more clear.