Timeline for Why does an imbalanced data set badly effect distance measures like Mahalanobis?
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| Mar 17, 2021 at 14:30 | comment | added | Jimonty | Thank you for the answer you have provided. Very helpful. Thinking about what you have said it makes sense to consider the covariance matrix. I believe this will be what causes the issues with small data sets, because the sample covariance is used to calculate the distance. And the covariance becomes more accurate with more data, like the mean and variance does, I think. Perhaps heavily imbalanced data leads to such inaccuracies as well. | |
| Mar 17, 2021 at 14:18 | vote | accept | Jimonty | ||
| Mar 17, 2021 at 13:46 | history | answered | Kirill Fedyanin | CC BY-SA 4.0 |