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About the covariance matrix #2

@Lzyin

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@Lzyin

Thank you for your interesting work!

The section on Cross-covariance Loss states: "The cross-covariance is expected to exhibit an identity matrix, as the feature pair should contain identical information." I am confused as to why a feature pair containing identical information implies that the optimal solution for the covariance matrix of the feature pair is an identity matrix?

I sincerely hope to get your reply.

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