pyriemann.utils.mean.mean_kullback_sym¶
- pyriemann.utils.mean.mean_kullback_sym(covmats, sample_weight=None)¶
Mean of SPD/HPD matrices according to Kullback-Leibler divergence.
Symmetrized Kullback-Leibler mean is the geometric mean between the Euclidean and the harmonic means [1].
- Parameters:
- covmatsndarray, shape (n_matrices, n, n)
Set of SPD/HPD matrices.
- sample_weightNone | ndarray, shape (n_matrices,), default=None
Weights for each matrix. If None, it uses equal weights.
- Returns:
- Cndarray, shape (n, n)
Symmetrized Kullback-Leibler mean.
See also
References
[1]Symmetric positive-definite matrices: From geometry to applications and visualization M. Moakher and P. Batchelor. Visualization and Processing of Tensor Fields, pp. 285-298, 2006