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Why the upper and lower triangles of a correlation matrix are different #155

Answered by stes
Owenxz asked this question in Q&A
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Hi @Owenxz , for a list of embeddings X1, ..., Xn each entry in the matrix is the value of regressing from Xi -> Xj, and reporting the R2 value of that linear regression.

This R2 can be different for the Xi->Xj and Xj->Xi regression problems. If you are not interested in considering this difference, you could also compute the average between the upper and lower parts.

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@Owenxz
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