merged origin branch

Author: norm4nn

lib/scholar/covariance/shrunk_covariance.ex

@@ -36,7 +36,8 @@ defmodule Scholar.Covariance.ShrunkCovariance do
 
   ## Return Values
 
-    The function returns a struct with the following parameters:
+  The function returns a struct with the following parameters:
+
     * `:covariance` - Tensor of shape `{num_features, num_features}`. Estimated covariance matrix.
     * `:location` - Tensor of shape `{num_features,}`.
       Estimated location, i.e. the estimated mean.
@@ -75,8 +76,6 @@ defmodule Scholar.Covariance.ShrunkCovariance do
         f32[2]
         [0.18202415108680725, -0.09216632694005966]
       >
-
-
   """
 
   deftransform fit(x, opts \\ []) do
@@ -115,6 +114,6 @@ defmodule Scholar.Covariance.ShrunkCovariance do
     mask = Nx.iota(Nx.shape(shrunk_cov))
     selector = Nx.remainder(mask, num_features + 1) == 0
 
-    Nx.select(selector, shrunk_cov + shrinkage * mu, shrunk_cov)
+    shrunk_cov + shrinkage * mu * selector
   end
 end