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What is Positive Semidefinite (PSD) Matrix Definition Matrix $A \in \mathbb{R}^{n\times n}$ is positive semi-definite (PSD), denoted $A \succeq 0$, is defined as: $A = A^{T}$ ($A$ is symmetric) $x^{T}Ax \geq 0$ for all $x \in \mathbb{R}$ So from the definition, we can infer some properties of PSD matrix. Properties If $A \succeq 0 $ then $A$ is invertible and $A^{-1} \succeq 0$. If $A \succeq 0 $ , then $\forall Q \in \mathbb{R}^{n\times n}$, we have $Q^{T}AQ \succeq 0$....

Motivation Working on classification problem, especially in medical data practice, we are often faced with problem that there are imbalanced cases in each categories. While it might be OK for other machine learning model builders to overlook this, it is essential that we pay attention to imbalanced data problem in medical applications, because in most scenarios, prediction and accuracy of the minority categories is far more important than the most common classes....