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Cosine distance and cosine similarity - library for MetaTrader 5
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- 2024.01.01 11:16
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function to calculate the cosine distance and the cosine similarity.
The cosine distance between 2 vectors A and B is :
So 1-CosineSimilarity
And the cosine similarity is :
In simple terms :
- the cosine of the angle between the 2 vectors
- or , the dot product of the vectors divided by their magnitudes multiplied
Here is the simplest explanation (although his cos(45) is wrong) :
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