Andrew Ng's Machine Learning Course in Python (Anomaly Detection)

In this part of the assignment, we will implement an anomaly detection algorithm using the Gaussian model to detect anomalous behavior in a 2D dataset first and then a high-dimensional dataset. Multivariate Gaussian Distribution is an optional lecture in the course and the code to compute the probability density is given to us. However, in order for me to proceed on with the assignment, I need to write the multivariateGaussian function from scratch. Some of the interesting functions we had utilized here are from numpy linear algebra class. The official documentation can be found here.