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How to calculate correlation in Figure 2? #15

@Redaimao

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@Redaimao

Hi,
Thanks for your wonderful work.
I am unsure about how you've derived the correlation matrix as per figure 2 in terms of the variables used in the calculation as well as the derivation for the correlation matrix.

For instance, does the word-to-word correlation matrix uses the correlation of w_i W^{Q,1} and w_j W^{K,1}T as the variable for the calculation?
Also, how do you reduce the dimension for the correlation matrix as the standard correlation calculation only deals with scalar variables?

Thanks!

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