How to find Mahalanobis Distance in shogun

In this recipe, we shall understand the steps to find Mahalanobis Distance in shogun through a simple and detailed example.

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Recipe Objective: How to find Mahalanobis Distance in shogun?

This recipe explains how to find Mahalanobis Distance in shogun.
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Mahalanobis Distance

Value for Mahalanobis distance for real value equals the distance between a feature vector and a distribution of features characterized by its mean and covariance.

a = RealFeatures(feats_a)
b = RealFeatures(feats_b)
d = EuclideanDistance(a, a)
aa = d.get_distance_matrix()
d.init(a, b)
ab = distance.get_distance_matrix()

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