How to get covariance matrix in tensorflow?

@ryleigh 

To get the covariance matrix in TensorFlow, you can use the tfp.stats.covariance function from TensorFlow Probability. Here is an example code snippet showing how to calculate the covariance matrix from a given dataset:

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import tensorflow as tf
import tensorflow_probability as tfp

# Generate a random dataset
data = tf.random.normal(shape=(100, 2))

# Calculate the covariance matrix
cov_matrix = tfp.stats.covariance(data)

print(cov_matrix)

In this example, we first generate a random dataset with 100 samples and 2 features. We then use the tfp.stats.covariance function to calculate the covariance matrix of the dataset. The resulting covariance matrix will be printed out.