Derived from
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20410557 GE530-Linear algebra for Machine Learning in Computational Sciences LM-40 TERESI LUCIANO, FERMI DAVIDE
(syllabus)
Highlights of Linear Algebra: Matrix-matrix multiplication; column & row space; rank The four fundamental subspaces of linear algebra Fundamentals of Matrix factorizations: A=LU rows & columns point of view A=LU elimination & factorization; permutations A=RU=VU; Orthogonal matrices Eigensystems and Linear ODE Intro to PSym; the energy function Gradient and Hessian Singular Value Decomposition Eckart-Young; derivative of a matrix norm Principal Component Analysis Generalized evectors; Norms Least Squares Convexity & Newton’s method Newton & L-M method; Recap of non-linear regression Lagrange multipliers
Machine Learning: Gradient Descend; exact line search; GD in action; GD with Matlab Learning & Loss; Intro to Deep Neural Network; DNN with Matlab Loss functions: Quadratic VS Cross entropy Stocastics Gradient Descend (SGD) & Kaczmarcz; SGD convergence rates & ADAM Matlab interface for DNN Construction of DNN: the key steps Backpropagation and the Chain Rule Machine Learning examples with Wolfram Mathematica Convolutional NN + Mathematica examples of 1D convolution Convolution and 2D filters + Mathematica examples of 2D convolution Matlab Live Script, Network Designer, Pretrained Net
(reference books)
G. Strang, Linear Algebra and Learning from Data, Wellesley-Cambridge Press
M. Nielsen, Neural Networks and Deep Learning (free online book) http://neuralnetworksanddeeplearning.com
Various authors, Distill, dedicated to clear explanations of machine learning https://distill.pub
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