[DEEP LEARNING An MIT Press book in preparation]Linear algebra

线性代数是数学的一个重要分支,经常被应用到工程问题中,要理解深度学习以及操作深度学习,那么对于线性代数深刻的理解是非常重要的,以下摘要是我从DL book的第二章线性代数中抽取出来的比较有意思的一些理解基础线代问题的另一些非常形象易懂的思路。

2.3 Identity and inverse matrices
在线性方程组的求解当中,Identity和inverse matrice有很重要的作用,详细求解例子如下图所示:

在实际应用场景中,其中inverse matrice

不一定能找到,另外找到的话也不一定能在数字电脑中精度无损的保存下来。

2.4 Linear dependence, span, and rank
为了求解方程
我们还可以从另外一个角度去看这个问题,我们把矩阵A中的每一列看成是一个方向,那么上述方程就可以看成是如何从原点(全0)到达b,每次走都只能沿着A中每一列所代表的方向。从这个角度去思考的话,上述方程可以写成如下形式:

所以 如果想要对于任何的b(n维度)都能找到对应的解x(m维度)的话,那么n-D空间中的任意一个向量都能通过线性组合A(nxm维度)矩阵中的m列来得到,所以矩阵A的列数一定要大于等于其行数;如果将A矩阵看成是n条方程组成的方程组,那么只有当方程组个数小于等于未知数个数时才能确保该方程组有解。在该方程的求解中如果 要找到A矩阵的逆作为该方程求解的工具,那么A矩阵必须是方形矩阵并且每一列都是列独立的

线代中还有一些非常重要的概念会被用到,但在alexnet提出的CNN网络中的话也已经够用了; 另外的话怎么样去设计loss函数然后计算其gradient用于backward propagation时的更新用到了其他的一些线代知识,我将在之后的博文中针对如何使用梯度下降法优化损失函数进行探讨

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Machine learning allows computational systems to adaptively improve their performance with experience accumulated from the observed data. Its techniques are widely applied in engineering, science, finance, and commerce. This book is designed for a short course on machine learning. It is a short course, not a hurried course. From over a decade of teaching this material, we have distilled what we believe to be the core topics that every student of the subject should know. We chose the title `learning from data' that faithfully describes what the subject is about, and made it a point to cover the topics in a story-like fashion. Our hope is that the reader can learn all the fundamentals of the subject by reading the book cover to cover. ---- Learning from data has distinct theoretical and practical tracks. In this book, we balance the theoretical and the practical, the mathematical and the heuristic. Our criterion for inclusion is relevance. Theory that establishes the conceptual framework for learning is included, and so are heuristics that impact the performance of real learning systems. ---- Learning from data is a very dynamic field. Some of the hot techniques and theories at times become just fads, and others gain traction and become part of the field. What we have emphasized in this book are the necessary fundamentals that give any student of learning from data a solid foundation, and enable him or her to venture out and explore further techniques and theories, or perhaps to contribute their own. ---- The authors are professors at California Institute of Technology (Caltech), Rensselaer Polytechnic Institute (RPI), and National Taiwan University (NTU), where this book is the main text for their popular courses on machine learning. The authors also consult extensively with financial and commercial companies on machine learning applications, and have led winning teams in machine learning competitions.
Linear algebra is a pillar of machine learning. You cannot develop a deep understanding and application of machine learning without it. In this new laser-focused Ebook written in the friendly Machine Learning Mastery style that you’re used to, you will finally cut through the equations, Greek letters, and confusion, and discover the topics in linear algebra that you need to know. Using clear explanations, standard Python libraries, and step-by-step tutorial lessons, you will discover what linear algebra is, the importance of linear algebra to machine learning, vector, and matrix operations, matrix factorization, principal component analysis, and much more. This book was designed to be a crash course in linear algebra for machine learning practitioners. Ideally, those with a background as a developer. This book was designed around major data structures, operations, and techniques in linear algebra that are directly relevant to machine learning algorithms. There are a lot of things you could learn about linear algebra, from theory to abstract concepts to APIs. My goal is to take you straight to developing an intuition for the elements you must understand with laser-focused tutorials. I designed the tutorials to focus on how to get things done with linear algebra. They give you the tools to both rapidly understand and apply each technique or operation. Each tutorial is designed to take you about one hour to read through and complete, excluding the extensions and further reading. You can choose to work through the lessons one per day, one per week, or at your own pace. I think momentum is critically important, and this book is intended to be read and used, not to sit idle. I would recommend picking a schedule and sticking to it.
Preface I wrote this book to help machine learning practitioners, like you, get on top of linear algebra, fast. Linear Algebra Is Important in Machine Learning There is no doubt that linear algebra is important in machine learning. Linear algebra is the mathematics of data. It’s all vectors and matrices of numbers. Modern statistics is described using the notation of linear algebra and modern statistical methods harness the tools of linear algebra. Modern machine learning methods are described the same way, using the notations and tools drawn directly from linear algebra. Even some classical methods used in the field, such as linear regression via linear least squares and singular-value decomposition, are linear algebra methods, and other methods, such as principal component analysis, were born from the marriage of linear algebra and statistics. To read and understand machine learning, you must be able to read and understand linear algebra. Practitioners Study Linear Algebra Too Early If you ask how to get started in machine learning, you will very likely be told to start with linear algebra. We know that knowledge of linear algebra is critically important, but it does not have to be the place to start. Learning linear algebra first, then calculus, probability, statistics, and eventually machine learning theory is a long and slow bottom-up path. A better fit for developers is to start with systematic procedures that get results, and work back to the deeper understanding of theory, using working results as a context. I call this the top-down or results-first approach to machine learning, and linear algebra is not the first step, but perhaps the second or third. Practitioners Study Too Much Linear Algebra When practitioners do circle back to study linear algebra, they learn far more of the field than is required for or relevant to machine learning. Linear algebra is a large field of study that has tendrils into engineering, physics and quantum physics. There are also theorems and derivations for nearly everything, most of which will not help you get better skill from or a deeper understanding of your machine learning model. Only a specific subset of linear algebra is required, though you can always go deeper once you have the basics.

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