Linear Algebra and Learning from Data 线性代数与数据学习

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.
内容概要:本书《Linear Algebra and Learning from Data》由Gilbert Strang编写,旨在将线性代数机器学习紧密结合,帮助读者理解数据科学中的数学基础。全书分为七个部分,涵盖线性代数的核心概念(如矩阵运算、特征值、奇异值分解)、大规模矩阵计算、低秩和压缩感知、特殊矩阵、概率统计、优化方法以及从数据学习。书中详细探讨了深度神经网络的构建、卷积神经网络、反向传播等主题。此外,还介绍了随机梯度下降、随机矩阵近似等现代算法,强调了压缩感知在MRI等医学成像领域的应用。 适合人群:具备一定数学基础,对线性代数和机器学习感兴趣的本科生、研究生以及相关领域的研究人员。 使用场景及目标:①帮助读者理解线性代数在机器学习中的应用,掌握矩阵运算、特征值、奇异值分解等核心概念;②学习大规模矩阵计算的方法,如随机化线性代数;③掌握优化方法,包括梯度下降及其变体;④理解深度学习的基本原理,如神经网络的构建和训练。 其他说明:本书不仅提供了理论推导,还结合了大量实例和练习题,帮助读者更好地理解和应用所学知识。书中引用了许多前沿研究,确保内容的时效性和实用性。读者可以通过配套网站获取更多资源,包括视频讲座和课程材料。 配套视频:https://www.bilibili.com/video/BV1wv411E76X
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.
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.
线性代数是数学中的一个分支,它研究线性方程组、线性映射和向量空间等概念,是现代数学和科学领域中重要的基础理论之一。通过线性代数的工具和方法,我们可以解决许多现实世界中的问题,尤其在数据分析和机器学习等领域有着广泛的应用。 线性代数提供了一种能够更好地理解和处理数据的框架。在数据分析中,我们经常需要对大量的数据进行处理和分析。线性代数中的矩阵和向量运算为我们提供了处理数据的有效工具,可以帮助我们将复杂的数据结构简化成数学上更易于处理和理解的形式。通过矩阵和向量的运算,我们可以进行数据的线性变换、特征提取、降维和模型建立等操作,从而更好地理解数据的特性和规律。 另外,在机器学习中,线性代数也是一个基础而重要的概念。机器学习算法的核心是通过学习数据中的模式和规律来做出预测和决策。线性代数中的向量空间和线性映射等概念可以帮助我们建立模型和优化算法,从而提高机器学习的性能和效果。例如,支持向量机、线性回归和主成分分析等机器学习算法都基于线性代数的理论和方法来实现。 因此,通过学习线性代数,我们可以更好地理解和分析数据,并在机器学习数据分析中应用相关的算法和技术。线性代数为我们提供了一种强大的数学工具,可以提高数据分析和机器学习的效率和准确性,对于深入理解和应用数据科学具有重要的作用。
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