Lin D.-CSDN博客

原创 Mathematics Basics - Multivariate Calculus (Optimization)

Newton-Raphson MethodWe have learned previously that a continuous and differentiable function can be approximated by a straight line tangent to it at a point.f(x+Δx)≈f(x)+f(1)(x)(Δx)f(x+\Delta x)\a...

2020-01-09 15:51:17 220

原创 Mathematics Basics - Multivariate Calculus (Taylor Series)

Taylor SeriesWe discussed in Jacobian chapter some challenges with applying Jacobian in reality. One of the challenges is when there is no clearly defined analytical function or that function is too ...

2020-01-09 15:43:08 249

原创 Mathematics Basics - Multivariate Calculus (Multivariate Chain Rule)

Multivariate Chain RuleWe have seen an example previously about how to use chain rule to calculate total derivative of function f with respect to variable t through intermediate variables x, y and z ...

2020-01-09 15:30:49 297

原创 Mathematics Basics - Multivariate Calculus (Partial Derivatives)

Partial DerivativesBuilding on what we have learned previously on univariate calculus, we can extend the concept of gradient to multivariate cases. For example, in a function f(x,y,z)=sin⁡(x)eyz2f(x,...

2020-01-09 15:25:45 224 1

原创 Mathematics Basics - Multivariate Calculus (Introduction)

Multivariate CalculusIntroIn this series of articles, I am going to introduce you to the concept of multivariate calculus and its different applications. As the name stands, multivariate means there...

2020-01-09 15:21:46 224

原创 Mathematics Basics - Linear Algebra (Matrix Part 3)

Eigen TheoryDefine Eigen Vectors and Eigen ValuesWe have seen previously how to transform a single vector to a new vector space by matrix multiplication. In fact, we can also apply transformation on...

2020-01-07 15:41:46 358

原创 Mathematics Basics - Linear Algebra (Matrix Part 2)

Matrix Inverse and DeterminantMatrix InverseWe will now turn our attention to solving simultaneous equations. Elimination and substitution are the typical methods we employ to solve simultaneous equ...

2020-01-07 15:24:52 286

原创 Mathematics Basics - Linear Algebra (Matrix Part 1)

MatrixIntroA lot of ideas in matrix are related to what we have already learned in vector. Recall that we can express a simultaneous equation as multiplication of a matrix and a vector.2a+3b=125a+b...

2020-01-07 15:13:45 233

原创 Mathematics Basics - Linear Algebra (Vector)

VectorIntroVector is the most fundamental concept in linear algebra. It is also used universally in machine learning algorithms. One simple application is to write our familiar simultaneous equation...

2020-01-07 15:04:23 451

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