吴恩达机器学习-手写笔记二 - Machine Learning 基础知识:Linear Algebra 线性代数

 

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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.

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