MIT大牛Gilbert Strang新书:《线性代数与从数据中学习》抢先看

铜灵 发自 凹非寺
量子位 出品 | 公众号 QbitAI

经典教材《Introduction to Linear Algebra》(《线性代数导论》)的作者Gilbert Strang教授又要出新书了。

这本新书名叫Linear Algebra and Learning from Data(《线性代数与从数据中学习》),面向有一定基础、想进阶线性代数技能的同学。

此次教授亲自出马再推新书,号召力非常强大。微博科技博主@爱可可-爱生活推荐后短短几个小时,已经有200多人转发。

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注重关联

这本书全书有432页,共分为7章,每章内容从5到12小节不等。

7个章节主要内容分别为:

  1. 线性代数重点

  2. 计算大型矩阵

  3. 低秩与压缩感知

  4. 特殊矩阵

  5. 概率与统计

  6. 优化

  7. 从数据中学习

和普通的线性代数教材不同,这本书中还着力讲解了深度学习任务中与线性代数的联系。

比如在样章中可以看到,第七章节已经开始介绍深度神经网络、卷积神经网络、反向传播与链式法则等相关内容,还憧憬了对机器学习技术在真实世界应用的展望。

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Gilbert Strang本人在新书前言中表示,深度学习的出现不仅对人类生活起到的优化和促进作用,而且还促进了此前各种经典算法的进步。在线性代数基础上理解深度学习让人兴奋。

去年11月19日,这本书已经提上了出版日程。官方表示本月中旬将印刷。

MIT大牛出品

还未出版就受到这么多关注,也是因为这本书的作者Gilbert Strang是业界知名大牛。

此前Gilbert Strang那本线性代数教材《线性代数导论》)至今已被无数过来人安利,评价也是出奇得好:“难度适中”、“注重从实际问题中培养数学感觉”“在讲故事中理解数学原理”。

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作者Gilbert Strang是美国数学家,主要研究有限元理论、变分法、小波分析及线性代数等方向,还是牛津大学贝利奥尔学院荣誉研究员。

除了研究,Gilbert Strang对教育界的贡献一直没有间断,不仅现在仍在MIT数学系担任教授任教,还著有七部经典数学教材和一部专著。

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老爷子现在已经80多岁了,还在投身教育出版新书,网友称赞他“笔耕不辍”。

传送门

样章地址:

http://math.mit.edu/~gs/learningfromdata/

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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.
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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