Mathematics for Machine Learning: Linear Algebra, Module 5 Eigenvalues and Eigenvectors Application to Data Problems

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Mathematics for Machine Learning: Linear Algebra:

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About this course: In this course on Linear Algebra we look at what linear algebra is and how it relates to vectors and matrices. Then we look through what vectors and matrices are and how to work with them, including the knotty problem of eigenvalues and eigenvectors, and how to use these to solve problems. Finally we look at how to use these to do fun things with datasets – like how to rotate images of faces and how to extract eigenvectors to look at how the Pagerank algorithm works. Since we’re aiming at data-driven applications, we’ll be implementing some of these ideas in code, not just on pencil and paper. Towards the end of the course, you’ll write code blocks and encounter Jupyter notebooks in Python, but don’t worry, these will be quite short, focussed on the concepts, and will guide you through if you’ve not coded before. At the end of this course you will have an intuitive understanding of vectors and matrices that will help you bridge the gap into linear algebra problems, and how to apply these concepts to machine learning.

Who is this class for: This course is for people who want to refresh their maths skills in linear algebra, particularly for the purposes of doing data science and machine learning, or learning about data science and machine learning. We look at vectors, matrices and how to apply these to solve linear systems of equations, and how to apply these to computational problems.

Created by: Imperial College London

Module 5 Eigenvalues and Eigenvectors Application to Data Problems

Eigenvectors are particular vectors that are unrotated by a transformation matrix, and eigenvalues are the amount by which the eigenvectors are stretched. These special ‘eigen-things’ are very useful in linear algebra and will let us examine Google’s famous PageRank algorithm for presenting web search results. Then we’ll apply this in code, which will wrap up the course.

Learning Objectives

• Identify geometrically what an eigenvector/value is

• Apply mathematical formulation in simple cases

• Build an intuition of larger dimention eigensystems

• Write code to solve a large dimentional eigen problem

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