Basics of Linear Algebra for Machine Learning


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brownlee j basics of linear algebra for machine learning dis


Part VIII
Conclusions
195


How Far You Have Come
You made it. Well done. Take a moment and look back at how far you have come. You now
know:
ˆ What linear algebra is and why it is relevant and important to machine learning.
ˆ How to create, index, and generally manipulate data in NumPy arrays.
ˆ What a vector is and how to perform vector arithmetic and calculate vector norms.
ˆ What a matrix is and how to perform matrix arithmetic, including matrix multiplication.
ˆ A suite of types of matrices, their properties, and advanced operations involving matrices.
ˆ What a tensor is and how to perform basic tensor arithmetic.
ˆ Matrix factorization methods, including the eigendecomposition and singular-value de-
composition.
ˆ How to calculate and interpret basic statistics using the tools of linear algebra.
ˆ How to implement methods using the tools of linear algebra, such as principal component
analysis and linear least squares regression.
Don’t make light of this. You have come a long way in a short amount of time. You
have developed the important and valuable foundational skills in linear algebra. You can now
confidently:
ˆ Read the linear algebra mathematics in machine learning papers.
ˆ Implement the linear algebra descriptions of machine learning algorithms.
ˆ Describe your machine learning models using the notation and operations of linear algebra.
The sky’s the limit.
Thank You!
I want to take a moment and sincerely thank you for letting me help you start your linear
algebra journey. I hope you keep learning and have fun as you continue to master machine
learning.
Jason Brownlee
2018
196

Document Outline

  • Copyright
  • Contents
  • Preface
  • I Introduction
    • Welcome
      • Who Is This Book For?
      • About Your Outcomes
      • How to Read This Book
      • About the Book Structure
      • About Python Code Examples
      • About Further Reading
      • About Getting Help
      • Summary
  • II Foundations
    • Introduction to Linear Algebra
      • Tutorial Overview
      • Linear Algebra
      • Numerical Linear Algebra
      • Linear Algebra and Statistics
      • Applications of Linear Algebra
      • Further Reading
      • Summary
    • Linear Algebra and Machine Learning
      • Reasons to NOT Learn Linear Algebra
      • Learn Linear Algebra Notation
      • Learn Linear Algebra Arithmetic
      • Learn Linear Algebra for Statistics
      • Learn Matrix Factorization
      • Learn Linear Least Squares
      • One More Reason
      • Summary
    • Examples of Linear Algebra in Machine Learning
      • Overview
      • Dataset and Data Files
      • Images and Photographs
      • One Hot Encoding
      • Linear Regression
      • Regularization
      • Principal Component Analysis
      • Singular-Value Decomposition
      • Latent Semantic Analysis
      • Recommender Systems
      • Deep Learning
      • Summary
  • III NumPy
    • Introduction to NumPy Arrays
      • Tutorial Overview
      • NumPy N-dimensional Array
      • Functions to Create Arrays
      • Combining Arrays
      • Extensions
      • Further Reading
      • Summary
    • Index, Slice and Reshape NumPy Arrays
      • Tutorial Overview
      • From List to Arrays
      • Array Indexing
      • Array Slicing
      • Array Reshaping
      • Extensions
      • Further Reading
      • Summary
    • NumPy Array Broadcasting
      • Tutorial Overview
      • Limitation with Array Arithmetic
      • Array Broadcasting
      • Broadcasting in NumPy
      • Limitations of Broadcasting
      • Extensions
      • Further Reading
      • Summary
  • IV Matrices
    • Vectors and Vector Arithmetic
      • Tutorial Overview
      • What is a Vector
      • Defining a Vector
      • Vector Arithmetic
      • Vector Dot Product
      • Vector-Scalar Multiplication
      • Extensions
      • Further Reading
      • Summary
    • Vector Norms
      • Tutorial Overview
      • Vector Norm
      • Vector L1 Norm
      • Vector L2 Norm
      • Vector Max Norm
      • Extensions
      • Further Reading
      • Summary
    • Matrices and Matrix Arithmetic
      • Tutorial Overview
      • What is a Matrix
      • Defining a Matrix
      • Matrix Arithmetic
      • Matrix-Matrix Multiplication
      • Matrix-Vector Multiplication
      • Matrix-Scalar Multiplication
      • Extensions
      • Further Reading
      • Summary
    • Types of Matrices
      • Tutorial Overview
      • Square Matrix
      • Symmetric Matrix
      • Triangular Matrix
      • Diagonal Matrix
      • Identity Matrix
      • Orthogonal Matrix
      • Extensions
      • Further Reading
      • Summary
    • Matrix Operations
      • Tutorial Overview
      • Transpose
      • Inverse
      • Trace
      • Determinant
      • Rank
      • Extensions
      • Further Reading
      • Summary
    • Sparse Matrices
      • Tutorial Overview
      • Sparse Matrix
      • Problems with Sparsity
      • Sparse Matrices in Machine Learning
      • Working with Sparse Matrices
      • Sparse Matrices in Python
      • Extensions
      • Further Reading
      • Summary
    • Tensors and Tensor Arithmetic
      • Tutorial Overview
      • What are Tensors
      • Tensors in Python
      • Tensor Arithmetic
      • Tensor Product
      • Extensions
      • Further Reading
      • Summary
  • V Factorization
    • Matrix Decompositions
      • Tutorial Overview
      • What is a Matrix Decomposition
      • LU Decomposition
      • QR Decomposition
      • Cholesky Decomposition
      • Extensions
      • Further Reading
      • Summary
    • Eigendecomposition
      • Tutorial Overview
      • Eigendecomposition of a Matrix
      • Eigenvectors and Eigenvalues
      • Calculation of Eigendecomposition
      • Confirm an Eigenvector and Eigenvalue
      • Reconstruct Matrix
      • Extensions
      • Further Reading
      • Summary
    • Singular Value Decomposition
      • Tutorial Overview
      • What is the Singular-Value Decomposition
      • Calculate Singular-Value Decomposition
      • Reconstruct Matrix
      • Pseudoinverse
      • Dimensionality Reduction
      • Extensions
      • Further Reading
      • Summary
  • VI Statistics
    • Introduction to Multivariate Statistics
      • Tutorial Overview
      • Expected Value and Mean
      • Variance and Standard Deviation
      • Covariance and Correlation
      • Covariance Matrix
      • Extensions
      • Further Reading
      • Summary
    • Principal Component Analysis
      • Tutorial Overview
      • What is Principal Component Analysis
      • Calculate Principal Component Analysis
      • Principal Component Analysis in scikit-learn
      • Extensions
      • Further Reading
      • API
      • Articles
      • Summary
    • Linear Regression
      • Tutorial Overview
      • What is Linear Regression
      • Matrix Formulation of Linear Regression
      • Linear Regression Dataset
      • Solve via Inverse
      • Solve via QR Decomposition
      • Solve via SVD and Pseudoinverse
      • Solve via Convenience Function
      • Extensions
      • Further Reading
      • Summary
  • VII Appendix
    • Getting Help
      • Linear Algebra on Wikipedia
      • Linear Algebra Textbooks
      • Linear Algebra University Courses
      • Linear Algebra Online Courses
      • NumPy Resources
      • Ask Questions About Linear Algebra
      • How to Ask Questions
      • Contact the Author
    • How to Setup a Workstation for Python
      • Overview
      • Download Anaconda
      • Install Anaconda
      • Start and Update Anaconda
      • Further Reading
      • Summary
    • Linear Algebra Cheat Sheet
      • Array Creation
      • Vectors
      • Matrices
      • Types of Matrices
      • Matrix Operations
      • Factorization
      • Statistics
    • Basic Math Notation
      • Tutorial Overview
      • The Frustration with Math Notation
      • Arithmetic Notation
      • Greek Alphabet
      • Sequence Notation
      • Set Notation
      • Other Notation
      • Tips for Getting More Help
      • Further Reading
      • Summary
  • VIII Conclusions
    • How Far You Have Come

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