Class Times: Tuesday, 14:00-17:00 Location: Various locations - please check the timetable Instructors: Massimiliano Pontil Course description
Prerequisites
A good background in university-level mathematics (calculus, elements of linear algebra).Grading
The course has the following assessment component: one written assignment (30% of the final assessment). Deadline: Noon, November 21, 2014. [Download assignement]
Syllabus
The schedule of the course is listed below. Follow the link for each class to find a detailed description, suggested readings, and lecture slides.
Date Title Tuesday, Oct 15 and 29 Linear Algebra Review -- Vector and matrix operations
-- Orthogonality
-- Norms
-- Singular value decomposition
Tuesday, Nov 12 Applications of SVD in ML and data analysis -- Principal component analysis
-- Least squares and regularization
Tuesday, Nov 26 Elements of graph theory. Application in ML and data analysis
Tuesday, Dec 3 Convex optimization Reading List
- Lecture Notes.
- L.N. Trefethen and D. Bau, III. Numerical Linear Algebra. SIAM, 1997 (Weeks 1-2).