Matrix Calculus for Machine Learning and Beyond
18.S096 · Mathematics · Undergraduate · January IAP 2023
Prof. Alan Edelman, Prof. Steven G. Johnson
<p>We all know that calculus courses such as <em>18.01 Single Variable Calculus</em> and <em>18.02 Multivariable Calculus</em> cover univariate and vector calculus, respectively. Modern applications such as machine learning and large-scale optimization require the next big step, “matrix calculus” and calculus on arbitrary vector spaces.</p> <p>This class covers a coherent approach to matrix calculus showing techniques that allow you to think of a matrix holistically (not just as an array of sca…
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Prof. Alan Edelman, Prof. Steven G. Johnson. 18.S096 Matrix Calculus for Machine Learning and Beyond. January IAP 2023. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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