EEE465 Numerical Methods for Artificial Intelligence

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source: Matrix Methods in Machine Learning, Laurent Lessard

weekly schedule

week part topic
1 linear algebra introduction; linear algebra review; block matrices and norms
2 linear algebra linear independence and rank; subspaces and linear equations
3 least squares least squares (LS); vector derivatives and positive semidefinite matrices
4 least squares orthogonality and Gram-Schmidt algorithm; LS classification and cross-validation
5 singular value decomposition motivating the singular value decomposition (SVD); matrix norms and the SVD
6 singular value decomposition SVD geometry and principal component analysis (PCA); low-rank approximation and pseudoinverse; SVD geometry and sensitivity
7   review and preparation for the exam (midterm)
8   midterm exam
9 regularization trade-offs and regularization; regularization examples
10 optimization for machine learning iterative methods; proximal algorithms; convexity and support vector machine (SVM)
11 optimization for machine learning gradient methods; stochastic gradient method; max-margin SVM and kernels
12 constrained optimization convex optimization; bounding and duality; Karush-Kuhn-Tucker (KKT) conditions
13 machine learning artificial neural networks (ANNs) and perceptron; convolutional neural networks (CNNs)
14 machine learning unsupervised learning and k-means clustering; matrix problems and vectorization
15   review and preparation for the exam (final)

resources

textbooks (linear algebra)

Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares (Boyd&Vandenberghe)

Linear Algebra for Everyone (Strang)

Linear Algebra and Learning from Data (Strang)

textbooks (optimization)

Convex Optimization (Boyd&Vandenberghe)

Constrained Optimization and Lagrange Multiplier Methods (Bertsekas)

Convex Optimization: Algorithms and Complexity (Bubeck)

textbooks (machine learning)

Matrix Methods in Data Mining and Pattern Recognition (Eldén)

Learning from Data (Abu-Mostafa&Magdon-Ismail&Lin)

Mathematics for Machine Learning (Deisenroth&Faisal&Ong)

Deep Learning (Goodfellow&Bengio&Courville)

Neural Networks and Deep Learning (Nielsen)

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