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CSC 5800: Intelligent Systems:: Algorithms and Tools

This document provides an overview of key concepts in linear algebra and statistics that are covered in the CSC 5800 Intelligent Systems lecture. It defines common terms like vectors, matrices, and dimensionality. It also summarizes common matrix operations like addition, scalar multiplication, and matrix multiplication. Finally, it briefly outlines several statistical metrics like mean, median, mode, and chi-square statistic.

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Ayman Mansour Al-Faqeeh
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97 views

CSC 5800: Intelligent Systems:: Algorithms and Tools

This document provides an overview of key concepts in linear algebra and statistics that are covered in the CSC 5800 Intelligent Systems lecture. It defines common terms like vectors, matrices, and dimensionality. It also summarizes common matrix operations like addition, scalar multiplication, and matrix multiplication. Finally, it briefly outlines several statistical metrics like mean, median, mode, and chi-square statistic.

Uploaded by

Ayman Mansour Al-Faqeeh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

CSC 5800:

Intelligent Systems:
Algorithms and Tools

Lecture 2:
Linear algebra Review

Acknowledgement: This lecture is partially based on the slides from


http://chortle.ccsu.edu/VectorLessons/index.html

Some Terminology
• Point — a geometric object; a location in 3D (or 2D) space.

• Vector — a geometric object that has properties of direction and


length, but not location.

• Column matrix — an ordered list of numbers arranged into a


column.

• Row matrix — an ordered list of numbers arranged into a row.

• Element — one of the numbers that makes up a column or row


matrix.

• Dimension — the number of elements in a column or row matrix.

1
Matrices
• Matrix is a tabular representation of a set of numbers
as a collection of rows and columns

• “m by n matrix” means it has m rows and n columns

• Transpose of matrix is obtained by interchanging


rows by columns
– (AT)T =A

• A(2, :) means all elements of row 2


• A(:,3) means all elements of column 3

Matrix Addition
• Two matrices should be of same dimension

• Commutative (A+B = B+A)

• Associative ((A+B)+C=A+(B+C))

• Zero matrix is the identity element A+0=A

• Additive Inverse of A is –A

2
Scalar Multiplication
• The product of a scalar α and matrix A, is the matrix B= αA

• Associativity – α(βA) = (αβ)A

• Distributivity (Addition over Multiplication)– (α+β)A= αA+βA

• Distributivity (Multiplication over Addition)–α(A+B)= αA+ αB

• Scalar Identity - if α=1, then for any A, αA=A.

Matrix Multiplication
• To multiply two matrices
– No. of columns in the First matrix must the same as the No. of
rows in the Second Matrix

• A (m X n) B (n X k) = C (m X k)
• Generally, it is not Commutative AB<>BA

• Associativity, (AB)C=A(BC)

• Distributivity,
– A(B+C)=AB+AC
– (B+C)A=BA+CA

• Identity Matrix I (n Xn) is a diagonal matrix with 1 in the


diagonal

3
Matrix Properties
• The column rank of a matrix A is the maximal
number of linearly independent columns of A.
Likewise, the row rank is the maximal number
of linearly independent rows of A.

• The rank of an m-by-n matrix is at most the


lesser of m and n.

• A matrix that has as large a rank as possible is


said to have full rank; otherwise, the matrix is
rank deficient.

Matrices
• Singular Matrix have no inverse
– Determinant is zero

• Inverse of a Matrix

• AA-1 = I

• (ABC)-1 = C-1B-1A-1

4
Determinant

Determinant

5
Statistical Operations (from Wikipedia.org)

• Mean is the sum of the observations divided by the number of


observations. It describes the central location of the data

• Variance is the average of the squared differences between data points


and the mean. Standard deviation is the square root of the variance. It is a
measure of the spread of the values.

• Median is a type of average that is described as the number dividing the


higher half of a sample (or a population), from the lower half.
– More robust to outliers

• Mode of a data sample is the element that occurs most often in the
collection.
– For example, the mode of the sample [1, 3, 6, 6, 6, 6, 7, 7, 12, 12, 17]
is 6.
– Given the list of data [1, 1, 2, 4, 4] the mode is not unique, unlike the
arithmetic mean.

Percentile
• A percentile is the value of a variable below which a
certain percent of observations fall.

• E.g. 20th percentile is the value (or score) below which 20


percent of the observations may be found.

• The 25th percentile is also known as the first quartile; the


50th percentile as the median. Decile is equal to 10th
percentile.

• pth percentile of n ordered values is obtained by first


calculating the rank k=p(n+1)/100 , rounded to the
nearest integer and then taking the value that
corresponds to that rank

6
Harmonic Mean
• The harmonic mean H of the positive real numbers a1, ...,
an is defined to be

• If for half the distance of a trip you travel at 40 kilometres


per hour and for the other half of the distance you travel
at 60 kilometres per hour,

• Your average speed for the trip is given by the harmonic


mean of 40 and 60, which is 48; (not 50!!)

• i.e. the total amount of time for the trip is the same as if
you travelled the entire trip at 48 kilometres per hour.

Geometric Mean
• The nth root of the product of all the samples of the data
set, where n is the number of samples.

• The geometric mean is useful to determine "average


factors".
• For example, if a stock rose 10% in the first year, 20% in
the second year and fell 15% in the third year, then we
compute the geometric mean of the factors 1.10, 1.20 and
0.85 as (1.10 × 1.20 × 0.85)1/3 = 1.0391. We conclude
that the stock rose 3.91 percent per year, on average.

7
Relationship of the means
• In case of two numbers

• For all other cases,

Arithmetic Mean > Geometric Mean > Harmonic Mean

chi-square statistic
• X2 is the chi-square statistic is given by

X2 = Sigma [ (O-E)2 / E ]

where, O is the observed frequency and E is the expected frequency.

• For Heads, X2= (47-50)2/50=0.18


• For Tails, X2= (53-50)2/50=0.18
• The sum of these categories is 0.18 + 0.18 = 0.36
• Assess the significance levels and see if it is a fair coin
• More details about chi-square test are available at :
– http://cnx.org/content/m13487/latest/

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