Mathematics For Machine Learning: More Information
Mathematics For Machine Learning: More Information
A. Aldo Faisal
Imperial College London
314–321, 3rd Floor, Plot 3, Splendor Forum, Jasola District Centre, New Delhi – 110025, India
www.cambridge.org
Information on this title: www.cambridge.org/9781108470049
DOI: 10.1017/9781108679930
© Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong 2020
A catalogue record for this publication is available from the British Library.
Contents
List of Symbols ix
Preface xi
Acknowledgments xv
2 Linear Algebra 8
2.1 Systems of Linear Equations 10
2.2 Matrices 12
2.3 Solving Systems of Linear Equations 17
2.4 Vector Spaces 24
2.5 Linear Independence 29
2.6 Basis and Rank 33
2.7 Linear Mappings 36
2.8 Affine Spaces 48
2.9 Further Reading 50
Exercises 51
3 Analytic Geometry 57
3.1 Norms 58
3.2 Inner Products 59
3.3 Lengths and Distances 61
3.4 Angles and Orthogonality 63
3.5 Orthonormal Basis 65
3.6 Orthogonal Complement 65
3.7 Inner Product of Functions 66
3.8 Orthogonal Projections 67
3.9 Rotations 76
3.10 Further Reading 79
Exercises 80
vi Contents
4 Matrix Decompositions 82
4.1 Determinant and Trace 83
4.2 Eigenvalues and Eigenvectors 88
4.3 Cholesky Decomposition 96
4.4 Eigendecomposition and Diagonalization 98
4.5 Singular Value Decomposition 101
4.6 Matrix Approximation 111
4.7 Matrix Phylogeny 115
4.8 Further Reading 116
Exercises 118
Contents vii
References 357
Index 367
List of Symbols
ix
x List of Symbols
Acronym Meaning
e.g. Exempli gratia (Latin: for example)
GMM Gaussian mixture model
i.e. Id est (Latin: this means)
i.i.d. Independent, identically distributed
MAP Maximum a posteriori
MLE Maximum likelihood estimation/estimator
ONB Orthonormal basis
PCA Principal component analysis
PPCA Probabilistic principal component analysis
REF Row-echelon form
SPD Symmetric, positive definite
SVM Support vector machine
Preface
xi
xii Preface
Preface xiii
Acknowledgments
We are grateful to many people who looked at early drafts of the book and suf-
fered through painful expositions of concepts. We tried to implement their ideas
that we did not vehemently disagree with. We would like to especially acknowl-
edge Christfried Webers for his careful reading of many parts of the book, and his
detailed suggestions on structure and presentation. Many friends and colleagues
have also been kind enough to provide their time and energy on different versions
of each chapter. We have been lucky to benefit from the generosity of the online
community, who have suggested improvements via github.com, which greatly
improved the book.
The following people have found bugs, proposed clarifications and suggested
relevant literature, either via github.com or personal communication. Their
names are sorted alphabetically.
xvi Acknowledgments
Contributors through github, whose real names were not listed on their github
profile, are the following:
We are also very grateful to Parameswaran Raman and the many anonymous
reviewers, organized by Cambridge University Press, who read one or more
Acknowledgments xvii