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Linear Algebra: Dama50 - Mathematics For Machine Learning

The document discusses key linear algebra concepts for machine learning, including vectors, systems of linear equations, matrices, matrix operations, determinants, matrix inverse, and solving systems of linear equations using Gaussian elimination. It also covers linear dependence and independence of vectors, basis, rank, and the image and kernel of transformations.

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Papadakis Christos
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238 views29 pages

Linear Algebra: Dama50 - Mathematics For Machine Learning

The document discusses key linear algebra concepts for machine learning, including vectors, systems of linear equations, matrices, matrix operations, determinants, matrix inverse, and solving systems of linear equations using Gaussian elimination. It also covers linear dependence and independence of vectors, basis, rank, and the image and kernel of transformations.

Uploaded by

Papadakis Christos
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Linear Algebra
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Linear algebra is the study of vectors and certain rules to
manipulate vectors
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Manipulating vectors
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Systems of Linear Equations
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Matrix

M. P. Deisenroth, A. A. Faisal and Ch. S. Ong, Mathematics for Machine Learning, p. 22


DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Matrix
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Matrix Addition

A+B=B+A
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Matrix Multiplication

AB≠BA
matrix multiplication is not commutative
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


(Back to) Systems of Linear Equations
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Identity Matrix
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Inverse Matrix

Consider a square matrix A, if there is a matrix B so that

AB = I = BA

then B is called the inverse of A and denoted by A-1.

Not every matrix A possesses an inverse A−1.


DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Inverse of a 2x2 matrix
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Inverse of a 2x2 matrix
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Inverse of a 2x2 matrix

A matrix is invertible if and only if its determinant is non-zero.


DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Determinants
Determinant of a 2x2 matrix

Determinant of a 3x3 matrix


DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Multiplication by a Scalar
Multiply a matrix A by a scalar λ
λ A = K, where Kij =λ Aij.


Transpose Matrix
For a matrix A, the matrix B with
bij = aji is called the transpose of A.
We write B = AT.
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Transpose Matrix
The transpose of a matrix A (denoted by ) is obtained by interchanging the rows and columns of A.

Example:

A matrix B is called symmetric if

Example:
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Matrix inverse
The inverse of a square matrix denoted by is defined as follows
provided We can calculate the inverse of a matrix using the following formula

where the adjugated matrix is defined as follows:


Example
For a 2x2 matrix

For a 3x3 matrix A, we first calculate the cofactor matrix C.


The adjugated matrix is the transpose of C
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Why do we need the inverse of a square matrix?

If a system of linear equations is described by a square matrix A,


Ax = b

Then by applying the inverse of A in both sides we get:


A-1A x = A-1b
Where, A-1A ≡ Ι, thus:
x = A-1b

Because we can use it to solve the system of linear equations.


DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Solving Systems of Linear Equations (Gaussian Elimination)
DAMA50 - MATHEMATICS FOR MACHINE LEARNING


Solving Systems of Linear Equations (Gaussian Elimination)
DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Linearly (In)dependent Vectors
DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Linearly (In)dependent Vectors (Example)
DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Linearly (In)dependent Vectors (Example)
DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Basis
Consider a vector space V and a generating set A of V is called
minimal if there exists no smaller set A that spans V. Every linearly
independent generating set of V is minimal and is called a basis of V.


Rank
The number of linearly independent columns of a matrix A equals the
number of linearly independent rows and is called the rank of A and is
denoted by rk(A).
DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Basis (Example)
DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Rank (Example)
DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Image and Kernel of a transformation
DAMA50 - MATHEMATICS FOR MACHINE LEARNING

Kernel of a transformation (exercise).

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