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Introduction To Linear Algebra

This document provides an introduction to linear algebra from a machine learning perspective. It states that linear algebra is the mathematics of data involving matrices and vectors, and is a prerequisite for understanding machine learning. The tutorial is divided into four parts covering linear algebra, numerical linear algebra, linear algebra and statistics, and applications of linear algebra. It provides an example of a linear equation and system of linear equations to illustrate how linear algebra describes relationships between variables.

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Kang Chul
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© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
275 views

Introduction To Linear Algebra

This document provides an introduction to linear algebra from a machine learning perspective. It states that linear algebra is the mathematics of data involving matrices and vectors, and is a prerequisite for understanding machine learning. The tutorial is divided into four parts covering linear algebra, numerical linear algebra, linear algebra and statistics, and applications of linear algebra. It provides an example of a linear equation and system of linear equations to illustrate how linear algebra describes relationships between variables.

Uploaded by

Kang Chul
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Introduction to Linear Algebra

Linear algebra is a field of mathematics that is universally agreed to be a prerequisite to a


deeper understanding of machine learning. Although linear algebra is a large field with
many esoteric theories and findings, the nuts and bolts tools and notations taken from the
field are practical for machine learning practitioners. With a solid foundation of what linear
algebra is, it is possible to focus on just the good or relevant parts. In this tutorial, you will
discover what exactly linear algebra is from a machine learning perspective. After
completing this tutorial, you will know:

ˆ Linear algebra is the mathematics of data.


ˆ Linear algebra has had a marked impact on the field of statistics.
ˆ Linear algebra underlies many practical mathematical tools, such as Fourier series and
computer graphics.

Let’s get started.

Tutorial Overview
This tutorial is divided into 4 parts; they are:

1. Linear Algebra.
2. Numerical Linear Algebra.
3. Linear Algebra and Statistics.
4. Applications of Linear Algebra.

Linear Algebra
Linear algebra is a branch of mathematics, but the truth of it is that linear algebra is the
mathematics of data. Matrices and vectors are the language of data. Linear algebra is about
linear combinations. That is, using arithmetic on columns of numbers called vectors and arrays

1
Numerical Linear Algebra 3

of numbers called matrices, to create new columns and arrays of numbers. Linear algebra is the
study of lines and planes, vector spaces and mappings that are required for linear transforms.
It is a relatively young field of study, having initially been formalized in the 1800s in order
to find unknowns in systems of linear equations. A linear equation is just a series of terms and
mathematical operations where some terms are unknown; for example:

y=4× x+1 (1.1)


Equations like this are linear in that they describe a line on a two-dimensional graph. The
line comes from plugging in different values into the unknown x to find out what the equation
or model does to the value of y. We can line up a system of equations with the same form with
two or more unknowns; for example:

y = 0.1 × x1 + 0.4 × x2
y = 0.3 × x1 + 0.9 × (1.2)
x2
y = 0.2 × x1 + 0.3 ×
x2
···
The column of y values can be taken as a column vector of outputs from the
equation. The two columns of integer values are the data columns, say a1 and
a2, and can be taken as a matrix
A. The two unknown values x1 and x2 can be taken as the coefficients of the
equation and together form a vector of unknowns b to be solved. We can
write this compactly using linear algebra notation as:

y=A·b

(1.3)
Problems of this form are generally challenging to solve because there
are more unknowns (here we have 2) than there are equations to solve (here
we have 3). Further, there is often no single line that can satisfy all of the
equations without error. Systems describing problems we are often interested
in (such as a linear regression) can have an infinite number of solutions. This
gives a small taste of the very core of linear algebra that interests us as
machine learning practitioners. Much of the rest of the operations are about
making this problem and problems like it easier to understand and solve.

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