This textbook is the second edition of the linear algebra and
optimization book that was published in 2020. The exposition in this
edition is greatly simplified as compared to the first edition. The
second edition is enhanced with a large number of solved examples and
exercises. A frequent challenge faced by beginners in machine learning
is the extensive background required in linear algebra and
optimization. One problem is that the existing linear algebra and
optimization courses are not specific to machine learning; therefore,
one would typically have to complete more course material than is
necessary to pick up machine learning. Furthermore, certain types of
ideas and tricks from optimization and linear algebra recur more
frequently in machine learning than other application-centric
settings. Therefore, there is significant value in developing a view
of linear algebra and optimization that is better suited to the
specific perspective of machine learning. It is common for machine
learning practitioners to pick up missing bits and pieces of linear
algebra and optimization via “osmosis” while studying the
solutions to machine learning applications. However, this type of
unsystematic approach is unsatisfying because the primary focus on
machine learning gets in the way of learning linear algebra and
optimization in a generalizable way across new situations and
applications. Therefore, we have inverted the focus in this book, with
linear algebra/optimization as the primary topics of interest, and
solutions to machine learning problems as the applications of this
machinery. In other words, the book goes out of its way to teach
linear algebra and optimization with machine learning examples. By
using this approach, the book focuses on those aspects of linear
algebra and optimization that are more relevant to machine learning,
and also teaches the reader how to apply them in the machine learning
context. As a side benefit, the reader will pick up knowledge of
several fundamental problems in machine learning. At the end of the
process, the reader will become familiar with many of the basic
linear-algebra- and optimization-centric algorithms in machine
learning. Although the book is not intended to provide exhaustive
coverage of machine learning, it serves as a “technical starter”
for the key models and optimization methods in machine learning. Even
for seasoned practitioners of machine learning, a systematic
introduction to fundamental linear algebra and optimization
methodologies can be useful in terms of providing a fresh
perspective. The chapters of the book are organized as follows.
1-Linear algebra and its applications: The chapters focus on the
basics of linear algebra together with their common applications to
singular value decomposition, matrix factorization, similarity
matrices (kernel methods), and graph analysis. Numerous machine
learning applications have been used as examples, such as spectral
clustering, kernel-based classification, and outlier detection. The
tight integration of linear algebra methods with examples from machine
learning differentiates this book from generic volumes on linear
algebra. The focus is clearly on the most relevant aspects of linear
algebra for machine learning and to teach readers how to apply these
concepts. 2-Optimization and its applications: Much of machine
learning is posed as an optimization problem in which we try to
maximize the accuracy of regression and classification models. The
“parent problem” of optimization-centric machine learning is
least-squares regression. Interestingly, this problem arises in both
linear algebra and optimization and is one of the key connecting
problems of the two fields. Least-squares regression is also the
starting point for support vector machines, logistic regression, and
recommender systems. Furthermore, the methods for dimensionality
reduction and matrix factorization also require the development of
optimization methods. A general view of optimization in computational
graphs is discussed together with its applications to backpropagation
in neural networks. The primary audience for this textbook is
graduate level students and professors. The secondary audience is
industry. Advanced undergraduates might also be interested, and it is
possible to use this book for the mathematics requirements of an
undergraduate data science course.
Les mer
A Textbook
Produktdetaljer
ISBN
9783031986192
Publisert
2025
Utgave
2. utgave
Utgiver
Springer Nature
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter