Learn Matrix Factorization

Building on notation and arithmetic is the idea of matrix factorization, also called matrix
decomposition. You need to know how to factorize a matrix and what it means. Matrix
factorization is a key tool in linear algebra and used widely as an element of many more
complex operations in both linear algebra (such as the matrix inverse) and machine learning
(least squares).
Further, there are a range of different matrix factorization methods, each with different
strengths and capabilities, some of which you may recognize as ”machine learning” methods,
such as Singular-Value Decomposition, or SVD for short, for data reduction. In order to read
and interpret higher-order matrix operations, you must understand matrix factorization.

Learn Linear Least Squares

You need to know how to use matrix factorization to solve linear least squares. Linear algebra
was originally developed to solve systems of linear equations. These are equations where there
are more equations than there are unknown variables. As a result, they are challenging to
solve arithmetically because there is no single solution as there is no line or plane can fit the
data without some error. Problems of this type can be framed as the minimization of squared
error, called least squares, and can be recast in the language of linear algebra, called linear least
squares.
Linear least squares problems can be solved efficiently on computers using matrix
operations such as matrix factorization. Least squares is most known for its role in the
solution to linear regression models, but also plays a wider role in a range of machine
learning algorithms. In order to understand and interpret these algorithms, you must
understand how to use matrix factorization methods to solve least squares problems.

One More Reason

If I could give one more reason, it would be: because it is fun. Seriously. Learning linear
algebra, at least the way I teach it with practical examples and executable code, is a lot of fun.
Once you
2.8. Summary 10

can see how the operations work on real data, it is hard to avoid developing a strong intuition
for the methods. I am not alone in thinking that linear algebra can be fun if approached in the
right way:
Learning linear algebra can also be a lot of fun. Readers will experience knowledge
buzz as they learn about the connections between concepts, and it’s not uncommon
to experience mind-expanding moments while studying this subject.

— Page ix, No Bullshit Guide To Linear Algebra, 2017.

Why do you want to learn linear algebra? Let me know.

Summary
In this chapter, you discovered why, as a machine learning practitioner, you should deepen your
understanding of linear algebra. Specifically, you learned:
ˆ Not everyone should learn linear algebra, that it depends where you are in your process of
learning machine learning.
ˆ 5 Reasons why a deeper understanding of linear algebra is required for intermediate
machine learning practitioners.
ˆ That linear algebra can be fun if approached in the right way.

Next
In the next chapter you will discover 10 concrete examples of machine learning concepts
and methods that require an understanding of linear algebra.