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Lecture 2
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ILO
• To be familiar with representation and math operations in linear
algebra
• To know the concept of derivative, the derivatives of common
functions and the chain rule for differentiation
• To understand the concept of gradient descent, its applications and
limitations
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Survey 1 – go through the following
problems
1.
2.
3.
4.
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Scalar, vector, matrix and tensor
Scalar
Vector
Matrix
Tensor
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Vector
• Column and row vectors
• Examples
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Vector
• Transpose
Cosine similarity 6
Vector
• Norm of a vector
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Matrix
• Special types of matrix
• Diagonal, upper-triangular, lower-triangular, identity, symmetric
• Transpose
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Matrix
• Math manipulations
• Addition
• Subtraction
• Scalar multiplication
• Matrix multiplication
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Matrix
• Determinant
• Inverse
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Matrices and vectors can be used to
conveniently represent linear equation systems
Overall score = 20% test1 + 20% test 2 +20%
midterm + 10% quizzes + 30% final
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Useful reference
• http://www.cs.cmu.edu/~zkolter/course/linalg/linalg_notes.pdf
• https://pages.cs.wisc.edu/~amos/412/lecture-notes/lecture14.pdf
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(Differential) Calculus
• Survey 2 – complete the poll after you have gone through the
following problems
Calculate the derivatives of the following functions:
2
𝑦 =𝑥 +1
1
𝑦= −𝑥
1+𝑒
𝑦 =|𝑥|
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Derivative
• Continuous, differentiable, smooth
• Derivative measures the function value (output variable, y) change
with respect to an infinitesimal change of the argument (input
variable, x).
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Derivatives of common functions
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https://www.mathsisfun.com/calculus/derivatives-rules.html
Partial derivatives
The derivative with respect to
one variable, while holding all
other variables constant.
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Mathematical Optimization (of a smooth
function)
Some basic concepts Example
Objective
min 𝑦=𝑥 − 1
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Numerical optimization
• Gradient
• The direction where the function value increases the fastest
𝜕𝑓 𝜕𝑓
𝑔𝑟𝑎𝑑 𝑓 ( 𝑥 , 𝑦 ) =∇ 𝑓 ( 𝑥 , 𝑦 )=( , )
𝜕𝑥 𝜕 𝑦
• Step size
• The distance to move along the negative gradient direction (for minimization)
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Python Programming
• Jupyter notebook
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• Install Jupyter Notebook before Friday’s lecture
• https://www.dataquest.io/blog/jupyter-notebook-tutorial/
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