Linear Algebra review (optional)

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Presentation transcript:

Linear Algebra review (optional) Matrices and vectors Machine Learning

Matrix: Rectangular array of numbers: Dimension of matrix: number of rows x number of columns

Matrix Elements (entries of matrix) “ , entry” in the row, column.

Vector: An n x 1 matrix. 1-indexed vs 0-indexed: element n-dimensional vector

Addition and scalar multiplication Linear Algebra review (optional) Addition and scalar multiplication Machine Learning

Matrix Addition

Scalar Multiplication

Combination of Operands

Matrix-vector multiplication Linear Algebra review (optional) Matrix-vector multiplication Machine Learning

Example

To get , multiply ’s row with elements of vector , and add them up. Details: m x n matrix (m rows, n columns) n x 1 matrix (n-dimensional vector) m-dimensional vector To get , multiply ’s row with elements of vector , and add them up.

Example

House sizes:

Matrix-matrix multiplication Linear Algebra review (optional) Matrix-matrix multiplication Machine Learning

Example

Details: The column of the matrix is obtained by multiplying m x n matrix (m rows, n columns) n x o matrix (n rows, o columns) m x o matrix The column of the matrix is obtained by multiplying with the column of . (for = 1,2,…,o)

Example 7 2 7

House sizes: Have 3 competing hypotheses: 1. 2. 3. Matrix Matrix

Matrix multiplication properties Linear Algebra review (optional) Matrix multiplication properties Machine Learning

Let and be matrices. Then in general, (not commutative.) E.g.

Let Compute Let Compute

Examples of identity matrices: Identity Matrix Denoted (or ). Examples of identity matrices: 2 x 2 3 x 3 4 x 4 For any matrix ,

Inverse and transpose Linear Algebra review (optional) Machine Learning

Not all numbers have an inverse. Matrix inverse: If A is an m x m matrix, and if it has an inverse, Matrices that don’t have an inverse are “singular” or “degenerate”

Matrix Transpose Example: Let be an m x n matrix, and let Then is an n x m matrix, and