斯坦福大学机器学习课程讲义第三讲—— 线性代数基础-精品·公开课件.pptVIP

Linear Algebra review (optional) Matrices and vectors Machine Learning Dimension of matrix: number of rows x number of columns Matrix: Rectangular array of numbers: Matrix Elements (entries of matrix) “ , entry” in the row, column. Vector: An n x 1 matrix. n-dimensional vector 1-indexed vs 0-indexed: element Linear Algebra review (optional) Addition and scalar multiplication Machine Learning Matrix Addition Scalar Multiplication Combination of Operands Linear Algebra review (optional) Matrix-vector multiplication Machine Learning Example 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: Linear Algebra review (optional) Matrix-matrix multiplication Machine Learning Example Details: m x n matrix (m rows, n columns) n x o matrix (n rows, o columns) m x o matrix Example House sizes: Matrix Matrix Have 3 competing hypotheses: 1. 2. 3. Linear Algebra review (optional) Matrix multiplication properties Machine Learning E.g. Let Let Compute Compute Identity Matrix For any matrix , Denoted (or ). Examples of identity matrices: Linear Algebra review (optional) Inverse and transpose 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” 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