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Linear Algebra review (op3onal) Matrices and vectors Machine Learning

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Page 1: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Linear  Algebra  review  (op3onal)  

Matrices  and  vectors  

Machine  Learning  

Page 2: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Dimension  of  matrix:  number  of  rows  x  number  of  columns  

Matrix:  Rectangular  array  of  numbers:  

Page 3: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Matrix  Elements  (entries  of  matrix)  

“    ,      entry”  in  the              row,                column.  

Page 4: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Vector:  An  n  x  1  matrix.  

n-­‐dimensional  vector  

1-­‐indexed  vs  0-­‐indexed:  element  

Page 5: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Linear  Algebra  review  (op3onal)  Addi3on  and  scalar  mul3plica3on  

Machine  Learning  

Page 6: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Matrix  Addi4on  

Page 7: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Scalar  Mul4plica4on  

Page 8: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Combina4on  of  Operands  

Page 9: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Linear  Algebra  review  (op3onal)  

Matrix-­‐vector  mul3plica3on  

Machine  Learning  

Page 10: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Example  

Page 11: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Details:  

m  x  n  matrix  (m  rows,  n  columns)  

n  x  1  matrix  (n-­‐dimensional  

vector)  

m-­‐dimensional  vector  

To  get          ,  mul3ply        ’s              row  with  elements  of  vector      ,  and  add  them  up.  

Page 12: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Example  

Page 13: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

House  sizes:  

Page 14: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Linear  Algebra  review  (op3onal)  

Matrix-­‐matrix  mul3plica3on  

Machine  Learning  

Page 15: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Example  

Page 16: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Details:  

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  mul3plying          with  the              column  of          .  (for        =  1,2,…,o)  

Page 17: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Example  

2 7

7

Page 18: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

House  sizes:  

Matrix   Matrix  

Have  3  compe3ng  hypotheses:  1.  2.  3.  

Page 19: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Linear  Algebra  review  (op3onal)  Matrix  mul3plica3on  proper3es  

Machine  Learning  

Page 20: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Let          and          be  matrices.  Then  in  general,  (not  commuta3ve.)  

E.g.  

Page 21: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Let  Let  

Compute  Compute  

Page 22: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Iden4ty  Matrix  

For  any  matrix        ,  

Denoted          (or                    ).  Examples  of  iden3ty  matrices:  

2  x  2  3  x  3  

4  x  4  

Page 23: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Linear  Algebra  review  (op3onal)  

Inverse  and  transpose  

Machine  Learning  

Page 24: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

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”  

Page 25: Linear’Algebra review’(op3onal)’ · AndrewNg Linear’Algebra review’(op3onal)’ Addi3on’and’scalar’ mul3plicaon’ Machine’Learning’

Andrew  Ng  

Matrix  Transpose  Example:  

Let          be  an  m  x  n  matrix,  and  let    Then          is  an  n  x  m  matrix,  and