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Some Mathematical Tools for Machine Learning

Some Mathematical Tools for Machine Learning

This video was recorded at Machine Learning Summer School (MLSS), Tübingen 2003. These are lectures on some fundamental mathematics underlying many approaches and algorithms in machine learning. They are not about particular learning algorithms; they are about the basic concepts and tools upon which such algorithms are built. Often students feel intimidated by such material: there is a vast amount of "classical mathematics", and it can be hard to find the wood for the trees. The main topics of these lectures are Lagrange multipliers, functional analysis, some notes on matrix analysis, and convex optimization. I've concentrated on things that are often not dwelt on in typical CS coursework. Lots of examples are given; if it's green, it's a puzzle for the student to think about. These... Show More


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