This intermediate-level course introduces the mathematical foundations to derive Principal Component Analysis (PCA), a fundamental dimensionality reduction technique. We'll cover some basic statistics of data sets, such as mean values and variances, we'll compute distances and angles between vectors using inner products and derive orthogonal projections of data onto lower-dimensional subspaces. Using all these tools, we'll then derive PCA as a method that minimizes the average squared reconstruction error between data points and their reconstruction. At the end of this course, you'll be familiar with important mathematical concepts and you can implement PCA all by yourself. If you’re struggling, you'll find a set of jupyter notebooks that will allow you to explore properties of the techniques and walk you through what you need to do to get on track. If you are already an expert, this course may refresh some of your knowledge. The lectures, examples and exercises require: 1. Some ability of abstract thinking 2. Good background in linear algebra (e.g., matrix and vector algebra, linear independence, basis) 3. Basic background in multivariate calculus (e.g., partial derivatives, basic optimization) 4. Basic knowledge in python programming and numpy Disclaimer: This course is substantially more abstract and requires more programming than the other two courses of the specialization. However, this type of abstract thinking, algebraic manipulation and programming is necessary if you want to understand and develop machine learning algorithms.
Inner products of functions and random variables (optional)
您將學習的技能
Dimensionality Reduction, Python Programming, Linear Algebra
審閱
This course was definitely a bit more complex, not so much in assignments but in the core concepts handled, than the others in the specialisation. Overall, it was fun to do this course!
Well explained, some issues with assignments but some of them are to not just type and think a little.\n\nMay be one is a real mistake... hard time with it, but lot of learning too.
Data can be interpreted as vectors. Vectors allow us to talk about geometric concepts, such as lengths, distances and angles to characterize similarity between vectors. This will become important later in the course when we discuss PCA. In this module, we will introduce and practice the concept of an inner product. Inner products allow us to talk about geometric concepts in vector spaces. More specifically, we will start with the dot product (which we may still know from school) as a special case of an inner product, and then move toward a more general concept of an inner product, which play an integral part in some areas of machine learning, such as kernel machines (this includes support vector machines and Gaussian processes). We have a lot of exercises in this module to practice and understand the concept of inner products.
教學方
Marc Peter Deisenroth
Lecturer in Statistical Machine Learning
探索我們的目錄
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