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Название: Mathematics for Machine Learning
Автор: Marc Peter Deisenroth, A. Aldo Faisal
Издательство: Cambridge University Press
Год: 2020
Страниц: 417
Язык: английский
Формат: pdf (true)
Размер: 16.3 MB

Machine learning is the latest in a long line of attempts to distill human knowledge and reasoning into a form that is suitable for constructing machines and engineering automated systems. As machine learning becomes more ubiquitous and its software packages become easier to use, it is natural and desirable that the low-level technical details are abstracted away and hidden from the practitioner. However, this brings with it the danger that a practitioner becomes unaware of the design decisions and, hence, the limits of machine learning algorithms.

The fundamental mathematical tools needed to understand machine learning include linear algebra, analytic geometry, matrix decompositions, vector calculus, optimization, probability and statistics. These topics are traditionally taught in disparate courses, making it hard for data science or computer science students, or professionals, to efficiently learn the mathematics. This self contained textbook bridges the gap between mathematical and machine learning texts, introducing the mathematical concepts with a minimum of prerequisites. It uses these concepts to derive four central machine learning methods: linear regression, principal component analysis, Gaussian mixture models and support vector machines. For students and others with a mathematical background, these derivations provide a starting point to machine learning texts. For those learning the mathematics for the first time, the methods help build intuition and practical experience with applying mathematical concepts. Every chapter includes worked examples and exercises to test understanding. Programming tutorials are offered on the book's web site.

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