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Need Help with Linear Algebra, Matrix Calculus


SNYP40A1

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I have some linear algebra questions and I figure that someone on here knows of a good math forum where they can be asked. Or any good place for downloading free ebooks on Math would be great as well. Anyone know of some good resources? I am trying to teach myself machine learning and I need to improve my ability to derive proofs. I already watched the linear algebra lectures at MIT open courseware, those are really good. Still have some questions though.
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After a quick Google search, I found this forum, which doesn't seem too impressive since many of the questions go unanswered:

 

Abstract and Linear Algebra :: Index

 

Another result seems more helpful since it links to Usenet groups:

 

Math Forum: Graduate-level Discussion Groups

 

Basically, I would search Google Groups and see which forums seem most relevant to your problem. At sci.math, one person mentioned the link below as a way to find math forums, but I don't see anything right away:

Math on the Web: Other Servers

 

 

I am trying to teach myself machine learning and I need to improve my ability to derive proofs.
What kindof proofs are your trying to derive, exactly? Are you talking about algorithmic complexity, linear algebra, or machine learning?

 

Fortunately, for a basic graduate course on machine learning, deriving proofs isn't required (apparently):

Spring 07 Course: Computational Data Analysis: Foundations of Machine Learning and Data Mining

MIT OpenCourseWare | Electrical Engineering and Computer Science | 6.867 Machine Learning, Fall 2002 | Syllabus

 

For a higher level course on machine learning, proofs may be a relatively small (though potentially the most difficult) part of the syllabus, e.g.:

Machine Learning CAP6610

Law of large numbers - Wikipedia, the free encyclopedia

Law of large numbers/Proof - Wikipedia, the free encyclopedia

 

( Also: site:.edu machine learning proofs - Google Search )

 

Perhaps the best source would be textbooks.

 

As you may know, there are some videos here regarding machine learning in general:

9th Machine Learning Summer School

Machine Learning, etc: Machine Learning videos

 

(BTW, for those taking the GRECS exam, linear algebra was removed from the GRECS syllabus several years ago, and it is impossible for the GRECS exam to require a proof since it is multiple choice.)

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Thanks for the note. Trouble is that I can use google for searching most things...I used it for finding answers to GRE math questions by simply typing in the question. However, for mathematical proofs, there is no search function. And what I am trying to derive is not that complicated, for example:

 

Say I want to prove that...

 

The gradient with respect to A of the trace of ABA'C = CAB + C'AB'

 

Or the gradient of the determinant of A = the determinant of A * the inverse of A'. (Where ' means "transpose")

 

Those are some examples. I don't think I actually need to understand the math in order to apply it, but to apply it well and really understand what I am doing, I suspect that there is no substitute.

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