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I have done all kinds of work that required some kind of matrix calculus in one form or another. There are of course all kinds of references (sibling links to m
by gajomi 9y ago
I have done all kinds of work that required some kind of matrix calculus in one form or another. There are of course all kinds of references (sibling links to my favorite), but I have found that more often than not really the best way to get the results you want is just to calculate them yourself. The work involved is usually tedious but trivial. But working through it goes along way to help make some sense of the various identities that come out. In looking at an identity one may see a transpose here, an inner product there, but not be able to assign any importance or distinction to any particular term at first glance. Working through a few calculations help with this.
EDIT:
I suppose I should also say that I never "learned" matrix calculus either, in the sense that I internalized the various features unique to matrices under derivatives and integrals. The calculations I refer to above are crude, naive ones in the scalar notation under whatever coordinate system seems appropriate.
- jey 9y agoWhen I was starting out in machine learning, as a programmer with the most rudimentary calculus background, it was easy to derive algorithms that had terms like "gradient w.r.t X of log(det(inv(λI + A X A')))" which absolutely stumped me when trying to derive the gradient by hand by elementwise partials. However, thanks to Minka's notes and the Matrix Cookbook, I was able to eventually get a handle on easy techniques for these derivations! It's certainly no substitute for getting a handle on the theory first by studying a textbook, but these pattern-matching shorthands are important practical techniques.
- platz 9y agoHow did you start in machine learning. Did you come from a top 10 school?
- jey 9y agoNo, I failed out of university and am self-taught. I spent many years deliberately underemployed working on self-study and coding up projects at the limit of my abilities. I had decided to bet on investing in myself instead of just carrying out some boss’s wishes, which would be more optimized to benefit the company than my own growth and development. Here’s a great resource if you’re starting out today: http://datasciencemasters.org http://datasciencemasters.org
- asddddd 9y agoThanks for the link! That's more or less the road I'm starting down right now, albeit with likely a bumpier past (dropped out of HS in addition to college and spent a few years doing almost nothing productive.)
- digitalshankar 9y agoInspiring story!!