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David Dye, Samuel J. Cooper, and A. Freddie Page

In this course on Linear Algebra we look at what linear algebra is and how it relates to vectors and matrices. Then we look through what vectors and matrices are and how to work with them, including the knotty problem of eigenvalues and eigenvectors, and how to use these to solve problems. Finally we look at how to use these to do fun things with datasets - like how to rotate images of faces and how to extract eigenvectors to look at how the Pagerank algorithm works.

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In this course on Linear Algebra we look at what linear algebra is and how it relates to vectors and matrices. Then we look through what vectors and matrices are and how to work with them, including the knotty problem of eigenvalues and eigenvectors, and how to use these to solve problems. Finally we look at how to use these to do fun things with datasets - like how to rotate images of faces and how to extract eigenvectors to look at how the Pagerank algorithm works.

Since we're aiming at data-driven applications, we'll be implementing some of these ideas in code, not just on pencil and paper. Towards the end of the course, you'll write code blocks and encounter Jupyter notebooks in Python, but don't worry, these will be quite short, focussed on the concepts, and will guide you through if you’ve not coded before.

At the end of this course you will have an intuitive understanding of vectors and matrices that will help you bridge the gap into linear algebra problems, and how to apply these concepts to machine learning.

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What's inside

Syllabus

Introduction to Linear Algebra and to Mathematics for Machine Learning
In this first module we look at how linear algebra is relevant to machine learning and data science. Then we'll wind up the module with an initial introduction to vectors. Throughout, we're focussing on developing your mathematical intuition, not of crunching through algebra or doing long pen-and-paper examples. For many of these operations, there are callable functions in Python that can do the adding up - the point is to appreciate what they do and how they work so that, when things go wrong or there are special cases, you can understand why and what to do.
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Vectors are objects that move around space
In this module, we look at operations we can do with vectors - finding the modulus (size), angle between vectors (dot or inner product) and projections of one vector onto another. We can then examine how the entries describing a vector will depend on what vectors we use to define the axes - the basis. That will then let us determine whether a proposed set of basis vectors are what's called 'linearly independent.' This will complete our examination of vectors, allowing us to move on to matrices in module 3 and then start to solve linear algebra problems.
Matrices in Linear Algebra: Objects that operate on Vectors
Now that we've looked at vectors, we can turn to matrices. First we look at how to use matrices as tools to solve linear algebra problems, and as objects that transform vectors. Then we look at how to solve systems of linear equations using matrices, which will then take us on to look at inverse matrices and determinants, and to think about what the determinant really is, intuitively speaking. Finally, we'll look at cases of special matrices that mean that the determinant is zero or where the matrix isn't invertible - cases where algorithms that need to invert a matrix will fail.
Matrices make linear mappings
In Module 4, we continue our discussion of matrices; first we think about how to code up matrix multiplication and matrix operations using the Einstein Summation Convention, which is a widely used notation in more advanced linear algebra courses. Then, we look at how matrices can transform a description of a vector from one basis (set of axes) to another. This will allow us to, for example, figure out how to apply a reflection to an image and manipulate images. We'll also look at how to construct a convenient basis vector set in order to do such transformations. Then, we'll write some code to do these transformations and apply this work computationally.
Eigenvalues and Eigenvectors: Application to Data Problems
Eigenvectors are particular vectors that are unrotated by a transformation matrix, and eigenvalues are the amount by which the eigenvectors are stretched. These special 'eigen-things' are very useful in linear algebra and will let us examine Google's famous PageRank algorithm for presenting web search results. Then we'll apply this in code, which will wrap up the course.

Good to know

Know what's good
, what to watch for
, and possible dealbreakers
Teaches mathematical intuition, which helps learners understand linear algebra problems
Develops vectors and matrices, which are core skills for data-driven applications
Hands-on labs help learners apply the concepts discussed in the course
Emphasizes the practical aspects of linear algebra, which is beneficial for students interested in data science and machine learning
Provides foundational skills and knowledge in linear algebra, which is useful for further studies in machine learning

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Reviews summary

Mathematics for machine learning: linear algebra

learners say 'Mathematics for Machine Learning: Linear Algebra' is a thoughtfully-designed course that provides a strong foundation in the topic's fundamentals. They appreciate the diverse range of materials (lectures, readings, assignments), many of which include real-world applications that help make the concepts more relatable and engaging. The course is described as challenging, but not overly so; instructors provide clear explanations and make themselves available for questions.

Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Mathematics for Machine Learning: Linear Algebra with these activities:
Introduction to Linear Algebra by Gilbert Strang
Review a classic textbook on linear algebra to strengthen your foundation. Engage with clear explanations, insightful examples, and thought-provoking exercises to enhance your understanding of core concepts.
Show steps
  • Read through the assigned chapters
  • Solve the practice problems
  • Summarize key concepts
Peer Study and Problem-Solving Sessions
Form study groups with peers to reinforce concepts, work through exercises, and prepare for assessments. Collaborative learning can enhance your understanding and build a supportive learning community.
Show steps
  • Find a study partner or group
  • Schedule regular study sessions
  • Create a study plan
  • Work through problems and exercises together
  • Discuss concepts and share insights
Solving Linear Equations and Matrix Problems
Solve linear equation systems and practice matrix operations to enhance your algebraic skills and solidify your understanding of fundamental concepts in linear algebra.
Show steps
  • Review Gaussian elimination
  • Work through practice problems involving matrix multiplication
  • Find determinants and solve matrix equations
  • Apply these techniques to solve real-world problems
Five other activities
Expand to see all activities and additional details
Show all eight activities
Vector and Matrix Operations for Image Processing
Develop your understanding of how vector and matrix operations are used in image processing. Implement these operations and apply them to real-world image manipulation tasks.
Show steps
  • Review vector and matrix basics
  • Learn about image representation using vectors and matrices
  • Implement image transformations, such as rotations and scaling
  • Use linear algebra techniques to analyze image data
Kaggle Linear Algebra Competition
Challenge yourself in aKaggle competition focused on linear algebra. Apply your skills to solve real-world problems, compete with others, and enhance your practical knowledge.
Show steps
  • Identify relevant Kaggle competitions
  • Study the competition guidelines
  • Develop a solution using linear algebra techniques
  • Submit your solution and track your progress (optional)
Matrix Decomposition Techniques
Explore different matrix decomposition techniques and their applications in machine learning algorithms. Gain hands-on experience in implementing these techniques and interpreting the results.
Show steps
  • Learn about the concepts of eigenvalues and eigenvectors
  • Follow tutorials on singular value decomposition and its applications
  • Implement matrix factorization techniques in a coding environment
  • Analyze and interpret the results of matrix decomposition
Data Visualization with Linear Algebra
Utilize linear algebra concepts to visualize and explore data effectively. Create interactive visualizations that showcase your understanding of dimensionality reduction and data transformation techniques.
Show steps
  • Research different data visualization libraries
  • Learn about PCA (Principal Component Analysis)
  • Implement PCA in a coding environment
  • Create visualizations using linear algebra techniques
  • Present your findings and insights
Linear Algebra Portfolio Project
Showcase your proficiency in linear algebra by completing a portfolio project. Select a real-world problem that can be solved using linear algebra techniques and develop a comprehensive solution.
Show steps
  • Brainstorm project ideas
  • Research and select a suitable project
  • Develop a project plan
  • Implement your solution
  • Write a project report

Career center

Learners who complete Mathematics for Machine Learning: Linear Algebra will develop knowledge and skills that may be useful to these careers:
Data Scientist
Data Scientists are responsible for using data to solve complex problems and gain new insights. This course can help Data Scientists build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for data science.
Machine Learning Engineer
Machine Learning Engineers design and build machine learning models to solve real-world problems. This course can help Machine Learning Engineers build a strong foundation in linear algebra, which is a fundamental tool for working with machine learning models. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating machine learning models. Additionally, the course provides hands-on experience with Python, which is a popular programming language for machine learning.
Quantitative Analyst
Quantitative Analysts use mathematical and statistical techniques to analyze data and make predictions. This course can help Quantitative Analysts build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for quantitative analysis.
Operations Research Analyst
Operations Research Analysts use mathematical and statistical techniques to solve complex problems in business and industry. This course can help Operations Research Analysts build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for operations research.
Statistician
Statisticians collect, analyze, and interpret data to help businesses and organizations make informed decisions. This course can help Statisticians build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for statistics.
Actuary
Actuaries use mathematical and statistical techniques to assess risk and make financial decisions. This course can help Actuaries build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for actuarial science.
Financial Analyst
Financial Analysts use mathematical and statistical techniques to analyze financial data and make investment recommendations. This course can help Financial Analysts build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for financial analysis.
Market Researcher
Market Researchers collect and analyze data to understand consumer behavior and trends. This course can help Market Researchers build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for market research.
Business Analyst
Business Analysts use data to help businesses make informed decisions. This course can help Business Analysts build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for business analysis.
Data Analyst
Data Analysts collect, analyze, and interpret data to help businesses make informed decisions. This course can help Data Analysts build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for data analysis.
Software Engineer
Software Engineers design, develop, and maintain software applications. This course can help Software Engineers build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for software development.
Computer Scientist
Computer Scientists design and develop computer systems and software applications. This course can help Computer Scientists build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for computer science.
Mathematician
Mathematicians study the patterns and structures of numbers, shapes, and other mathematical objects. This course can help Mathematicians build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for mathematics.
Physicist
Physicists study the laws of nature and the behavior of matter and energy. This course can help Physicists build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for physics.
Engineer
Engineers design, develop, and maintain machines, structures, and other systems. This course can help Engineers build a strong foundation in linear algebra, which is a fundamental tool for working with data. The course covers topics such as vectors, matrices, eigenvalues, and eigenvectors, which are all essential for understanding and manipulating data. Additionally, the course provides hands-on experience with Python, which is a popular programming language for engineering.

Reading list

We've selected 13 books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Mathematics for Machine Learning: Linear Algebra.
Classic textbook on linear algebra that provides a comprehensive overview of the subject. It is well-written and accessible to students with a variety of backgrounds.
Comprehensive and up-to-date treatment of statistical learning. It covers a wide range of topics, including linear regression, logistic regression, and decision trees.
Comprehensive and up-to-date treatment of multivariate statistical techniques. It covers a wide range of topics, including linear regression, logistic regression, and discriminant analysis.
Classic textbook on multivariate statistical analysis. It provides a comprehensive and in-depth look at the subject.
Classic reference on matrix computations. It provides a comprehensive overview of the subject and valuable resource for students and researchers alike.
Comprehensive and up-to-date treatment of numerical linear algebra. It valuable resource for students and researchers who need to use numerical methods to solve linear algebra problems.
Comprehensive and up-to-date treatment of the mathematics that is essential for machine learning. It covers a wide range of topics, including linear algebra, calculus, and probability.
Comprehensive and up-to-date treatment of deep learning. It covers a wide range of topics, including neural networks, convolutional neural networks, and recurrent neural networks.
Modern and accessible introduction to statistical methods for data science. It covers a wide range of topics, including linear regression, logistic regression, and decision trees.
Modern and accessible introduction to linear algebra that is suitable for students with a variety of backgrounds. It provides a clear and concise overview of the subject.

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