Mathematics for Machine Learning: Multivariate Calculus

  • 4.7
Approx. 18 hours to complete

Course Summary

This course teaches Multivariate Calculus and its applications in Machine Learning. Students will learn the necessary mathematical tools to understand and implement machine learning algorithms.

Key Learning Points

  • Understand multivariable calculus and its applications in machine learning
  • Implement machine learning algorithms using multivariate calculus
  • Develop a deeper understanding of the mathematical concepts behind machine learning

Job Positions & Salaries of people who have taken this course might have

  • Machine Learning Engineer
    • USA: $112,000
    • India: ₹1,200,000
    • Spain: €40,000
  • Data Scientist
    • USA: $117,000
    • India: ₹1,000,000
    • Spain: €35,000
  • Artificial Intelligence Researcher
    • USA: $120,000
    • India: ₹1,500,000
    • Spain: €45,000

Related Topics for further study


Learning Outcomes

  • Ability to apply multivariable calculus concepts to machine learning algorithms
  • Understanding of mathematical modeling and optimization in machine learning
  • Proficiency in linear algebra

Prerequisites or good to have knowledge before taking this course

  • Calculus 1 and 2
  • Linear Algebra

Course Difficulty Level

Intermediate

Course Format

  • Self-paced
  • Online
  • Video lectures
  • Assignments and quizzes

Similar Courses

  • Applied Machine Learning
  • Deep Learning

Related Education Paths


Notable People in This Field

  • Ian Goodfellow
  • Yann LeCun

Related Books

Description

This course offers a brief introduction to the multivariate calculus required to build many common machine learning techniques. We start at the very beginning with a refresher on the “rise over run” formulation of a slope, before converting this to the formal definition of the gradient of a function. We then start to build up a set of tools for making calculus easier and faster. Next, we learn how to calculate vectors that point up hill on multidimensional surfaces and even put this into action using an interactive game. We take a look at how we can use calculus to build approximations to functions, as well as helping us to quantify how accurate we should expect those approximations to be. We also spend some time talking about where calculus comes up in the training of neural networks, before finally showing you how it is applied in linear regression models. This course is intended to offer an intuitive understanding of calculus, as well as the language necessary to look concepts up yourselves when you get stuck. Hopefully, without going into too much detail, you’ll still come away with the confidence to dive into some more focused machine learning courses in future.

Outline

  • What is calculus?
  • Welcome to Multivariate Calculus
  • Welcome to Module 1!
  • Functions
  • Rise Over Run
  • Definition of a derivative
  • Differentiation examples & special cases
  • Product rule
  • Chain rule
  • Taming a beast
  • See you next module!
  • About Imperial College & the team
  • How to be successful in this course
  • Grading Policy
  • Additional Readings & Helpful References
  • Matching functions visually
  • Matching the graph of a function to the graph of its derivative
  • Let's differentiate some functions
  • Practicing the product rule
  • Practicing the chain rule
  • Unleashing the toolbox
  • Multivariate calculus
  • Welcome to Module 2!
  • Variables, constants & context
  • Differentiate with respect to anything
  • The Jacobian
  • Jacobian applied
  • The Sandpit
  • The Hessian
  • Reality is hard
  • See you next module!
  • Practicing partial differentiation
  • Calculating the Jacobian
  • Bigger Jacobians!
  • Calculating Hessians
  • Assessment: Jacobians and Hessians
  • Multivariate chain rule and its applications
  • Welcome to Module 3!
  • Multivariate chain rule
  • More multivariate chain rule
  • Simple neural networks
  • More simple neural networks
  • See you next module!
  • Multivariate chain rule exercise
  • Simple Artificial Neural Networks
  • Training Neural Networks
  • Taylor series and linearisation
  • Welcome to Module 4!
  • Building approximate functions
  • Power series
  • Power series derivation
  • Power series details
  • Examples
  • Linearisation
  • Multivariate Taylor
  • See you next module!
  • Matching functions and approximations
  • Applying the Taylor series
  • Taylor series - Special cases
  • 2D Taylor series
  • Taylor Series Assessment
  • Intro to optimisation
  • Welcome to Module 5!
  • Gradient Descent
  • Constrained optimisation
  • See you next module!
  • Newton-Raphson in one dimension
  • Checking Newton-Raphson
  • Lagrange multipliers
  • Optimisation scenarios
  • Regression
  • Simple linear regression
  • General non linear least squares
  • Doing least squares regression analysis in practice
  • Wrap up of this course
  • Did you like the course? Let us know!
  • Linear regression
  • Fitting a non-linear function

Summary of User Reviews

Key Aspect Users Liked About This Course

Thorough and clear explanations of complex concepts

Pros from User Reviews

  • In-depth coverage of topics
  • Well-structured course materials
  • Challenging and engaging assignments
  • Experienced and knowledgeable instructor
  • Applicable to real-world problems

Cons from User Reviews

  • Requires strong math background
  • Some technical issues with the platform
  • Lack of interaction with other students
  • Limited practical examples
  • Not suitable for beginners
English
Available now
Approx. 18 hours to complete
Samuel J. Cooper, David Dye, A. Freddie Page
Imperial College London
Coursera

Instructor

Samuel J. Cooper

  • 4.7 Raiting
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