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Computational Linear Algebra

fast.ai

21–30 of 59 posts

Re: Computational Linear Algebra

#21
post #19

For someone with an ancient undergrad math background and only "interested observer" level of machine learning knowledge, would it be better to do this course before tackling the deep learning one?

as a casual on-looker, no. this is a very practical tutorial, and you should be reading other things depending on what you are interested about in ML

Re: Computational Linear Algebra

#22
post #7

> Locality: traditional runtime computations focus on Big O, the number of operations computed. However, for modern computing, moving data around in memory can be very time-consuming I need to nitpick here... Big O notation is a way to describe growth rates of functions. You can count data movements (or anything else) with Big O.

Candid question: isn't the growth rate of functions the derivative of the Big O complexity instead? O(1) does not mean that the growth rate is constant. It means that the number of operations is constant, and its derivative being zero, that means the growth is nil.

Re: Computational Linear Algebra

#24
post #19

For someone with an ancient undergrad math background and only "interested observer" level of machine learning knowledge, would it be better to do this course before tackling the deep learning one?

If I wanted to learn linear algebra, I would reinvent PageRank.

Re: Computational Linear Algebra

#26
post #7

> Locality: traditional runtime computations focus on Big O, the number of operations computed. However, for modern computing, moving data around in memory can be very time-consuming I need to nitpick here... Big O notation is a way to describe growth rates of functions. You can count data movements (or anything else) with Big O.

Candid question: isn't the growth rate of functions the derivative of the Big O complexity instead? O(1) does not mean that the growth rate is constant. It means that the number of operations is constant, and its derivative being zero, that means the growth is nil.

Yes, big O is not growth rate, it's a way to describe growth rate. It has an interesting definition, recommended reading.

Re: Computational Linear Algebra

#27
post #19

For someone with an ancient undergrad math background and only "interested observer" level of machine learning knowledge, would it be better to do this course before tackling the deep learning one?

No, start with fast.ai's deep learning course. They have a top down approach so you start with connecting layers to solve deep learning problems and then dig down into the theory behind the thing.

If you want a bottom up approach, go look at Ng's coursera course.

http://course.fast.ai

Re: Computational Linear Algebra

#29
Looks like a reasonable overview of applications of dense linear algebra operations, with very specific applications in mind.

I feel like iterative Krylov subspace methods should be around somewhere, but to be honest I'm not sure what the applications space for linear inverse problems looks like in the deep learning domain. So maybe that wouldn't quite fit (despite me finding it to be pretty cool, and these methods sort of eating the lunch of most other inverse methods).

I'd round out the course maybe with a read through of Trefethen-Bau, “Numerical Linear Algebra” for those new to the topic area.

Re: Computational Linear Algebra

#30
post #2

Looks like a good course. I think it would benefit if they added some module on implementing some basic Linear system of equations solvers, like gradient or steepest descent. Or even GMRES/MINRES or so.. The amout of knowledge that i gained from trying to implement these was remarkable.

GMRES/Krylov spaces seem like they ought to have more of a place in deep learning. But maybe thats the mathematical part of me having a hammer and wanting to see everything as a nail.

One possibility that I haven't seen: if you have a neural network graph with a small subgraph that is not 100% explicit (i.e. I have nodes with cyclic dependency that have to be solved collectively via newton-type method), the gradient across this subgraph can be solved at the converged state by solving a standard matrix-vector linear inverse problem applied to the gradients, without needed the AD engine to follow every operation through the iterates of the non-linear newton solver.

For sparsity and conditioning reasons, in my current work we do something like this for graph-based specification of engineering systems using GMRES to find the gradients across these subsystems. We're not doing deep learning, but the underlying machinery is basically the same.

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