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?
Computational Linear Algebra
21–30 of 59 posts
Re: Computational Linear Algebra
#22> 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.
Re: Computational Linear Algebra
#23Re: Computational Linear Algebra
#24For 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?
Re: Computational Linear Algebra
#25Re: Computational Linear Algebra
#26> 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
#27For 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 you want a bottom up approach, go look at Ng's coursera course.
Re: Computational Linear Algebra
#28... What part of linear algebra isn't computational?
Re: Computational Linear Algebra
#29I 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
#30Looks 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.
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.