• Table of Contents

Essentially applied multivariable calculus

• Main trick is casting objects of interest to normed vector spaces

‘Matrix Calculus’

99% of functions that pop up in ML

• $\mathbf f : \mathbb R \rightarrow \mathbb R^n$, e.g vector valued functions
• $f : \mathbb R^n \rightarrow \mathbb R$, e.g vector norms
• $f : \mathbb R^{n \times n} \rightarrow \mathbb R$, e.g determinant
• $\mathbf f: \mathbb R ^n \rightarrow \mathbb R ^m$, e.g bog-standard vec2vec transformations

Vec()

References

6.S087_Lecture_2.pdf

image.pdf

Table of Contents

1802.01528.pdf (arxiv.org)