IAM574 MATHEMATICAL FOUNDATIONS FOR DATA ANALYSIS
| Course Code: |
9700574 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Institute Of Applied Mathematics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
Prof.Dr. ÖMÜR UÐUR |
| Offered Semester: |
Spring Semesters. |
Course Content
Background in linear algebra: vector space, orthogonality, positive definiteness, eigenvalues and eigenvectors; Matrix decomposition: Cholesky decomposition, OR decomposition, singular-value decomposition; Least square problems: projectors; Best low rank approximation: Eckart-Young Theorem, principal component analysis; Vector Calculus: gradients, high order derivatives, chain rule; Continuous optimization: convexity, gradient descent, Lagrange multipliers, stochastic gradient descent; Basics of probability and distribution: Maximum likelihood estimation.
