Academic Catalog

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:	Assoc.Prof.Dr. ÖNDER TÜRK
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.