Back to Mathematics for Machine Learning: PCA
Imperial College London

Mathematics for Machine Learning: PCA

This intermediate-level course introduces the mathematical foundations to derive Principal Component Analysis (PCA), a fundamental dimensionality reduction technique. We'll cover some basic statistics of data sets, such as mean values and variances, we'll compute distances and angles between vectors using inner products and derive orthogonal projections of data onto lower-dimensional subspaces. Using all these tools, we'll then derive PCA as a method that minimizes the average squared reconstruction error between data points and their reconstruction. At the end of this course, you'll be familiar with important mathematical concepts and you can implement PCA all by yourself. If you’re struggling, you'll find a set of jupyter notebooks that will allow you to explore properties of the techniques and walk you through what you need to do to get on track. If you are already an expert, this course may refresh some of your knowledge. The lectures, examples and exercises require: 1. Some ability of abstract thinking 2. Good background in linear algebra (e.g., matrix and vector algebra, linear independence, basis) 3. Basic background in multivariate calculus (e.g., partial derivatives, basic optimization) 4. Basic knowledge in python programming and numpy Disclaimer: This course is substantially more abstract and requires more programming than the other two courses of the specialization. However, this type of abstract thinking, algebraic manipulation and programming is necessary if you want to understand and develop machine learning algorithms.

Status: Data Transformation
Status: Statistical Methods
IntermediateCourse21 hours

Featured reviews

MB

4.0Reviewed Oct 26, 2019

I learned a lot in this course, though the last week was somehow hurried and the lecturer didn't spend enough time to piece the whole stuff together.

JS

5.0Reviewed Jul 16, 2018

This is one hell of an inspiring course that demystified the difficult concepts and math behind PCA. Excellent instructors in imparting the these knowledge with easy-to-understand illustrations.

LS

4.0Reviewed Jul 8, 2018

Teaching pacing is good, and clear in explanation. It will be good if there are some examples about how we should apply all these theories to some real problems.

FK

4.0Reviewed May 27, 2020

Course content is interesting and well planned, Can be improved by making it Simpler for Students as it was more technical than the other 2 courses of the Specialization.

CD

5.0Reviewed Apr 13, 2018

I found this course really excellent. Very clear explanations with very hepful illustrations. I was looking for course on PCA, thank you for this one

DM

4.0Reviewed Nov 17, 2020

The Programming assignments are quite challenging. The teaching part doesn't equip you with enough resources regarding numpy to get full marks in the Programming Assignments. Good teaching though.

HG

4.0Reviewed Jun 7, 2020

The course is generally good but the assignment setting definitely needs to be rectified. Thanks anyway for this course. An important element of machine learning.

J

5.0Reviewed May 2, 2020

Your Teaching and Video quality is par excellence.....Thanks a lot for such amazing stuff...I am looking forward to joining more courses in the same line

NS

5.0Reviewed Jun 18, 2020

Relatively tougher than previous two courses in the specialization. I'd suggest giving more time and being patient in pursuit of completing this course and understanding the concepts involved.

EP

4.0Reviewed Sep 26, 2020

The other two courses were much more didactic. And there were some bugs in these courses assignments... But, overall, it was a great course on the subject

CJ

4.0Reviewed Feb 28, 2019

Great capstone for the three-class Mathematics for Machine Learning series. Assignments were way harder and programming debugging skills had to be appropiate in order to finish the class.

TR

4.0Reviewed Sep 9, 2020

it's very fantastic course.i enjoyed a lot.i feel reading material should be increases in those courses,others things are perfectly ok.thanks for offering this courses.

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