Back to Mathematics for Machine Learning: PCA

4.0

1,180 ratings

•

251 reviews

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....

Jul 17, 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.

May 01, 2018

This course was definitely a bit more complex, not so much in assignments but in the core concepts handled, than the others in the specialisation. Overall, it was fun to do this course!

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By Kwak T h

•Jul 27, 2019

Good but slightly less deeper than the other two

By Nikolay B

•Aug 03, 2019

Instructor gives the very dry but useful essence of the "philosophical" concepts of dot and generalized inner product, etc., - personally, liked that. Unfortunately, the offered problems are so far away from the delivered videos but the web search helps on getting the hints. This course makes you think - I learned a lot just by asking myself "what do they mean under this statement?", what they want in this task? Though I will appreciate if providers elaborate the material further and so instead of googling we spend our time watching - a single point access.

By Jessica P

•Aug 06, 2019

I agree with the others. Course didn't merge well with the 1st two which were perfect!

By Berkay E

•Aug 09, 2019

-Some of the contents are not clear.

+It gets great intuition for new learners in machine learning.

By João M G

•Aug 14, 2019

The course was great till the final week. The lectures did not explain very well the concepts and the assignment was poorly designed. It's a shame because I've loved the more rigorous way of this final course.

By Nelson F A

•Apr 25, 2019

This course brings together many of the concepts from the first two courses of the specialization. If you worked through them already, then this course is a must. There are some issues with the programming assignments and the lectures could do with some more practical examples. Be sure to check the discussions forums for help. For me they were essential to passing the course.

By Abhishek P

•Sep 09, 2019

Course content tackles a difficult topic well. Only flaw is that programming assignments are poorly designed in some places and are quite difficult to pick up at times.

By Jordan V

•Aug 23, 2019

Course addresses important subject, but I worth like to have more in-depth explanation of the mathematics by the instructors and more examples.

By Mohamed B

•Oct 27, 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.

By ranzhang

•Aug 29, 2019

I think it's really a hard lesson for me, but I've also learn a lot, thanks a lot for the teacher and coursera. Some Programming test take too long to execute, and there are some errors in it. just be careful

By Suyog P

•Sep 02, 2019

Finally understood basic intuition of PCA, never got perfect resource before. However, there was a sharp change in terms of course delivery than the previous two courses of this specialization. So, heads up.

By Xin W

•Sep 06, 2019

This course is full of mathematical derivation, so it is kind of boring.

By Gaetano F

•Oct 10, 2019

I found the course excellent but in the programming assignments is not always clear what should one exactly do. They are also quite confusing, especially the last one on PCA implementation. One wastes so much time trying to figure out the solution.

By Kevin G

•Nov 29, 2019

Felt like explanations in this course were a bit confusing, but otherwise, it was a very interesting course. Thank you so much for doing this.

By Ruan v S

•Oct 14, 2019

Harder than expected, the content is good and is well worth the struggle!

By Voravich C

•Oct 21, 2019

The course level is very difficult and I think having four week course is not enough to understand the math behind PCA

By Shariq A

•Oct 20, 2019

Thank you professor for providing such a valuable course.

Just I wanted to say one thing without hurting anyone, the week 4 on PCA is not very clear. The derivation are not very correlated .A humble request isthat to elaborate the derivation which would further enhance the learning

By Manju S

•Jan 29, 2019

Good stuff:

Instructor has good knowledge of the subject. The course content structure is designed well.

Bad stuff:

Concepts could have been presented with more clarity. Programming assignments need more instructions and less assumption on what the students already know.

By Prashant D

•Feb 17, 2019

The lecturer is good and probably has a very good understanding of the mathematics. However if you are looking for a light and easy course, then this one is not for you. The mathematics is sometimes difficult to follow and although the lecturer patiently explains the derivation of the results, I had to go back and forth a number of times to understand what was happening.

By Malcolm M

•Mar 06, 2019

Far more challenging than the first two courses.

By Sagun P S

•Mar 14, 2019

Tough one if you are new to programming or doesn't have excellent understanding of Maths

By k v k

•Nov 30, 2018

its a good course to learn mathematics essential for machine learning

By Ronny A

•Oct 15, 2018

The content is good. But there were Jupyter Notebook/Server problems. (i) Submit button on notebooks did not work. Posted about this and staff did not respond or help. Then I found a workaround and shared with others. (ii) The graded assignments could be run ok, but the optional ones could not run at all owing to server timeout/bandwidth problems.

By Alexander Z

•Sep 14, 2018

Good Course, but

Too less examples to do the quizes on the first run.

Programming assignments are not clearly stated, so you need unnecessary much time to succeed.

I liked the Linear Algebra & Multivariate Modul more!

By Toan T L

•Oct 03, 2018

Thank you to all the professors and staffs for such a wonderful program. I did learn a lot.

This last course is indeed a fun and challenging one. But it fells short compared to the other two due to some aspects which can be improved in the future.

Nevertheless, I'm glad that I can learn about PCA.

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