Back to Mathematics for Machine Learning: PCA

4.0

stars

1,942 ratings

•

469 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.

Jun 19, 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.

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By N'guessan L R G

•Apr 15, 2020

Amazing Course!!!!

By Dominik B

•Feb 17, 2020

Great instructor!

By Sujeet B

•Jul 21, 2019

Tough, but great!

By Jitender S V

•Jul 25, 2018

AWESOME!!!!!!!!!!

By Shanxue J

•May 23, 2018

Truly exceptional

By Lintao D

•Sep 24, 2019

Very Good Course

By Shounak D

•Sep 15, 2018

Great course !

By Andrey

•Sep 17, 2018

Great course!

By Samresh

•Aug 10, 2019

Nice Course.

By David N

•Jul 24, 2019

Great course

By Manikant R

•Jun 08, 2020

Best course

By Salah T

•Apr 26, 2020

Many thanks

By Artur

•Feb 29, 2020

good course

By Mohamed H

•Aug 10, 2019

fantastic

By Karthik

•May 03, 2018

RRhis cl

By Akash G

•Mar 20, 2019

awesome

By Bálint - H F

•Mar 20, 2019

Great !

By GEETHA P

•Jul 28, 2020

good

By RAGHUVEER S D

•Jul 25, 2020

good

By HARSH K D

•Jun 28, 2018

good

By Ertuğrul G

•Jun 07, 2020

The overall experience was very good. I have enjoyed all the math in videos and PCA derivation throughout the course. The course a bit harder than the previous ones in the specialization. However after some effort one can understand the points that is not taught thoroughly. Only downside of the course is the programming environment. I have attended different courses that are also using Jupyter notebooks on Coursera and they were flawless. Here we have, some cells do run forever, a grader behaving inconsistently and one week that has some steps completely against the general software engineering principles. By the way discussion forums are so helpful and make me understand some math concepts on the way. I recommend the course to people who want to improve their understanding of math before deep diving machine learning courses.

By Niju M N

•Apr 09, 2020

This is the final course in the Specialization, that focuses on Principal component Analysis.This course is a bit hard compared to the other two courses in specialization. This builds on the topics explained in the other two courses.The Instructor tries to squeeze the concepts in the limited time.Not all materials are completely explained in the video, however, students can refer to other materials available in the web/ Refer the course forums and get the concepts and use them to solve the Quizzes. Some times the Assignments and quizzes are frustrating , however they do a good job of reinforcing the ideas taught in the video. Totally this is a good time spent .

By Vassiliy T

•Jul 10, 2018

it is good, challenging course. i've learned a lot, but feel that i came away with quite patchy knowledge. This course is a big step up in complexity and delivery form the previous two courses. perhaps my expectations were not right to start with - one cannot learn this level of complexity so quickly. Admittedly there are many gaps between the lectures and course materials and what is asked in programming assignments. i ended up reading a lot online to fill in the gaps (i've learned a lot of python during the course, which is great!).nevertheless, after this course i feel equipped to continue with machine learning.

By Matteo L

•Apr 20, 2020

I think this course is slightly underrated at the moment. The topic is not an easy one and I thought the teacher did a great job of explaining it as clearly as possible using an appropriate amount of mathematical derivation.

I really thought the last week of the course was great, especially considering that everything we had seen so far in the specialization was used to develop the PCA algorithm. It's quite amazing how topics such as eigenvectors, projections and optimization all come together here.

I think the notebooks were quite challenging compared to the previous two courses with is definitely a plus!

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.

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