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.
About this Course
Skills you will gain
Imperial College London
Imperial College London is a world top ten university with an international reputation for excellence in science, engineering, medicine and business. located in the heart of London. Imperial is a multidisciplinary space for education, research, translation and commercialisation, harnessing science and innovation to tackle global challenges.
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TOP REVIEWS FROM MATHEMATICS FOR MACHINE LEARNING: PCA
Definitely the most challenging of the course making up this specialization. Finishing it with full scores is proportionally far more satisfying!!! Well done Marc!
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!
Overall the course was great. The only thing was that there was a lot I didn't understand from the videos. The recommended textbook resource was a great help.
Very challenging at times, but very good course none the less. Would recommend to any one who has a solid foundation of Linear Algebra (Course 1) and Multivariate Calculus (Course 2).
About the Mathematics for Machine Learning Specialization
For a lot of higher level courses in Machine Learning and Data Science, you find you need to freshen up on the basics in mathematics - stuff you may have studied before in school or university, but which was taught in another context, or not very intuitively, such that you struggle to relate it to how it’s used in Computer Science. This specialization aims to bridge that gap, getting you up to speed in the underlying mathematics, building an intuitive understanding, and relating it to Machine Learning and Data Science.
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