Vector & Matrix
Derivatives
1
10-606 Mathematical Foundations for Machine Learning
Matt Gormley
Lecture 8
September 24, 2018
Machine Learning Department
School of Computer Science
Carnegie Mellon University
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Vector & Matrix Derivatives, Slides of Vector Analysis
Matrix Calculus: Scalar Derivatives. Chalkboard. – Definition of derivative. – Interpretation of derivative. – Derivative examples.
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Vector & Matrix
Derivatives
10 - 606 Mathematical Foundations for Machine Learning Matt Gormley Lecture 8 September 24, 2018 Machine Learning Department School of Computer Science Carnegie Mellon University
Reminders
- Homework 2: Linear Algebra + Calculus
- Out: Mon, Sep. 24
- Due: Mon, Oct. 1 at 11:59pm
MATRIX CALCULUS
Matrix Calculus: Scalar Derivatives
Chalkboard
- Definition of derivative
- Interpretation of derivative
- Derivative examples
- Product rule
- Quotient rule
- Chain rule of calculus
Matrix Calculus: Scalar Derivatives
Chalkboard
- Partial derivatives
- Second-order derivatives
Matrix Calculus:
Vector/Matrix Derivatives
Chalkboard
- Vector Derivatives
- Gradient
- Hessian
- Matrix Derivatives
- Common vector derivatives