Matrix Methods in Machine Learning


An introduction to machine learning that focuses on matrix methods and features real-world applications ranging from classification and clustering to denoising and data analysis. Mathematical topics covered include: linear equations, regression, regularization, the singular value decomposition, and iterative algorithms. Machine learning topics include: the lasso, support vector machines, kernel methods, clustering, dictionary learning, neural networks, and deep learning. In addition to the formal course requisites, students are expected to have had exposure to numerical computing (e.g. Matlab, Python, Julia, R). Appropriate for graduate students or advanced undergraduates.