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Linear Algebra Foundations for Machine Learning: Vectors, Span, and Basis Explained

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Introduction to Linear Algebra in Machine Learning

This lecture introduces linear algebra concepts tailored specifically for machine learning understanding, emphasizing intuition and graphical visualization.

Understanding Vectors

Vector Addition and Scalar Multiplication

Vector Addition

  • Adding vectors involves summing respective components (e.g., (3,4) + (2,-1) = (5,3)).
  • Geometrically, this translates into sequential movements along axes.

Scalar Multiplication

  • Multiplying a vector by a scalar scales its magnitude without changing direction.
  • Negative scalars reverse direction.
  • Example: scaling vector (2, -1) by 2 results in (4, -2).

Unit Vectors and Vector Decomposition

  • Unit vectors along axes, denoted i (x-axis) and j (y-axis), are used to express any vector as a linear combination: v = ai + bj.
  • This foundational operation enables accessing any point in 2D space.

Span: Where Vectors Reach

  • The span of vectors is the set of all possible linear combinations of those vectors.
  • Two non-parallel vectors span the entire 2D plane.
  • Example: vectors i1 and j1, different from standard unit vectors, can still span 2D space if not parallel.

3D Space and Vector Span

  • Two vectors in 3D span a 2D plane, not the entire space.
  • A third vector, if not lying within the plane spanned by the first two, allows spanning the entire 3D space.
  • Vectors parallel or lying in the same plane limit the span accordingly.

Linear Independence and Dependence

  • Vectors are linearly independent if no vector can be expressed as a linear combination of others.
  • Linear dependence implies redundancy , one vector can be written as a combination of others.
  • Examples demonstrate independence/dependence in 2D and 3D space.

Basis Vectors

  • A basis is a set of linearly independent vectors that spans the entire space.
  • In 2D, two independent vectors form a basis; in 3D, three vectors are needed.
  • Bases are not unique; any suitable set of linearly independent vectors spanning the space qualifies.

Relevance to Machine Learning

  • Concepts of span and basis underpin linear transformations used in ML for dimensionality reduction or expansion.
  • Understanding these helps grasp how models transform input data vectors. For a foundational perspective on predictive models and optimization, see Introduction to Linear Predictors and Stochastic Gradient Descent.

Summary

This lecture provides a geometric and intuitive understanding of essential linear algebra topics: vectors, linear combinations, span, linear independence, and basis vectors, all critical for comprehending machine learning algorithms and transformations. For further context on optimization problems that sometimes relate to basis and span, consider Understanding Linear Programming Problems in Decision Making.

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