The study of vectors, matrices, and linear transformations is the focus of the mathematical discipline of linear algebra
. It is crucial to machine learning, a field of artificial intelligence that includes creating algorithms that let computers learn from data and make judgments. We will discuss the uses of linear algebra in machine learning and give some examples of its use in various ML approaches in this blog post.
The use of matrix operations is essential in machine learning applications and is a core part of the study of linear algebra. Matrix addition, multiplication, and inversion are three significant matrix operations that are frequently employed in machine learning.
The simple operation of adding similar elements from two identically sized matrices is known as matrix addition. A and B, for instance, are two matrices of size m x n. Their total, C, is a matrix of size m x n, with each element being ci,j = ai,j + bi,j. Many machine learning techniques, including principal component analysis (PCA) and linear regression, involve matrix addition.
A more difficult operation is matrix multiplication, which entails multiplying two matrices to create a third matrix. The parent matrices' dimensions determine the dimensions of the generated matrix. For instance, if A is a matrix with dimensions m x n and B is a matrix with dimensions n x p, then C = A x B is a matrix with dimensions m x p. Numerous machine learning techniques, including neural networks, support vector machines (SVMs), and matrix factorization, involve matrix multiplication.
Finding the inverse of a matrix, which is a matrix that produces the identity matrix when multiplied by the original matrix, is the process known as matrix inversion. A square matrix with ones on the diagonal and zeros everywhere else is the identity matrix. Many machine learning techniques, including linear regression and Kalman filtering, involve matrix inversion.
A common machine learning technique called linear regression involves utilizing a linear equation to represent the connection between a dependent variable and one or more independent variables. Finding the coefficients of the linear equation that best fit the data is the aim of linear regression, which enables predictions to be made about future data.
Simple linear regression and multiple linear regression are the two different types of linear regression. There is only one independent variable in basic linear regression, whereas there are two or more in multiple linear regression.
The linear regression equation y = mx + b, where y is the dependent variable, x is the independent variable, m is the slope of the line, and b is the y-intercept, is the most basic type of linear regression. Finding the m and b values that best match the data is the aim of linear regression.
The equation is more complicated in multiple linear regression: y = b0 + b1x1 + b2x2 +... + bnxn, where y is the dependent variable, x1, x2,..., xn are the independent variables, and b0, b1, b2,..., bn are the equation's coefficients. Finding the values of b0, b1, b2,..., bn that best match the data is the aim of multiple linear regression.
Numerous fields, including finance, economics, social sciences, and engineering, frequently use linear regression. The relationship between asset values and other economic variables, such as interest rates and inflation, is modeled in finance using linear regression. The relationship between various economic variables, such as GDP and unemployment, is modeled in economics using linear regression. The link between various social variables, such as income and education, is modeled in the social sciences using linear regression. The link between various engineering variables, such as pressure and temperature, is modeled in engineering using linear regression.
By presenting the data as a matrix equation, linear algebra can be used to solve linear regression. Let X be a n x m matrix with a column for each characteristic and a row for each sample. Let y represent the desired variable as a vector of length n. Finding a weight vector, w, of length m that minimizes the difference between anticipated and actual values is the objective. The following equation can be resolved to accomplish this:
Xw = y
Matrix inversion can be used to locate the answer to this equation. w = (XT X)-1 XT y, where XT is the transpose of X and (XT X)-1 is the inverse of the product of the transpose of X and X, can be used to compute the ideal weights. You can use methods like Gaussian elimination, LU decomposition, or SVD to get a matrix's inverse.
Principal Component Analysis (PCA)
A dimensionality reduction method called PCA is used to pinpoint a dataset's key features. It functions by rearranging the data into a new coordinate system, with the first axis signifying the direction with the largest variance, the second axis, the second highest variance, and so forth. They are known as primary components, the new axis.
By identifying the eigenvectors and eigenvalues of the data's covariance matrix, PCA can be calculated using linear algebra. Let X represent the data as a n x m matrix, with each row denoting a sample and each column a feature. You can calculate X's covariance matrix, C, as follows: C = 1/n XT X
SVD or eigenvalue decomposition can be used to find the eigenvectors and eigenvalues of C. The eigenvalues show how much variance is explained by each eigenvector, and the eigenvectors show the directions of the highest variance. The data can be changed into the new coordinate system using the eigenvectors.
Machine learning uses the Principal Component Analysis (PCA) method to reduce dimensionality. It entails identifying a dataset's primary components, or the directions in which the data vary most widely. PCA can assist in streamlining the analysis and visualization of complicated data by lowering the dimensionality of the dataset.
Using a new coordinate system in which each dimension stands for a main component, PCA recreates the original dataset. The direction in which the data fluctuates the greatest is the first principal component; the direction that is orthogonal to the first principal component is the second principal component; and so on. The number of primary components reflects the number of dimensions in the initial dataset.
PCA employs a method known as eigendecomposition or singular value decomposition (SVD) to determine the principal components. Finding the eigenvalues and eigenvectors of the dataset's covariance matrix is the process of eigendecomposition. The eigenvectors represent the principal components, and the corresponding eigenvalues represent the variance that each principle component explains.
Data reduction, feature extraction, and data visualization are just a few of the uses for PCA. By eliminating the dimensions that contribute the least to the variance, PCA can be used in data compression to shrink the size of a dataset. The most crucial aspects of a dataset can be extracted using PCA as part of feature extraction, and these features can then be used for additional analysis or machine learning. PCA can be used in data visualization to map high-dimensional data onto a low-dimensional space that is simple to visualize.
PCA is frequently used in machine learning and data analysis for a variety of purposes, including the processing of images and videos, signals, natural language, and more. For instance, in image processing, PCA can be used to extract an image's most crucial elements, including edges and textures, which can then be applied to image classification or object recognition.
Singular Value Decomposition (SVD)
The SVD factorization method divides a matrix into three matrices U, and VT. It is utilized in many machine learning methods, such as PCA, recommendation engines, and image compression. U and VT are orthogonal matrices, and the matrix is a diagonal matrix holding the singular values of the matrix.
Finding the eigenvalues and eigenvectors of XT X can be done using linear algebra, and the result can be written as: XT X = V 2 VT, where V is an orthogonal matrix and the columns are the eigenvectors of XT X and is a diagonal matrix and the entries are the square roots of the eigenvalues of XT X. The left singular vectors of X may be obtained by computing the eigenvectors of XXT, and the eigenvectors of XT X are also the right singular vectors of X.
By preserving only the top k singular values and their corresponding columns of U and VT, SVD can be utilized to reduce the number of dimensions. A low-rank approximation of the original matrix is produced as a consequence. By representing users and items as vectors in a low-dimensional space and calculating the cosine similarity between the vectors, SVD can also be utilized in recommendation systems.
The structure and operation of the human brain served as the inspiration for the class of machine learning algorithms known as neural networks. They are made up of layers of linked nodes that process the input data mathematically. Neural network computations make considerable use of linear algebra.
The computation of each layer's output given the input data occurs during a neural network's forward pass. Each layer's output is calculated by adding a bias term to the dot product of the input and the layer's weights. Addition and the dot product are operations in linear algebra.
The gradients of the loss function with respect to the weights of each layer are calculated during the backward pass of a neural network. The derivative of the activation function employed in the layer as well as matrix multiplication is used in the chain rule of calculus to compute the gradients.
- Convolutional Neural Networks (CNNs)
A typical type of neural network used in image and video recognition is the convolutional neural network. They employ convolutional layers, which employ a set of teachable filters to conduct a convolution operation on the input data. The dot product between the filter and a particular area of the input is computed as part of the convolution procedure, which is a linear algebraic operation.
A convolutional layer's output is a collection of feature maps, each of which corresponds to a distinct filter. Then, a nonlinear activation function like the ReLU function is applied to the feature maps. Matrix multiplication and element-wise multiplication are linear algebra operations that are used in the computation of a convolutional layer's output as well as the gradients during backpropagation.
- Recurrent Neural Networks (RNNs)
Recurrent neural networks are a form of neural network frequently utilized in speech recognition and natural language processing. They employ recurrent layers, which enable the network to keep track of earlier inputs. Matrix multiplication, element-wise multiplication, and addition—all operations in linear algebra—are used throughout the calculation in recurrent layers.
The tanh function or any nonlinear activation function is fed via the output of a recurrent layer. Matrix multiplication and element-wise multiplication are used to calculate the gradients in backpropagation using the chain rule of calculus.
Machine learning makes considerable use of linear algebra, a fundamental area of mathematics. For manipulating and analyzing data in a high-dimensional space, it offers a potent collection of capabilities. Matrix operations, linear regression, principal component analysis, singular value decomposition, neural networks, convolutional neural networks, and recurrent neural networks are a few examples of how linear algebra is used in machine learning.
Anyone working in machine learning or data science has to understand linear algebra. It facilitates the creation of new, more potent algorithms and offers a foundation for comprehending the fundamental mathematics of machine learning algorithms. Given the growing significance of machine learning in the modern world, linear algebra will continue to play an increasingly significant role in machine learning over the coming years.