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Logistics

  • Lecturer: Evgeniya Korneva
  • Pre-recorder video lectures: see group chat.
  • Live practical sessions: Wednesdays & Fridays 19:00 Moscow time. Recordings are uploaded afterwards.
  • Office hours: upon request

Useful Resources

Linear Algebra

Calculus

  • (Youtube playlist) Essence of Calculus
  • (lecture notes) Introduction to Differential Calculus [pdf]
  • (lecture notes) First Semester Calculus [pdf]

General

LaTeX

  • Learn LaTeX in 30 minutes – an Overleaf guide
  • A series of great YouTube tutorials:
    • part 1: intro and overview of the very basics;
    • part 2: tables, figures, theorems and more;
    • part 3: writing a thesis with LaTeX.
  • Detexify - draw a symbol you are looking for, and this web will give you its latex representation.

Graded assignments

Agenda

1. Wednesday, Sept 4: Introduction, Vectors and Distances

  • Welcome quiz [google form]
  • Vectors - Pyhton practice:
  • Homework:
    • watch lectures 1 & 2 (see chat);
    • lecture 1 quiz [google form] (not graded).
  • Getting familiar with LaTeX:
    • create an Overleaf account;
    • check out some of the tutorials (e.g., mentioned above);
    • practice: recreate the formulas you see (try not to look at the source first!) [link].

2. Friday, Sept 6: Hyperplanes

3. Wednesday, Sept 11: Vector Spaces

4. Friday, Sept 13: Systems of Linear Equations

  • Quiz review
  • Method of least squares
  • Homework
    • watch lecture 4
    • graded assignment 1 (deadline Wednesday, September 18, before the class)

5. Wednesday, Sept 18: Least Squares (part 2)

  • Method of least squares continued
  • Homework:

6. Friday, Sept 20: Matrix decompositions

  • Review quiz lectuures 1-4
  • LU, QR and Eigendecompositions
  • Homework:
    • graded assignment 2 (deadline Sunday, September 29, 23:59 Moscow time)

7. Wednesday, Sept 25: PCA

8. Friday, Sept 27: SVD

  • Review PCA notebook
  • SVD
  • Homework:
    • graded assignment 3 (deadline Sunday, October 6, 23:59 Moscow time)
    • SVD Python practice [notebook]
    • watch lecture 6

9. Wednesday, Oct 2: Optimizing a function 1

  • Univariate functions

10. Wednesday, Oct 9: Optimizing a function 2

  • Multivariate functions

11. Friday, Oct 11: Optimizing a function 3

  • Matrix calculus
  • Homework:
    • graded assignment 4 (deadline Monday, October 21, 23:59 Moscow time)