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Mathematics for Machine Learning: PCA (Coursera)

This intermediate-level course introduces the mathematical foundations to derive Principal Component Analysis (PCA), a fundamental dimensionality reduction technique. We'll cover some basic statistics of data sets, such as mean values and variances, we'll compute distances and angles between vectors using inner products and derive orthogonal projections of data onto [...]

Linear Algebra IV: Orthogonality & Symmetric Matrices and the SVD (edX)

This course takes you through roughly five weeks of MATH 1554, Linear Algebra, as taught in the School of Mathematics at The Georgia Institute of Technology. In the first part of this course you will explore methods to compute an approximate solution to an inconsistent system of equations that [...]