Vectors and Matrices - Addition and Multiplication – Bases - Linear independence and dependence of vectors – Orthogonal matrices - Rank of matrix - Finding Eigen values and eigen vectors of a matrix - Problems based on Rank – Nullity theorem.
Metrics - Lp Distances and their Relatives - Lp Distances - Mahalanobis Distance - Cosine and Angular Distance - KL Divergence - Distances for Sets and Strings - Jaccard Distance - Modeling Text with Distances - Bag-of-Words Vectors - k-Grams
Unconstrained Multivariate Optimization - Gradient Descent Learning Rule - Multivariate optimization with equality constraint – Multi variate optimization with in equality constraint
Cross validation – Multiple linear Regression modelling building and selection – Classification – Performance measures
Data Matrices - Projections - SSE Goal - Singular Value Decomposition - Best Rank-k Approximation Principal Component Analysis - Computation of PCA Components - Reduction of Two dimension data set to one dimension – Drawing Graph for PCA
Reference Book:
1. Introduction to Statistics and Data Analysis, Third Edition, Roxy Peck, Chris Olsen, Jay Devore, https://www.spps.org/cms/lib/MN01910242/Centricity/Domain/859/Statistics%20Textbook.pdf 2. Introduction To Linear Algebra – Fifth Edition , By Gilbert Strang, 2016
Text Book:
1. MATHEMATICAL FOUNDATIONS FOR DATA ANALYSIS, JEFF M. PHILLIPS, 2018 https://www.cs.utah.edu/~jeffp/M4D/M4D-v0.4.pdf