March 18, 2026
Singular Value Decomposition (SVD)
# Singular Value Decomposition (SVD) is one of the most important matrix decomposition techniques in linear algebra and machine learning.
It factorises any matrix into three simpler matrices that reveal its structure.
Key Idea:
SVD decomposes a matrix into rotations + scaling.
It tells us how data is transformed along orthogonal directions.
Definition
# For any matrix in real space:
\[
A \in \mathbb{R}^{m \times n}
\]
Matrix Approximation
# Low-rank approximation keeps the most important structure while reducing noise and computation.
Low-Rank Approximation
# Used for:
Dimensionality reduction Noise removal Efficient computation Forms the basis of PCA .
Home | Matrix Decompositions
Vector Calculus
# Vector calculus extends differentiation to multivariate and vector-valued functions.
Gradients power learning. This section builds differentiation skills needed for backpropagation.
flowchart TD
%% Core Node
PD["Partial Derivatives"]
%% Supporting Concepts
DQ["Difference Quotient"]
JH["Jacobian / Hessian"]
TS["Taylor Series"]
%% Application Chapters
CH6["<br/>Probability"]
CH7["<br/>Optimization"]
CH9["<br/>Regression"]
CH10["<br/>Dimensionality Reduction"]
CH11["<br/>Density Estimation"]
CH12["<br/>Classification"]
%% Relationships
DQ -->|defines| PD
PD -->|collected in| JH
JH -->|used in| TS
JH -->|used in| CH6
PD -->|used in| CH7
PD -->|used in| CH9
PD -->|used in| CH10
PD -->|used in| CH11
PD -->|used in| CH12
%% Styling (Your Soft Academic Palette)
style PD fill:#90CAF9,stroke:#1E88E5,color:#000
style DQ fill:#CE93D8,stroke:#8E24AA,color:#000
style JH fill:#CE93D8,stroke:#8E24AA,color:#000
style TS fill:#CE93D8,stroke:#8E24AA,color:#000
style CH6 fill:#CE93D8,stroke:#8E24AA,color:#000
style CH7 fill:#C8E6C9,stroke:#2E7D32,color:#000
style CH9 fill:#C8E6C9,stroke:#2E7D32,color:#000
style CH10 fill:#C8E6C9,stroke:#2E7D32,color:#000
style CH11 fill:#C8E6C9,stroke:#2E7D32,color:#000
style CH12 fill:#C8E6C9,stroke:#2E7D32,color:#000
Home | Calculus
Continuous Optimisation
# Optimisation finds parameters that minimise (or maximise) an objective function.
Home | Calculus
Optimisation using Gradient Descent
# Gradient descent is an optimisation algorithm used to train ML and neural networks.
Gradient descent updates parameters by moving opposite the gradient. Trains ML models by minimising errors:
between predicted and actual results by iteratively adjusting its parameters moves step‑by‑step in the direction of the steepest decrease in the loss function, it helps ML models learn the best possible weights for better predictions Types of Gradient Gescent learning algorithms
# Batch gradient descent Stochastic gradient descent Mini-batch gradient descent Home | Continuous Optimisation
Constrained Optimisation
# Optimisation with constraints (equalities/inequalities).
Home | Continuous Optimisation
Lagrange Multipliers
# Transforms constrained problems into unconstrained ones using Lagrangians.
Home | Continuous Optimisation
Convex Optimisation
# Convex objectives have a single global minimum, making optimisation reliable.
Home | Continuous Optimisation
Nonlinear Optimisation in Machine Learning
# Practical training challenges and modern optimisers used in ML.
Home | Calculus
Challenges in Gradient-Based Optimisation
# Local optima and flat regions Differential curvature Difficult topologies (cliffs and valleys) Home | Nonlinear Optimisation