A Gentle Introduction to Optimization / Mathematical Programming

Whether it is a supervised learning problem or an unsupervised problem, there will be some optimization algorithm working in the background. Almost any classification, regression or clustering problem can be cast as an optimization problem. In this tutorial, you will discover what is optimization and concepts related to it. After completing this tutorial, you will know: What is Mathematical programming or optimization Difference between a maximization and minimization problems Difference between local and global optimal solutions Difference between constrained and […]

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A Gentle Introduction To Method Of Lagrange Multipliers

The method of Lagrange multipliers is a simple and elegant method of finding the local minima or local maxima of a function subject to equality or inequality constraints. Lagrange multipliers are also called undetermined multipliers. In this tutorial we’ll talk about this method when given equality constraints.  In this tutorial, you will discover the method of Lagrange multipliers and how to find the local minimum or maximum of a function when equality constraints are present. After completing this tutorial, you […]

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The Chain Rule of Calculus for Univariate and Multivariate Functions

The chain rule allows us to find the derivative of composite functions. It is computed extensively by the backpropagation algorithm, in order to train feedforward neural networks. By applying the chain rule in an efficient manner while following a specific order of operations, the backpropagation algorithm calculates the error gradient of the loss function with respect to each weight of the network.  In this tutorial, you will discover the chain rule of calculus for univariate and multivariate functions. After completing […]

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The Chain Rule of Calculus – Even More Functions

The chain rule is an important derivative rule that allows us to work with composite functions. It is essential in understanding the workings of the backpropagation algorithm, which applies the chain rule extensively in order to calculate the error gradient of the loss function with respect to each weight of a neural network. We will be building on our earlier introduction to the chain rule, by tackling more challenging functions.  In this tutorial, you will discover how to apply the […]

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A Gentle Introduction To Approximation

When it comes to machine learning tasks such as classification or regression, approximation techniques play a key role in learning from the data. Many machine learning methods approximate a function or a mapping between the inputs and outputs via a learning algorithm. In this tutorial, you will discover what is approximation and its importance in machine learning and pattern recognition. After completing this tutorial, you will know:  What is approximation Importance of approximation in machine learning Let’s get started.

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A Gentle Introduction to Taylor Series

A Gentle Introduction to Taylor Series Taylor series expansion is an awesome concept, not only the world of mathematics, but also in optimization theory, function approximation and machine learning. It is widely applied in numerical computations when estimates of a function’s values at different points are required. In this tutorial, you will discover Taylor series and how to approximate the values of a function around different points using its Taylor series expansion. After completing this tutorial, you will know: Taylor […]

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Calculus in Action: Neural Networks

An artificial neural network is a computational model that approximates a mapping between inputs and outputs.  It is inspired by the structure of the human brain, in that it is similarly composed of a network of interconnected neurons that propagate information upon receiving sets of stimuli from neighbouring neurons. Training a neural network involves a process that employs the backpropagation and gradient descent algorithms in tandem. As we will be seeing, both of these algorithms make extensive use of calculus. […]

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A Gentle Introduction To Sigmoid Function

Whether you implement a neural network yourself or you use a built in library for neural network learning, it is of paramount importance to understand the significance of a sigmoid function. The sigmoid function is the key to understanding how a neural network learns complex problems. This function also served as a basis for discovering other functions that lead to efficient and good solutions for supervised learning in deep learning architectures. In this tutorial, you will discover the sigmoid function […]

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Lagrange Multiplier Approach with Inequality Constraints

In a previous post, we introduced the method of Lagrange multipliers to find local minima or local maxima of a function with equality constraints. The same method can be applied to those with inequality constraints as well. In this tutorial, you will discover the method of Lagrange multipliers applied to find the local minimum or maximum of a function when inequality constraints are present, optionally together with equality constraints. After completing this tutorial, you will know How to find points […]

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A Gentle Introduction to Particle Swarm Optimization

Particle swarm optimization (PSO) is one of the bio-inspired algorithms and it is a simple one to search for an optimal solution in the solution space. It is different from other optimization algorithms in such a way that only the objective function is needed and it is not dependent on the gradient or any differential form of the objective. It also has very few hyperparameters. In this tutorial, you will learn the rationale of PSO and its algorithm with an […]

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