The Matrix Calculus You Need For Deep Learning

Most of us last saw calculus in school, but derivatives are a critical part of machine learning, particularly deep neural networks, which are trained by optimizing a loss function. Pick up a machine learning paper or the documentation of a library such as PyTorch and calculus comes screeching back into your life like distant relatives around the holidays. And it's not just any old scalar calculus that pops up--you need differential matrix calculus, the shotgun wedding of linear algebra and multivariate calculus. Well... maybe need isn't the right word; Jeremy's courses show how to become a world-class deep learning practitioner with only a minimal level of scalar calculus, thanks to leveraging the automatic differentiation built in to modern deep learning libraries. But if you really want to really understand what's going on under the hood of these libraries, and grok academic papers discussing the latest advances in model training techniques, you'll need to understand certain bits of the field of matrix calculus.