Vector Calculus for Machine Learning

To keep this post as engaging and entertaining as possible I will first introduce a brief history of Calculus and why I think it is so cool. Then, we will move on to reviewing fundamental concepts of your high school calculus such as derivative rules. Next, we will get our feet wet with vectors and matrices to make sure you are comfortable with these mathematical objects before covering partial and vector derivatives. Finally, I will conclude this post with the concept of a gradient, the intuition behind optimization with Gradient Descent and a cool implementation of calculus with Python leveraging the library SimPy. Feel free to skip any sections you like if you are comfortable with such topics. At the core, Calculus is just a very special way of thinking about large problems by splitting them into several, smaller, problems.