Optimization is an integral part of most machine learning systems and most numerical optimization schemes rely on the computation of derivatives.

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. Hopefully you remember some of these main scalar derivative rules. If your memory is a bit fuzzy on this, have a look at Khan academy video on scalar derivative rules. There are other rules for trigonometry, exponential, etc., which you can find at Khan Academy differential calculus course.

Optimization is an integral part of most machine learning systems and most numerical optimization schemes rely on the computation of derivatives. Therefore, frameworks for computing derivatives are an active area of machine learning research. Surprisingly, as of yet, no existing framework is capable of computing higher order matrix and tensor derivatives directly. Here, we close this fundamental gap and present an algorithmic framework for computing matrix and tensor derivatives that extends seamlessly to higher order derivatives. The framework can be used for symbolic as well as for forward and reverse mode automatic differentiation. Experiments show a speedup of up to two orders of magnitude over state-of-the-art frameworks when evaluating higher order derivatives on CPUs and a speedup of about three orders of magnitude on GPUs.

Optimization is an integral part of most machine learning systems and most numerical optimizationschemes rely on the computation of derivatives. Therefore, frameworks for computing derivatives are an active area of machine learning research. Surprisingly,as of yet, no existing framework is capable of computing higher order matrix and tensor derivatives directly. Here, we close this fundamental gap and present an algorithmic framework for computing matrix and tensor derivatives thatextends seamlessly to higher order derivatives. The framework can be used for symbolic as well as for forward and reverse mode automatic differentiation. Experiments show a speedup of up to two orders of magnitude over state-of-the-art frameworks when evaluating higher order derivatives on CPUs and a speedup of about three orders of magnitude on GPUs.

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.

But more importantly - I need to mention that Terence Parr did nearly all the work on this. He shared my passion for making something that anyone could read on any device to such an extent that he ended up creating a new tool for generating fast, mobile-friendly math-heavy texts: https://github.com/parrt/bookish .