Random matrix methods for machine learning:

This book presents a unified theory of random matrices for applications in machine learning, offering a large-dimensional data vision that exploits concentration and universality phenomena. This enables a precise understanding, and possible improvements, of the core mechanisms at play in real-world...

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Bibliographic Details
Main Author: Couillet, Romain 1983-
Other Authors: Liao, Zhenyu 1992-
Format: eBook
Language:English
Published: Cambridge, United Kingdom ; New York, NY, USA Cambridge University Press 2022
Links:https://doi.org/10.1017/9781009128490
Summary:This book presents a unified theory of random matrices for applications in machine learning, offering a large-dimensional data vision that exploits concentration and universality phenomena. This enables a precise understanding, and possible improvements, of the core mechanisms at play in real-world machine learning algorithms. The book opens with a thorough introduction to the theoretical basics of random matrices, which serves as a support to a wide scope of applications ranging from SVMs, through semi-supervised learning, unsupervised spectral clustering, and graph methods, to neural networks and deep learning. For each application, the authors discuss small- versus large-dimensional intuitions of the problem, followed by a systematic random matrix analysis of the resulting performance and possible improvements. All concepts, applications, and variations are illustrated numerically on synthetic as well as real-world data, with MATLAB and Python code provided on the accompanying website.
Physical Description:1 Online-Ressource (vi, 402 Seiten)
ISBN:9781009128490