We began by discussing the different types of matrices (positive definite etc). Some lectures for this are here:
http://www.youtube.com/watch?v=26lLZZz0KGg (Symmetric Matrices and Positive Definiteness)
http://www.youtube.com/watch?v=0sCLv2EQPg8 (Complex Matrices; Fast Fourier Transform)
http://www.youtube.com/watch?v=ZW8NWVyt4rg (Positive Definite Matrices and Minima)
From Gilbert Strang's lecture on SVD, we identified the most important aspects to be the geometric picture(3:00-4:38) and the equations(7:40-17:00). Here is the lecture:
http://www.youtube.com/watch?v=c9271ZFGKrU
Ina would post the Matlab commands for SVD on the blog. We would all look at the ICA/ NCA papers on our own.
For next week, we decided to look at feature selection. A good paper for this is
http://www.cs.waikato.ac.nz/~mhall/HallHolmesTKDE.pdf
Friday, November 14, 2008
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