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Calculus IV: Gradients and Integrals (Machine Learning Foundations)

Published by Pearson

Intermediate content levelIntermediate

Descend Gradients and Find the Area Under Curves Hands-on in Python

The Machine Learning Foundations series of online trainings provides a comprehensive overview of all the subjects — mathematics, statistics, and computer science — that underlie contemporary machine learning techniques, including deep learning and other artificial intelligence approaches. Extensive curriculum detail can be found at the course’s GitHub repo.

All classes in the ML Foundations series bring theory to life through the combination of vivid full-color illustrations, straightforward Python examples within hands-on Jupyter notebook demos, and comprehension exercises with fully worked solutions.

The focus is on providing you with a practical, functional understanding of the content covered. Context will be given for each topic, highlighting its relevance to machine learning. You will be better positioned to understand cutting-edge machine learning papers and you will be provided with resources for digging even deeper into topics that pique your curiosity.

There are 14 classes in the series, organized into four subject areas:

Linear Algebra (three classes)

  • Intro to Linear Algebra
  • Linear Algebra II: Matrix Tensors
  • Linear Algebra III: Eigenvectors

Calculus (four classes)

  • Intro to Calculus
  • Calculus II: Automatic Differentiation
  • Calculus III: Partial Derivatives
  • Calculus IV: Gradients and Integrals

Probability and Statistics (four classes)

  • Intro to Probability
  • Probability II and Information Theory
  • Intro to Statistics
  • Statistics II: Regression and Bayesian

Computer Science (three classes)

  • Intro to Data Structures and Algorithms
  • DSA II: Hashing, Trees, and Graphs
  • Optimization

You’re welcome to pick and choose between any of the 14 individual classes based on your interests or your existing familiarity with the material. Note that each of the four subject areas are independent, however theory within a given subject area generally builds over the 3-4 classes — topics in later classes of a given subject area often assume an understanding of topics from earlier classes.

(Note that at any given time, only a subset of the ML Foundations classes will be scheduled and open for registration. To be pushed notifications of upcoming classes in the series, sign up for the instructor’s email newsletter at jonkrohn.com.

This class, Calculus IV: Gradients and Integrals, builds on the multivariate differential calculus of _Calculus III _to descend the gradients produced by batches of data. The integral branch of calculus is also introduced, enabling you to find the area under curves by hand or with Python — skills that perennially come in handy across machine learning applications. The content covered in this class is itself foundational for the final class in the Machine Learning Foundations series, on Optimization.

What you’ll learn and how you can apply it

  • Be able to calculate the partial derivative of mean-squared-error cost by hand, providing a thorough understanding of the gradients produced by batches of data.
  • Quickly compute the gradients of complex functions (e.g., deep learning models) using automatic-differentiation libraries like PyTorch and TensorFlow.
  • Grasp exactly what gradients are and appreciate why they are essential for enabling ML via gradient descent.
  • Use integral calculus to determine the area under any given curve, a recurring task in ML applied, for example, to evaluate model performance by calculating the ROC AUC metric.
  • Develop an understanding of what’s going on beneath the hood of machine learning algorithms, including those used for deep learning.

This live event is for you because...

  • You use high-level software libraries (e.g., scikit-learn, Keras, TensorFlow) to train or deploy machine learning algorithms, and would now like to understand the fundamentals underlying the abstractions, enabling you to expand your capabilities
  • You’re a software developer who would like to develop a firm foundation for the deployment of machine learning algorithms into production systems
  • You’re a data scientist who would like to reinforce your understanding of the subjects at the core of your professional discipline
  • You’re a data analyst or A.I. enthusiast who would like to become a data scientist or data/ML engineer, and so you’re keen to deeply understand the field you’re entering from the ground up (very wise of you!)

Prerequisites

  • Programming: All code demos will be in Python so experience with it or another object-oriented programming language would be helpful for following along with the code examples.
  • Mathematics: Familiarity with secondary school-level mathematics will make the class easier to follow along with. If you are comfortable dealing with quantitative information — such as understanding charts and rearranging simple equations — then you should be well-prepared to follow along with all the mathematics.
  • During class, we’ll work on Jupyter notebooks interactively in the cloud via Google Colab. This requires zero setup and instructions will be provided in class.

Resources:

  • If you’re feeling extremely ambitious, you can get a head start on the content we’ll be covering in class by viewing Lessons 1-3 of Jon Krohn’s Calculus for ML LiveLessons.

The remainder of Jon’s ML Foundations curriculum is split across the following videos:

Schedule

The time frames are only estimates and may vary according to how the class is progressing.

Segment 1: Gradients of Batch Data(90 min)

  • Mean Squared Error
  • Descending the Gradient of Mean Squared Error
  • Backpropagation
  • Higher-Order Partial Derivatives
  • Q&A and Break

Segment 2: Integral Calculus (90 min)

  • Binary Classification
  • The Confusion Matrix
  • The Receiver-Operating Characteristic (ROC) Curve
  • Calculating Integrals by Hand
  • Q&A and Break

Segment 3: Calculating Integrals in Python (70 min)

  • Numeric Integration
  • Finding the Area Under the ROC Curve
  • Resources for Further Study of Calculus
  • Final Exercises and Q&A

Your Instructor

  • Jon Krohn

    Jon Krohn is Co-Founder of the AI software firm Y Carrot and a Fellow at Lightning AI. He authored the book Deep Learning Illustrated, an instant #1 bestseller that was translated into seven languages. He is also the host of SuperDataScience, the data science industry’s most listened-to podcast. Jon is renowned for his compelling lectures, which he offers at leading universities and conferences, as well as via his award-winning YouTube channel. He holds a PhD from Oxford and has been publishing on machine learning in prominent academic journals since 2010.

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Skills covered

  • Calculus
  • Machine Learning