CS 229 Machine Learning (复习材料) Andrew Ng Stanford University
Contents Note1：Linear Algebra Review and Reference 1 Note2：Probability Theory Review for Machine Learning 21 Note3：Convex Optimization Overview 34 Note4：Convex Optimization Overview (cnt’d) 46 Note5：Hidden Markov Models Fundamentals 61 Note6： Gaussian processes 74 Linear Algebra Review and Reference Zico Kolter October 16, 2007 1 Basic Concepts and Notation Linear algebra provides a way of compactly representing and operating on sets of linear equations. For example, consider the following system of equations: 4x1 − 5x2 = −13 −2x1 + 3x2 = 9 . This is two equations and two variables, so as you know from high school algebra, you can find a unique solution for x1 and x2 (unless the equations are somehow degenerate, for example if the second equation is simply a multiple of the first, but in the case above there is in fact a unique solution). In ma
