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Random Matrix Methods for Machine Learning (en Inglés)
Romain Couillet
(Autor)
·
Zhenyu Liao
(Autor)
·
Cambridge University Press
· Tapa Dura
Random Matrix Methods for Machine Learning (en Inglés) - Couillet, Romain ; Liao, Zhenyu
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Reseña del libro "Random Matrix Methods for Machine Learning (en Inglés)"
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.
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