Linear Algebra, Data Science, and Machine Learning

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This text provides a mathematically rigorous introduction to modern methods of machine learning and data analysis at the advanced undergraduate/beginning graduate level. The book is self-contained and requires minimal mathematical prerequisites. There is a strong focus on learning how and why algorithms work, as well as developing facility with their practical applications. Apart from basic calculus, the underlying mathematics — linear algebra, optimization, elementary probability, graph theory, and statistics — is developed from scratch in a form best suited to the overall goals. In particular, the wide-ranging linear algebra components are unique in their ordering and choice of topics, emphasizing those parts of the theory and techniques that are used in contemporary machine learning and data analysis. The book will provide a firm foundation to the reader whose goal is to work on applications of machine learning and/or research into the further development of this highly active