There is more than one way to think about matrix multiplication.
By definition, it is not easy to understand. However, there are multiple ways of looking at it, each one revealing invaluable insights.
Let's take a look at them!
↓ A thread. ↓
First, let's unravel the definition and visualize what happens.
For instance, the element in the 2nd row and 1st column of the product matrix is created from the 2nd row of the left and 1st column of the right matrices by summing their elementwise product.
To move beyond the definition, let's introduce some notations.
A matrix is built from rows and vectors. These can be viewed as individual vectors.
You can think of them as a horizontal stack of column vectors or a vertical stack of row vectors.
Let's start by multiplying a matrix and a row vector.
By writing out the definition, it turns out that the product is just a linear combination of the columns, where the coefficients are determined by the vector we are multiplying with!
Taking this one step further, we can stack another vector.
This way, we can see that the product of an (n x n) and an (n x 2) matrix equals the product of the left matrix and the columns of the right matrix, horizontally stacked.
Applying the same logic, we can finally see that the product matrix is nothing else than the left matrix times the columns of the right matrix, horizontally stacked.
This is an extremely powerful way of thinking about matrix multiplication.
We can also get the product as vertically stacked row vectors by switching our viewpoint a bit.
There is another interpretation of matrix multiplication.
Let's rewind and go back to the beginning, studying the product of a matrix 𝐴 and a column vector 𝑥.
Do the sums in the result look familiar?
These sums are just the dot product of the row vectors of 𝐴, taken with the column vector 𝑥!
In general, the product of 𝐴 and 𝐵 is simply the dot products of row vectors from 𝐴 and column vectors from 𝐵!
To sum up, we have three interpretations: matrix multiplication as
1. vertically stacking row vectors, 2. horizontally stacking column vectors, 3. and as dot products of row vectors with column vectors.
When studying matrices, each of them is immensely useful.
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No matter the field, you can (almost always) find a small set of mind-numbingly simple ideas making the entire thing work.
In machine learning, the maximum likelihood estimation is one of those.
I'll start with a simple example to illustrate a simple idea.
Pick up a coin and toss it a few times, recording each outcome. The question is, once more, simple: what's the probability of heads?
We can't just immediately assume p = 1/2, that is, a fair coin.
For instance, one side of our coin can be coated with lead, resulting in a bias. To find out, let's perform some statistics! (Rolling up my sleeves, throwing down my gloves.)
The Law of Large Numbers is one of the most frequently misunderstood concepts of probability and statistics.
Just because you lost ten blackjack games in a row, it doesn’t mean that you’ll be more likely to be lucky next time.
What is the law of large numbers, then?
The strength of probability theory lies in its ability to translate complex random phenomena into coin tosses, dice rolls, and other simple experiments.
So, let’s stick with coin tossing. What will the average number of heads be if we toss a coin, say, a thousand times?
To mathematically formalize this question, we’ll need random variables.
Tossing a fair coin is described by the Bernoulli distribution, so let X₁, X₂, … be such independent and identically distributed random variables.
The expected value is one of the most important concepts in probability and statistics.
For instance, all the popular loss functions in machine learning, like cross-entropy, are expected values. However, its definition is far from intuitive.
Here is what's behind the scenes.
It's better to start with an example.
So, let's play a simple game! The rules: I’ll toss a coin, and if it comes up heads, you win $1. However, if it is tails, you lose $2.
Should you even play this game with me? We’ll find out.
After n rounds, your earnings can be calculated by the number of heads times $1 minus the number of tails times $2.
If we divide total earnings by n, we obtain your average earnings per round.
The single biggest argument about statistics: is probability frequentist or Bayesian?
It's neither, and I'll explain why.
Buckle up. Deep-dive explanation incoming.
First, let's look at what is probability.
Probability quantitatively measures the likelihood of events, like rolling six with a dice. It's a number between zero and one. This is independent of interpretation; it’s a rule set in stone.
In the language of probability theory, the events are formalized by sets within an event space.
The event space is also a set, usually denoted by Ω.)
If the sidewalk is wet, is it raining? Not necessarily. Yet, we are inclined to think so. This is a preposterously common logical fallacy called "affirming the consequent".
However, it is not totally wrong. Why? Enter the Bayes theorem.
Propositions of the form "if A, then B" are called implications.
They are written as "A → B", and they form the bulk of our scientific knowledge.
Say, "if X is a closed system, then the entropy of X cannot decrease" is the 2nd law of thermodynamics.
In the implication A → B, the proposition A is called "premise", while B is called the "conclusion".
The premise implies the conclusion, but not the other way around.
If you observe a wet sidewalk, it is not necessarily raining. Someone might have spilled a barrel of water.