Tivadar Danka Profile picture
Mar 8, 2022 14 tweets 5 min read Read on X
Differentiation reveals much more than the slope of the tangent plane.

We like to think about it that way, but from a different angle, differentiation is the same as an approximation with a linear function. This allows us to greatly generalize the concept.

Let's see why! ↓
By definition, the derivative of a function at the point 𝑎 is defined by the limit of the difference quotient, representing the rate of change.
In geometric terms, the differential quotient represents the slope of the line between two points of the function's graph.
However, differentiation can be formulated in another way.

We can write the difference quotient as the derivative plus an error term (if the derivative exists).
With a bit of algebra, we obtain that around 𝑎, we can replace our function with a linear function. The derivative gives the coefficient of the 𝑥 term.

(The term 𝑜(|𝑥-𝑎|) means that it goes to 0 faster than |𝑥-𝑎|. This is called the small o notation.)
So, the derivative is the first-order coefficient of the best linear approximation. Why is this good for us? There are two main reasons:

1) this gives a template to explain higher-order derivatives,

2) and one can easily extend the formula for multivariable functions.
Let's talk about higher-order derivatives first.

Going further with the idea, we might ask, what is the second-order polynomial that best approximates our function around a given point?

It turns out that we can continue our formula with the help of the second derivative.
In general, we can continue this expansion indefinitely. The more terms you use, the smaller the error gets.

This is called the Taylor polynomial, one of the most powerful tools in mathematics.

I'll show you an example to see why.
Have you ever wondered what happens when you type in the sine of some number into a hand calculator?

Since sin is a transcendental function, it is replaced with an approximation, such as its Taylor expansion that you can see below.
Now let's talk about the generalization of differentiation to multiple dimensions.

How would you define the derivative of a multivariable function? The most straightforward way would be as below, but there is a problem: division is not defined for vectors.
However, the definition offered by the best approximating linear function can be easily generalized!

The gradient (the multivariate "derivative") is the vector that gives the best linear approximation around a given point.
Having a deep understanding of math will make you a better engineer. I want to help you with this, so I am writing a comprehensive book about the subject.

If you are interested in the details and beauties of mathematics, check out the early access!

tivadardanka.com/book
Correction! When talking about the higher order differentiation and the Taylor expansion, I sadly forgot to include one crucial part of the formula: the factorials.

Below are the correct formulas.
The Taylor expansion:

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More from @TivadarDanka

Jul 3
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. Image
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. Image
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The event space is also a set, usually denoted by Ω.) Image
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Let's pull back the curtain! Image
First, the raw definition.

This is how the product of A and B is given. Not the easiest (or most pleasant) to look at.

We are going to unwrap this. Image
Here is a quick visualization before the technical details.

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Jul 1
The single most undervalued fact of linear algebra: matrices are graphs, and graphs are matrices.

Encoding matrices as graphs is a cheat code, making complex behavior simple to study.

Let me show you how! Image
If you looked at the example above, you probably figured out the rule.

Each row is a node, and each element represents a directed and weighted edge. Edges of zero elements are omitted.

The element in the 𝑖-th row and 𝑗-th column corresponds to an edge going from 𝑖 to 𝑗.
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Jun 30
In calculus, going from a single variable to millions of variables is hard.

Understanding the three main types of functions helps make sense of multivariable calculus.

Surprisingly, they share a deep connection. Let's see why! Image
In general, a function assigns elements of one set to another.

This is too abstract for most engineering applications. Let's zoom in a little! Image
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There are three categories:

1. vector-scalar,
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Jun 30
Neural networks are stunningly powerful.

This is old news: deep learning is state-of-the-art in many fields, like computer vision and natural language processing. (But not everywhere.)

Why are neural networks so effective? I'll explain. Image
First, let's formulate the classical supervised learning task!

Suppose that we have a dataset D, where xₖ is a data point and yₖ is the ground truth. Image
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Jun 28
One major reason why mathematics is considered difficult: proofs.

Reading and writing proofs are hard, but you cannot get away without them. The best way to learn is to do.

So, let's deconstruct the proof of the most famous mathematical result: the Pythagorean theorem. Image
Here it is in its full glory.

Theorem. (The Pythagorean theorem.) Let ABC be a right triangle, let a and b be the length of its two legs, and let c be the length of its hypotenuse.

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The first rabbit. Take a look at the following picture.

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