COS 302 / SML 305 / ECE 305: Mathematics for Numerical Computing and Machine Learning

Lecture: Mon/Weds 12:30-1:20pm in Friend Center 008
Contact: cos302-f22@lists.cs.princeton.edu

Prof. Ryan Adams (OH: Mon/Wed 1:30-3pm in COS 411)

TA: Alex Guerra (OH: Tue 4-6pm, COS 401)
TA: Nick Richardson (OH: Mon 3-5pm, COS 003)
Lab TA: Indu Panigrahi (OH: Sat 10am-12pm, Friend 010)

Precept 01 (Nick): Thu 10:00-10:50am in Friend Center 110
Precept 02 (Alex): Fri 12:30-1:20pm in Friend Center 110


syllabus | schedule | ed discussion | assignments | gradescope | grading | books | faq

Announcements


Schedule

Subject to change.

Linear Algebra

Week 1: 5-9 September

Assignment 1 Out
Assignment 2 Out

Course Logistics

Vectors

Matrices


Week 2: 12-16 September

Assignment 1 Due 6pm ET Wednesday 14 Sept 2022
Assignment 3 Out

Systems of Linear Equations

Matrix Inversion

Vector Spaces


Week 3: 19-23 September

Assignment 2 Due 6pm ET Wednesday 21 Sept 2021
Assignment 4 Out

Linear Independence, Basis and Rank

Linear Maps

Change of Basis

Norms and Inner Products


Week 4: 26-30 September

Assignment 3 Due 6pm ET Wednesday 28 Sept 2022
Assignment 5 Out

Orthogonality

Gram-Schmidt Orthogonalization

Determinant and Trace


Week 5: 3-7 October

Assignment 4 Due 6pm ET Friday 7 Oct 2022
Assignment 6 Out

Eigenvectors and Eigenvalues

Matrix Factorization

Week 6: 10-14 October

Midterm Exam in class Oct 12
No precept Thurs/Fri.
Assignment 5 Due 6pm ET Friday 14 Oct 2022
Assignment 7 Out

Singular Value Decomposition

Probability

Week 7: 24-28 October

Assignment 6 Due 6pm ET Wednesday 26 Oct 2022
Assignment 8 Out

Random Variables

Probability Density and Mass Functions

Expectations


Week 8: 31 October to 4 November

Assignment 7 Due 6pm ET Wednesday 2 Nov 2022
Assignment 9 Out

Joint Probability

Independence and Dependence

The Gaussian Distribution


Week 9: 7-11 November

Assignment 8 Due 6pm ET Wednesday 9 Nov 2022
Assignment 10/a> Out

Inequalities and Limits

Pseudo-Random Numbers

Monte Carlo

Information Theory


Week 10: 14-18 November

Assignment 9 Due 6pm ET Wednesday 16 Nov 2022
Assignment 11 Out

Differentiation

Optimization

Week 11: 21-22 November (short week)

No lecture Weds, no precept Thurs/Fri.

Optimization Basics


Week 12: 28 November to 2 December

Assignment 10 Due 6pm ET Wednesday 30 Nov 2022

Stochastic Gradient Descent

Automatic Differentiation

Lagrange Multipliers


Week 13: 5 December to 7 December

Assignment 11 Due 6pm ET Wednesday 7 Dec 2022

Higher-order Optimization

Convex Optimization


Assignments


Grading


Required Book

Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong. Mathematics for Machine Learning. Cambridge University Press. 2020.
Freely available online.

Frequently Asked Questions