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

Lecture: Mon/Wed 12:30-1:20pm
Lecture Location: Friend Center 101
Contact: cos302-s20@lists.cs.princeton.edu
Course Google Calendar

All office hours are now on Zoom. See Piazza for links.
Prof. Ryan Adams (OH: Mon/Wed 1-3pm)

TA: Haochen Li (OH: Mon 7-9pm)
TA: Sulin Liu (OH: Thu 7-9pm)
TA: Geoffrey Roeder (OH: Wed 4:30-6:30pm)
TA: Ari Seff (OH: Thu 5-7pm)
TA: Alexander Strzalkowski (OH: Tue 5-7pm)
TA: Fangyin Wei (OH: Fri 4-6pm)

Lab TA: Michael Li (OH: Sun 2-4pm)
Lab TA: Alan Chung (OH: Sat 11am-1pm)
Lab TA: Kenny Peng (OH: Mon 5-7pm, COS 401)


syllabus | schedule | piazza | assignments | gradescope | grading | books | faq

Announcements


Schedule

Subject to change.
Mon 3 February 2020

Lecture: Course Introduction [slides]
Assignment 1 Out

Topics:

Linear Algebra

Wed 5 February 2020

Lecture: Vectors and Matrices

Topics:

Readings and Supplementary Material:


Thu/Fri 6/7 February 2020

Precept: Solving linear systems [slides] [COS_302_Precept_1.ipynb]

Topics:

Readings and Supplementary Material:


Mon 10 February 2020

Lecture: Solving linear systems, continued [Colab Notebook on Gauss-Jordan]
Assignment 2 Out

Topics:

Readings and Supplementary Material:


Wed 12 February 2020

Lecture: Groups and vector spaces [Colab Notebook for Color Subspaces]
Assignment 1 Due

Topics:

Readings and Supplementary Material:


Thu/Fri 13/14 February 2020

Precept: Basis concepts [slides]

Topics:

Readings and Supplementary Material:


Mon 17 February 2020

Lecture: Basis concepts, continued
Assignment 3 Out

Topics:

Readings and Supplementary Material:


Wed 19 February 2020

Lecture: Norms and inner products
Assignment 2 Due

Topics:

Readings and Supplementary Material:


Thu/Fri 20/21 February 2020

Precept: Orthogonality [slides]

Topics:

Readings and Supplementary Material:


Mon 24 February 2020

Lecture: Projections, continued
Assignment 4 Out

Topics:

Readings and Supplementary Material:


Wed 26 February 2020

Lecture: Eigenvectors and eigenvalues [Colab notebook demo]
Assignment 3 Due

Topics:

Readings and Supplementary Material:


Thu/Fri 27/28 February 2020

Precept: Eigendecomposition and Cholesky factors [slides, Python notebook]

Topics:

Readings and Supplementary Material:


Mon 2 March 2020

Lecture: Singular value decomposition
Assignment 5 Out

Topics:

Readings and Supplementary Material:


Wed 4 March 2020

Lecture: Singular value decomposition, continued
Assignment 4 Due

Topics:

Readings and Supplementary Material:


Thu/Fri 5/6 March 2020

Precept: Other matrix decompositions [slides]

Topics:

Readings and Supplementary Material:


Mon 9 March 2020

Lecture: Catchup and Review [ video 1 on HW4 P2, video 2 on HW4 P5 ]

Topics:

Readings and Supplementary Material:


Wed 11 March 2020

IN-CLASS MIDTERM EXAM


Thu/Fri 12/13 March 2020

No precept

Vector Calculus

Mon 23 March 2020

Lecture: Differentiation
Assignment 6 Out

Videos:

Readings and Supplementary Material:


Wed 25 March 2020

Lecture: Multivariate differentiation
Assignment 5 Due

Videos:

Readings and Supplementary Material:


Thu/Fri 26/27 March 2020

Precept: Multivariate differentiation, continued [slides, video]

Topics:

Readings and Supplementary Material:

Probability

Mon 30 March 2020

Lecture: Random variables
Assignment 7 Out

Videos:

Readings and Supplementary Material:


Wed 1 April 2020

Lecture: Random variables
Assignment 6 Due

Videos:

Readings and Supplementary Material:


Thu/Fri 2/3 April 2020

Precept: Sampling from distributions [video, annotated slides, Colab notebook]

Topics:

Readings and Supplementary Material:


Mon 6 April 2020

Lecture: Independent and dependent random variables
Assignment 8 Out

Videos:

Readings and Supplementary Material:


Wed 8 April 2020

Lecture: Aggregating random variables
Assignment 7 Due

Videos:

Readings and Supplementary Material:


Thu/Fri 9/10 April 2020

Precept: Transforming random variables [slides, video]

Topics:

Readings and Supplementary Material:


Mon 13 April 2020

Lecture: Multivariate Gaussian distributions
Assignment 9 Out

Topics:

Readings and Supplementary Material:


Wed 15 April 2020

Lecture: Monte Carlo estimation
Assignment 8 Due

Topics:

Readings and Supplementary Material:


Thu/Fri 16/17 April 2020

Precept: Monte Carlo estimation, continued [video]

Topics:

Readings and Supplementary Material:


Mon 20 April 2020

Lecture: Information theory
Assignment 10 Out

Videos:

Readings and Supplementary Material:

Optimization

Wed 22 April 2020

Lecture: Optimization basics
Assignment 9 Due

Videos:

Readings and Supplementary Material:


Thu/Fri 23/24 April 2020

Precept: Constrained optimization

Topics:

Readings and Supplementary Material:


Mon 27 April 2020

Lecture: Convex optimization
Assignment 11 Out

Topics:

Readings and Supplementary Material:

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Thu/Fri 30/1 April/May 2020

Precept: Questions and Answers

Topics:

Readings and Supplementary Material:


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