
How can you predict the future?
Image: GruenerBogen, CC BY-SA 4.0, via Wikimedia Commons
How can you predict the future?
Imagine you're playing a game where you roll a dice to move forward on a board. You want to know if there's a pattern to winning.
Think of the board as a 3x3 matrix. The game's rules can change the matrix, and the winning positions are like the matrix's eigenvalues. These eigenvalues tell us the outcomes of applying the game's rules repeatedly.
Example
If the matrix is [[2, 0, 0], [0, 3, 0], [0, 0, 4]], the eigenvalues are 2, 3, and 4, showing stable positions on the board.
Remember this
Eigenvalues predict stable outcomes in repeated applications of a matrix.
Text adapted from Wikipedia, licensed under CC BY-SA 4.0.
Logarithm of a matrix
Ever wondered how to find hidden patterns in chaos?
Eigenvalues and eigenvectors
Eigenvectors are unchanged in direction by a linear transformation
Expected value
Expected value formula: E[X] = Σ [x * P(x)]
Covariance matrix
Covariance formula: Cov(X, Y) = E[(X - E[X])(Y - E[Y])]
Lagrangian L(x,λ) = f(x) - λg(x)
How do we find the path an object naturally takes?
Computational complexity of matrix multiplication
O(n³) naive matrix multiplication
Swipe through 100 ML concepts daily
Open Pocket Polymath