If linear algebra is so important for data science topics like ML, why aren’t the likes of...

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William Vicars


I've used all of the resources listed in this post and managed to learn linear algebra pretty quickly. Here are my thoughts:

Coding the Matrix (Coursera): Difficult. Don't start here, especially if you don't know Python. After learning the basics, I benefited greatly from this course and the associated book. Great examples of applications and very rigorous treatment of the fundamental algorithms.

Linear Algebra: Foundations to Frontiers (edX) - Easy. Start here. Good beginners class with a very thorough introduction to basic matrix manipulations and algorithms (coding is in Matlab). Kind of weak on applications and advanced material.

Linear Algebra (MIT, Gilbert Strang) - Intermediate. Brilliant lectures. I never attempted the homeworks or exams, which I imagine are difficult, but I learned a ton just watching the lectures and taking notes.

Applications of Linear Algebra 1 & 2 (edX) - Easy. These are fun courses and very easy. But don't expect to actually learn the algorithms here. This is a high-level overview of some major applications (SVD, Markov chains, linear models, etc.), but the details of the math and algorithms are never explained (Matlab is used as a black box). That being said, I had a lot of fun following this material and did learn a lot.

Introduction to Linear Models and Matrix Algebra (edX) - Intermediate. Part 2 of a brilliant series of courses focusing on data science as applied to high-throughput data. Again, the focus is on applications (statistical applications in this case) not the underlying algorithms. Another course in this series (High-Dimensional Data Anlaysis) focuses on SVD, PCA, factor analysis, etc. Programming is in R.

Khan Academy - Intermediate. I love Khan Academy, but I just couldn't get into this playlist. It's poorly organized and the videos are overly long and not at all focused on applications. It's probably better as a review for those who have already taken linear algebra in the past, or as a supplement for someone taking a proper linear algebra class at a university. I didn't learn much here.



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