Sergio Peignier

Linear Algebra for Data Science & AI

Mathematical foundations of linear algebra with applications to machine learning, data analysis, and computational modeling, including regression, dimensionality reduction, and network-based applications.

Focus: Linear Models · Dimensionality Reduction · Optimization · Data Analysis

Level: Undergraduate / Graduate

Lecture Notes: Eigen & Singular Decomposition

Connections between eigen decomposition and SVD in data analysis.

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Lecture Notes: Linear Systems

Solving systems of linear equations and understanding solution spaces.

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Vector Spaces

Introduction to vector spaces, basis, and geometric interpretation of linear structures.

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From Equations to Matrix Form

Representation of systems of equations using matrices and linear transformations.

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Eigenvalues & Eigenvectors

Fundamental concepts for understanding transformations and stability in linear systems.

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Types of Linear Systems

Classification of systems: unique solutions, infinite solutions, and inconsistencies.

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Linear Regression

Modeling relationships between variables using linear systems and optimization.

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Least Squares Methods

Optimization techniques to approximate solutions in overdetermined systems.

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Regularization

Stabilizing models and preventing overfitting in linear regression frameworks.

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Singular Value Decomposition (SVD)

Matrix factorization technique for dimensionality reduction and data compression.

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Principal Component Analysis (PCA)

Dimensionality reduction method widely used in machine learning and data science.

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Ranking Algorithms

Application of linear algebra to ranking problems and network-based scoring systems.

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Project: Food Web Ranking via SVD

Application of SVD to analyze ecological networks and ranking structures.

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Project: Linear Regression for Gene Network Inference

Using regression models to infer gene regulatory networks from biological data.

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Project: Regression Analysis of Whale Songs

Application of regression techniques to analyze patterns in bioacoustic data.

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