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Book Overview & Buying
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Table Of Contents
15 Math Concepts Every Data Scientist Should Know
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The word decomposition means breaking something down into smaller parts. In this case, a matrix decomposition means breaking down a matrix into a sum of simpler matrices. By simpler matrices, we mean matrices whose properties are more convenient or efficient to work with. So, while a decomposition of a matrix still just gives us the same matrix, working with the component parts of the decomposition allows us to prove things more easily mathematically, such as derive a new algorithm, or to implement a calculation more efficiently in code.
We shall learn about two of the most important matrix decompositions in data science: the eigen-decomposition and the SVD. We won’t try to prove the decompositions – that is beyond the scope of this book. Instead, we shall state the decompositions and then show you their resulting properties and how they are useful.
We start with the eigen-decomposition of a square matrix. As this suggests...