matrixcalculus.org provides matrix calculus for everyone. It is an online tool that computes vector and matrix derivatives (matrix calculus). Such derivatives can be plugged into numerical optimization algorithms like gradient descent or Newton's method. matrixcalculus.org is part of the larger geno-project.org for automatically generating customized solvers for optimization problems. In this talk we will demonstrate both tools using the classroom example of logistic regression from the domain of machine learning.
Prof. Dr. Joachim Giesen, Uni Jena
Fr. 15.12.2017, 13:00 c.t., G29-335