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【2018新书】Mathematical Analysis for Machine Learning and Data Mining

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 相关标签: 机器学习 数据挖掘

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【实例简介】【2018新书】Mathematical Analysis for Machine Learning and Data Mining(机器学习与数据挖掘中的数学分析)

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Contents
Preface vii
Part I. Set-Theoretical and Algebraic Preliminaries 1
1. Preliminaries 3
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Sets and Collections . . . . . . . . . . . . . . . . . . . . . 4
1.3 Relations and Functions . . . . . . . . . . . . . . . . . . . 8
1.4 Sequences and Collections of Sets . . . . . . . . . . . . . . 16
1.5 Partially Ordered Sets . . . . . . . . . . . . . . . . . . . . 18
1.6 Closure and Interior Systems . . . . . . . . . . . . . . . . 28
1.7 Algebras and σ-Algebras of Sets . . . . . . . . . . . . . . 34
1.8 Dissimilarity and Metrics . . . . . . . . . . . . . . . . . . 43
1.9 Elementary Combinatorics . . . . . . . . . . . . . . . . . . 47
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 54
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 64
2. Linear Spaces 65
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 65
2.2 Linear Spaces and Linear Independence . . . . . . . . . . 65
2.3 Linear Operators and Functionals . . . . . . . . . . . . . . 74
2.4 Linear Spaces with Inner Products . . . . . . . . . . . . . 85
2.5 Seminorms and Norms . . . . . . . . . . . . . . . . . . . . 88
2.6 Linear Functionals in Inner Product Spaces . . . . . . . . 107
2.7 Hyperplanes . . . . . . . . . . . . . . . . . . . . . . . . . . 110
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 113
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 116
ix
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x Mathematical Analysis for Machine Learning and Data Mining
3. Algebra of Convex Sets 117
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 117
3.2 Convex Sets and Affine Subspaces . . . . . . . . . . . . . 117
3.3 Operations on Convex Sets . . . . . . . . . . . . . . . . . 129
3.4 Cones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
3.5 Extreme Points . . . . . . . . . . . . . . . . . . . . . . . . 132
3.6 Balanced and Absorbing Sets . . . 
May 2, 2018 11:28 Mathematical Analysis for Machine Learning 9in x 6in b3234-main page xi
Contents xi
5.4 Continuity of Functions between Metric Spaces . . . . . . 264
5.5 Separation Properties of Metric Spaces . . . . . . . . . . . 270
5.6 Completeness of Metric Spaces . . . . . . . . . . . . . . . 275
5.7 Pointwise and Uniform Convergence . . . . . . . . . . . . 283
5.8 The Stone-Weierstrass Theorem . . . . . . . . . . . . . . . 286
5.9 Totally Bounded Metric Spaces . . . . . . . . . . . . . . . 291
5.10 Contractions and Fixed Points . . . . . . . . . . . . . . . 295
5.11 The Hausdorff Metric Hyperspace of Compact
Subsets . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
5.12 The Topological Space (R, O) . . . . . . . . . . . . . . . . 303
5.13 Series and Schauder Bases . . . . . . . . . . . . . . . . . . 307
5.14 Equicontinuity . . . . . . . . . . . . . . . . . . . . . . . . 315
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 318
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 327
6. Topological Linear Spaces 329
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 329
6.2 Topologies of Linear Spaces . . . . . . . . . . . . . . . . . 329
6.3 Topologies on Inner Product Spaces . . . . . . . . . . . . 337
6.4 Locally Convex Linear Spaces . . . . . . . . . . . . . . . . 338
6.5 Continuous Linear Operators . . . . . . . . . . . . . . . . 340
6.6 Linear Operators on Normed Linear Spaces . . . . . . . . 341
6.7 Topological Aspects of Convex Sets . . . . . . . . . . . . . 348
6.8 The Relative Interior . . . . . . . . . . . . . . . . . . . . . 351
6.9 Separation of Convex Sets . . . . . . . . . . . . . . . . . . 356
6.10 Theorems of Alternatives . . . . . . . . . . . . . . . . . . 366
6.11 The Contingent Cone . . . . . . . . . . . . . . . . . . . . 370
6.12 Extreme Points and Krein-Milman Theorem . . . . . . . . 373
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 375
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 381
Part III. Measure and Integration 383
7. Measurable Spaces and Measures 385
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 385
7.2 Measurable Spaces . . . . . . . . . . . . . . . . . . . . . . 385
7.3 Borel Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
7.4 Measurable Functions . . . . . . . . . . . . . . . . . . . . 392
May 2, 2018 11:28 Mathematical Analysis for Machine Learning 9in x 6in b3234-main page xii
xii Mathematical Analysis for Machine Learning and Data Mining
7.5 Measures and Measure Spaces . . . . . . . . . . . . . . . . 398
7.6 Outer Measures . . . . . . . . . . . . . . . . . . . . . . . . 417
7.7 The Lebesgue Measure on Rn . . . . . . . . . . . . . . . . 427
7.8 Measures on Topological Spaces . . . . . . . . . . . . . . . 450
7.9 Measures in Metric Spaces . . . . . . . . . . . . . . . . . . 453
7.10 Signed and Complex Measures . . . . . . . . . . . . . . . 456
7.11 Probability Spaces . . . . . . . . . . . . . . . . . . . . . . 464
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 470
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 484
8. Integration 485
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 485
8.2 The Lebesgue Integral . . . . . . . . . . . . . . . . . . . . 485
8.2.1 The Integral of Simple Measurable Functions . . . 486
8.2.2 The Integral of Non-negative Measurable
Functions . . . . . . . . . . . . . . . . . . . . . . . 491
8.2.3 The Integral of Real-Valued Measurable
Functions . . . . . . . . . . . . . . . . . . . . . . . 500
8.2.4 The Integral of Complex-Valued Measurable
Functions . . . . . . . . . . . . . . . . . . . . . . . 505
8.3 The Dominated Convergence Theorem . . . . . . . . . . . 508
8.4 Functions of Bounded Variation . . . . . . . . . . . . . . . 512
8.5 Riemann Integral vs. Lebesgue Integral . . . . . . . . . . 517
8.6 The Radon-Nikodym Theorem . . . . . . . . . . . . . . . 525
8.7 Integration on Products of Measure Spaces . . . . . . . . 533
8.8 The Riesz-Markov-Kakutani Theorem . . . . . . . . . . . 540
8.9 Integration Relative to Signed Measures and
Complex Measures . . . . . . . . . . . . . . . . . . . . . . 547
8.10 Indefinite Integral of a Function . . . . . . . . . . . . . . . 549
8.11 Convergence in Measure . . . . . . . . . . . . . . . . . . . 551
8.12 Lp and Lp Spaces . . . . . . . . . . . . . . . . . . . . . . . 556
8.13 Fourier Transforms of Measures . . . . . . . . . . . . . . . 565
8.14 Lebesgue-Stieltjes Measures and Integrals . . . . . . . . . 569
8.15 Distributions of Random Variables . . . . . . . . . . . . . 572
8.16 Random Vectors . . . . . . . . . . . . . . . . . . . . . . . 577
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 582
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 593
May 2, 2018 11:28 Mathematical Analysis for Machine Learning 9in x 6in b3234-main page xiii
Contents xiii
Part IV. Functional Analysis and Convexity 595
9. Banach Spaces 597
9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 597
9.2 Banach Spaces — Examples . . . . . . . . . . . . . . . . . 597
9.3 Linear Operators on Banach Spaces . . . . . . . . . . . . 603
9.4 Compact Operators . . . . . . . . . . . . . . . . . . . . . 610
9.5 Duals of Normed Linear Spaces . . . . . . . . . . . . . . . 612
9.6 Spectra of Linear Operators on Banach Spaces . . . . . . 616
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 619
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 623
10. Differentiability of Functions Defined on Normed Spaces 625
10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 625
10.2 The Fr´echet and Gˆateaux Differentiation . . . . . . . . . . 625
10.3 Taylor’s Formula . . . . . . . . . . . . . . . . . . . . . . . 649
10.4 The Inverse Function Theorem in Rn . . . . . . . . . . . . 658
10.5 Normal and Tangent Subspaces for Surfaces in Rn . . . . 663
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 666
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 675
11. Hilbert Spaces 677
11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 677
11.2 Hilbert Spaces — Examples . . . . . . . . . . . . . . . . . 677
11.3 Classes of Linear Operators in Hilbert Spaces . . . . . . . 679
11.3.1 Self-Adjoint Operators . . . . . . . . . . . . . . . 681
11.3.2 Normal and Unitary Operators . . . . . . . . . . . 683
11.3.3 Projection Operators . . . . . . . . . . . . . . . . 684
11.4 Orthonormal Sets in Hilbert Spaces . . . . . . . . . . . . 686
11.5 The Dual Space of a Hilbert Space . . . . . . . . . . . . . 703
11.6 Weak Convergence . . . . . . . . . . . . . . . . . . . . . . 704
11.7 Spectra of Linear Operators on Hilbert Spaces . . . . . . 707
11.8 Functions of Positive and Negative Type . . . . . . . . . . 712
11.9 Reproducing Kernel Hilbert Spaces . . . . . . . . . . . . . 722
11.10 Positive Operators in Hilbert Spaces . . . . . . . . . . . . 733
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 736
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 745
May 2, 2018 11:28 Mathematical Analysis for Machine Learning 9in x 6in b3234-main page xiv
xiv Mathematical Analysis for Machine Learning and Data Mining
12. Convex Functions 747
12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 747
12.2 Convex Functions — Basics . . . . . . . . . . . . . . . . . 748
12.3 Constructing Convex Functions . . . . . . . . . . . . . . . 756
12.4 Extrema of Convex Functions . . . . . . . . . . . . . . . . 759
12.5 Differentiability and Convexity . . . . . . . . . . . . . . . 760
12.6 Quasi-Convex and Pseudo-Convex Functions . . . . . . . 770
12.7 Convexity and Inequalities . . . . . . . . . . . . . . . . . . 775
12.8 Subgradients . . . . . . . . . . . . . . . . . . . . . . . . . 780
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 793
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 815
Part V. Applications 817
13. Optimization 819
13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 819
13.2 Local Extrema, Ascent and Descent Directions . . . . . . 819
13.3 General Optimization Problems . . . . . . . . . . . . . . . 826
13.4 Optimization without Differentiability . . . . . . . . . . . 827
13.5 Optimization with Differentiability . . . . . . . . . . . . . 831
13.6 Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . 843
13.7 Strong Duality . . . . . . . . . . . . . . . . . . . . . . . . 849
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 854
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 863
14. Iterative Algorithms 865
14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 865
14.2 Newton’s Method . . . . . . . . . . . . . . . . . . . . . . . 865
14.3 The Secant Method . . . . . . . . . . . . . . . . . . . . . 869
14.4 Newton’s Method in Banach Spaces . . . . . . . . . . . . 871
14.5 Conjugate Gradient Method . . . . . . . . . . . . . . . . . 874
14.6 Gradient Descent Algorithm . . . . . . . . . . . . . . . . . 879
14.7 Stochastic Gradient Descent . . . . . . . . . . . . . . . . . 882
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 884
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 892
May 2, 2018 11:28 Mathematical Analysis for Machine Learning 9in x 6in b3234-main page xv
Contents xv
15. Neural Networks 893
15.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 893
15.2 Neurons . . . . . . . . . . . . . . . . . . . . . . . . . . . . 893
15.3 Neural Networks . . . . . . . . . . . . . . . . . . . . . . . 895
15.4 Neural Networks as Universal Approximators . . . . . . . 896
15.5 Weight Adjustment by Back Propagation . . . . . . . . . 899
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 902
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 907
16. Regression 909
16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 909
16.2 Linear Regression . . . . . . . . . . . . . . . . . . . . . . . 909
16.3 A Statistical Model of Linear Regression . . . . . . . . . . 912
16.4 Logistic Regression . . . . . . . . . . . . . . . . . . . . . . 914
16.5 Ridge Regression . . . . . . . . . . . . . . . . . . . . . . . 916
16.6 Lasso Regression and Regularization . . . . . . . . . . . . 917
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 920
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 924
17. Support Vector Machines 925
17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 925
17.2 Linearly Separable Data Sets . . . . . . . . . . . . . . . . 925
17.3 Soft Support Vector Machines . . . . . . . . . . . . . . . . 930
17.4 Non-linear Support Vector Machines . . . . . . . . . . . . 933
17.5 Perceptrons . . . . . . . . . . . . . . . . . . . . . . . . . . 939
Exercises and Supplements . . . . . . . . . . . . . . . . . . . . . 941
Bibliographical Comments . . . . . . . . . . . . . . . . . . . . . 947
Bibliography 949
Index 957

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