Nonlinear Equations and Optimization
22 Calculus Revisited

Numerical Methods for Data Science

Preface
1 Introduction
Background Plus a Bit
Fundamentals in 1D
Numerical Linear Algebra
Nonlinear Equations and Optimization
Computing with Randomness
Dimension Reduction and Latent Factor Models
Function Approximation
Network Analysis
Learning Dynamics
References

Nonlinear Equations and Optimization
22 Calculus Revisited

22 Calculus Revisited

Finite differences and sparsity Use and abuse of automatic differentiation Backpropagation and neural networks (SIREV, Neidinger 2010)

Nonlinear Equations and Optimization

23 Nonlinear Equations and Unconstrained Optimization