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Название: Random Matrix Methods for Machine Learning
Автор: Romain Couillet, Zhenyu Liao,
Издательство: Cambridge University Press
Год: 2022
Страниц: 411
Размер: 10,62 МБ
Формат: PDF
Язык: English
This book presents a unified theory of random matrices for applications in machine learning, offering a large-dimensional data vision that exploits concentration and universality phenomena. This enables a precise understanding, and possible improvements, of the core mechanisms at play in real-world machine learning algorithms.