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Mathematics and algorithms for data mining

9 ECTS
Master's
Czech
Zdeněk Zelinger

The aim of the course is to present the necessary mathematics for understanding the various procedures in data analysis. For this purpose, topics from linear algebra, information theory and algorithms complexity are discussed.


Course outline

Linear algebra

Repetition of linear algebra
Vector spaces, matrices and systems of linear equations, norms.
Eigenvalues of the matrix
Characteristic polynomial, eigenvalues and their calculation, definite and semi-definite matrices.
Matrix decompositions - decompositions of matrices
Choleského, QR decomposition, SVD decomposition.
Introduction to optimization tasks
Introduction to the general optimization problem, demonstration of linear and quadratic programming.

Complexity of algorithms

Combinatorics and graphs
Repetition of concepts from combinatorics and graphs, corresponding characteristics and algorithms for their determination.
Complexity of algorithms
Algorithmic complexity, definition of classes P and NP, basic examples of algorithms and their complexity, Cook's theorem and its consequences.
Solving complex problems
Examples of problems and their approximation, method of branches and boundaries, local search and more.
Approximation solution of relaxation problems

Information theory and dependence of quantities

Introduction to information theory
Introduction to information theory, random variable, random process, Markov chain, measure of information and entropy.
Combined quantities
Combined degree of entropy and information, mutual information and its determination, conditional mutual information.
Autoregression model
Definition of autoregression model and its use, error of autoregression model.
Causality
Granger causality, conditional mutual information, introduction to Bayesian networks.
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