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Matrix Calculus for Machine Learning

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In the last two weeks I studied Matrix Calculus, i.e. the set of rules and methods for differentiating functions involving vectors and matrices. It wasn't easy to make sense of the various methods. Not so many books cover this important topic and the book by Magnus and Neudecker is too long for someone who wants to get up to speed in a short time. I wrote an article about what I learned about this topic. It should provide a brief but self-contained and practical introduction to Matrix Calculus useful for Machine Learning. Please let me know if something is unclear or if you have any questions about the article and the topic.

link!

submitted by Kiuhnm
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