16. Projection Matrices and Least Squares

MIT 18.06 Linear Algebra, Spring 2005
Instructor: Gilbert Strang
View the complete course: ocw.mit.edu/18-06S05
KZread Playlist: • MIT 18.06 Linear Algeb...
16. Projection Matrices and Least Squares
License: Creative Commons BY-NC-SA
More information at ocw.mit.edu/terms
More courses at ocw.mit.edu

Пікірлер: 281

  • @jiawenchen4634
    @jiawenchen46347 жыл бұрын

    I am a graduate student majored in electrical and computer engineering. Though most of us have learned linear algebra in undergraduate study, I would like to highly recommend this course to those who are interested in machine learning and signal processing. Thank you Prof.Strang!

  • @cagrkaymak3063

    @cagrkaymak3063

    6 жыл бұрын

    same for me, I am a grad student too but I learn a lot from these lectures

  • @andre.queiroz

    @andre.queiroz

    5 жыл бұрын

    I'm finishing college and I'm studying this to get into Machine Learning.

  • @qiangli5860

    @qiangli5860

    5 жыл бұрын

    I am also a graduate student majored in ECE. machine learning and numerical linear algebra.

  • @alexandresoaresdasilva1966

    @alexandresoaresdasilva1966

    4 жыл бұрын

    Same here. The insights are invaluable - the lecture about projections finally clarified why a color calibration project I had during my undergrad didn’t always work well. These lectures should be used to teach linear algebra everywhere where there’s no really strong linear algebra classes, as image processing/ML tend to require way more command of linear algebra than what the common linear algebra college classes(talking about Texas Tech here) tend to offer.

  • @johncarloroberto2635

    @johncarloroberto2635

    3 жыл бұрын

    Same I graduated with an ECE degree, but our curriculum didn't have linear algebra so I'm taking this in order to pursue a masters with a focus in machine learning. The intuition and guidance Prof Strang offers is really great!

  • @ozzyfromspace
    @ozzyfromspace4 жыл бұрын

    "please come out right". "oh yes!" "thank you god" 😂

  • @MasterCivilEngineering

    @MasterCivilEngineering

    3 жыл бұрын

    Good

  • @super-creative-stuff1421

    @super-creative-stuff1421

    3 жыл бұрын

    I think it's that sort of personality that my teachers in school were missing. They didn't care about math at all.

  • @hurbig
    @hurbig3 жыл бұрын

    With lectures this good I can watch this instead of Netflix. I have one professor who also hold phenomenal lectures and lectures this good bring me as much joy or even more than playing a good video game or watching a good show. It is interesting and entertaining and it blows my mind. Truly a fantastic job! Thank you professor Strang!

  • @MasterCivilEngineering

    @MasterCivilEngineering

    3 жыл бұрын

    Really true dear

  • @starriet

    @starriet

    2 жыл бұрын

    Guys, let's watch Prof. Strang instead of watching dumb TV shows!!! (well.. I'm dumb too though!)

  • @staa08

    @staa08

    6 ай бұрын

    These kinda people are scary bruh!!! Hats off to you for having this kinda motivation

  • @trevandrea8909

    @trevandrea8909

    5 ай бұрын

    @@starriet You're not dumb, the fact you watch Linear Algebra videos show you're interested in learning, and you are smart:)

  • @ashutoshtiwari4398
    @ashutoshtiwari43985 жыл бұрын

    18:04 and 28:12 It proves Prof. Strang is a man of his words.

  • @MasterCivilEngineering

    @MasterCivilEngineering

    3 жыл бұрын

    He definitely is

  • @starriet

    @starriet

    2 жыл бұрын

    That's what I wanted to say :)

  • @yryj1000
    @yryj10008 жыл бұрын

    "Oh god, come out right here!" ... "Thank you, God!" XD I was dying at those parts of the lecture. Not only does he teach skillfully, he's hilarious too.

  • @sajalvasal5073
    @sajalvasal50733 жыл бұрын

    He does not teach Linear Algebra, He teach us to see the MATH as an art form and tells us how to draw math, and admire its beauty.

  • @MasterCivilEngineering

    @MasterCivilEngineering

    3 жыл бұрын

    Yes absolutely dear

  • @LAnonHubbard
    @LAnonHubbard11 жыл бұрын

    The bit at 4:54 where b is replaced by Ax giving A(A^TA)ˉ¹ATAx, which then collapses to Ax is fantastic. It's so high-level and so simple to see.

  • @samuelphiri8541
    @samuelphiri85415 жыл бұрын

    29:14 “You have to admire the beauty of this answer”. 😂😂

  • @heropadaimazero
    @heropadaimazero15 жыл бұрын

    The mistake starts at 11:26. The right hand side is (1 2 2), not (1 2 3). But he later uses the (1 2 2) for all other calculations, so not a big deal.

  • @matthewwhitted-tx3xf

    @matthewwhitted-tx3xf

    24 күн бұрын

    Not the first time he's made a mistake and not caught it.

  • @xiangzhang8508
    @xiangzhang85088 жыл бұрын

    linear algebra is so fun in Prof Gilbert Stang 's hand.

  • @pubgplayer1720

    @pubgplayer1720

    4 жыл бұрын

    Yeah. It's so good. It's senior algebra!

  • @bboysil
    @bboysil11 жыл бұрын

    I love how you can reach the same answer also using a calculus approach.. and I LOVE the two pictures for the least squares regression. Beautiful stuff and amazing lecturer.

  • @fearlesspeanut6868
    @fearlesspeanut68687 жыл бұрын

    This is probably one of the best courses I have ever taken, Prof Gilbert Strang really rocks! Never though linear algebra can be this beautiful

  • @bhaweshkumar7128
    @bhaweshkumar71289 жыл бұрын

    Mr Strang and MIT ,thank you so much.

  • @nguyenbaodung1603
    @nguyenbaodung16033 жыл бұрын

    I love it how he does not even need to explain it carefully, but everyone was already interested in Linear Algebra taught by him. He really encourages students to brainstorm other insights based on strong background that he could provide them.

  • @divdagr8
    @divdagr83 жыл бұрын

    Rediscovering Linear Algebra again with Professor Strang! So intuitive with him.

  • @maheepchaudhary4200
    @maheepchaudhary42004 жыл бұрын

    Thank you Prof. Strang for changing the way to study maths rather than cramming now we not only just study matrices but can visualize itbecaue of you. Never seen a wonderful teacher like you.I hope I will meet you somday to show my gratitude. Highly recommended for everyone.

  • @mauriciobarda
    @mauriciobarda4 жыл бұрын

    professor Strang you are excellent. Thanks a lot to you and MIT for these lectures and to all the supporters of OCW.

  • @shivammalviya3737
    @shivammalviya37373 жыл бұрын

    This is the 3rd time I am taking these lectures in the last 2 years. Thank you, professor, these lectures are amazing.

  • @maoqiutong
    @maoqiutong5 жыл бұрын

    Professor Strang you are the first person who makes me deeply understand linear regression from linear algebra's point of view.

  • @supersnowva6717
    @supersnowva6717 Жыл бұрын

    Beautiful lecture, just beautiful. Prof. Strang is drawing the beauty of Linear Algebra on a blackboard.

  • @francescocostanzo8225
    @francescocostanzo82253 жыл бұрын

    36:48 I legitimately was wondering this. Thank Professor Strang for answering my questions from beyond the screen

  • @ankanghosal
    @ankanghosal3 жыл бұрын

    His lectures are in an endless loop. He comes back to the statements that he has said earlier in the lecture.

  • @nateshtyagi
    @nateshtyagi3 жыл бұрын

    I can't stress my thanks enough. Thanks for everything Prof Strang, MIT.

  • @bilyzhuang9242
    @bilyzhuang92424 жыл бұрын

    I suggest every colleges' linear algebra course using this course video. Prof Strang makes linear algebra so intuitive, interesting and easy to understand. He plots the pictures and tells you what's going on in the vector space and then he will go back to the theory to make you have a deep comprehension

  • @georgesadler7830
    @georgesadler78302 жыл бұрын

    This is another great lecture by MIT Professor DR. Gilbert Strang. Least Squares put linear algebra into another world by itself.

  • @Concon9343
    @Concon934312 жыл бұрын

    Really an inspiration to me as how the things add up and come together. Great lecture intense easy to follow / understand

  • @jcf129er
    @jcf129er6 жыл бұрын

    This is like pure intellectual chocolate. Gilbert Strang should've taken over Wonka's Chocolate Factory, not Charlie.

  • @PyMoondra
    @PyMoondra4 жыл бұрын

    This was a really good lecture. It was packed with insights. I love how everything is coming together.

  • @gigis1393
    @gigis13932 жыл бұрын

    learned this about 30 years ago at Technion Haifa. If I could only have such videos or Instructor then life would have been a breeze

  • @niclasn2695
    @niclasn26959 ай бұрын

    I'm watching this 27 years after I took a similar course in my university. Haven't seen linear algebra much during my career. Now when watching, everything seem much clearer to me. Strang is a really good lecturer.

  • @eklavyashukla8106
    @eklavyashukla81063 жыл бұрын

    WE NEED MORE TEACHERS LIKE YOU Mr.Strang!!!! Regards a fellow student you never met

  • @sahajthareja9415
    @sahajthareja94154 жыл бұрын

    I am econ Student and have studied Regression in my statistics class but never was able to understand how exactly was it connected to Nullspace and Column Space . Totally a new persepective , Thanks a lot for this series Prof Strang and MIT

  • @ManishKumar-xx7ny
    @ManishKumar-xx7ny2 жыл бұрын

    This is a lecture of the best of the best quality. Thrilling

  • @richarddow8967
    @richarddow8967 Жыл бұрын

    Glad I decided to go all the way back to basic LA, such a great and thorough review

  • @santiago8509
    @santiago85092 жыл бұрын

    34:29~35:13 It is really helpful for me that he explicitly pointed that out.

  • @johndon1986
    @johndon19865 жыл бұрын

    This video quitely provides the proof of assumption of regression that features have to be uncorrelated/independent. I have read that only in theory but now I can see exactly why. Thank you prof strang

  • @Eizengoldt

    @Eizengoldt

    6 ай бұрын

    Its mad that we dont learn statistics this way in class

  • @nguyenbaodung1603
    @nguyenbaodung16033 жыл бұрын

    With his lecture, I could sit in my desk all day and study. Math is so great.

  • @user-vw6fu9xn9t
    @user-vw6fu9xn9t4 жыл бұрын

    The best course of linear algebra. Thanks Prof. Strang!

  • @MasterCivilEngineering

    @MasterCivilEngineering

    3 жыл бұрын

    Absolutely dear

  • @ShoookeN
    @ShoookeN9 жыл бұрын

    32:56 Thank you Prof. Strang.

  • @swphsil3675
    @swphsil367510 ай бұрын

    To anyone confused at 11:25, yes, he wrote the wrong b. Instead of (1 2 3) which he wrote, it is actually (1 2 2), otherwise (1 2 3) is a combination of the columns of A (0 times column 1 + 1 times column 2)

  • @shekharnegi6045

    @shekharnegi6045

    8 ай бұрын

    yes, you are correct, otherwise, it has a solution (0,1) but professor said no solution.

  • @thabsor
    @thabsor2 жыл бұрын

    I finally understood OLS in econometrics, now I can say I comprehend what I'm doing, instead of mindlessly applying formulas and rules. Thank you verry much Mr Strang.

  • @muhammedyusufsener1622
    @muhammedyusufsener16223 жыл бұрын

    Excellent lecture. Professor Strang is a legend.

  • @ThePimp4dawin
    @ThePimp4dawin4 жыл бұрын

    Beautiful lecture and amazing lecturer! Thank you Mr. Strang!

  • @MasterCivilEngineering

    @MasterCivilEngineering

    3 жыл бұрын

    Thankyou

  • @jamesking2439
    @jamesking24393 жыл бұрын

    Gilbert is really good at teasing the next lecture. I have to force myself to stop watching so I can sleep.

  • @user-fv8im
    @user-fv8im2 жыл бұрын

    Excellent , I was amazed to see the one to one correspondence between solving Ax=b when b is not in the column space of A and least squares fitting by a line when all the points doesn't exactly fit in a straight line

  • @bezaeshetu5454
    @bezaeshetu54542 жыл бұрын

    What interesting lecture is this. you showed how maths is a pillars of statistics. during the lecture I think of the assumptions of least square estimation. it comes from maths (like the independency assumption). great work. God bless you prof.

  • @luigiquitadamo1990
    @luigiquitadamo19904 жыл бұрын

    Ever great lectures, thanks professor Strang and MIT.Merci la vie!

  • @MasterCivilEngineering

    @MasterCivilEngineering

    3 жыл бұрын

    Thanks and bless you

  • @LAnonHubbard
    @LAnonHubbard11 жыл бұрын

    This is mind blowing. Great lecture.

  • @kz_cbble9670
    @kz_cbble96702 жыл бұрын

    Well done Mr Gilbert, congratulations

  • @haileywei1884
    @haileywei18843 жыл бұрын

    I can't stop watching these lectures...

  • @dylanhoggyt
    @dylanhoggyt12 жыл бұрын

    @pelemanov from what I understand we are projecting b in to the column space so that we can actually solve the system with a best estimate. The closest (least squares) projection of b is p which will only be orthogonal if b happens to be in the null space of A transpose, but there is no requirement that this is the case. In fact if b happens to be in the column space, then the projection doesn't change b at all (i.e. P = I.)

  • @nguyenbaodung1603
    @nguyenbaodung16033 жыл бұрын

    Listening to your voice has been my priority these days.

  • @super-creative-stuff1421
    @super-creative-stuff14213 жыл бұрын

    I had horrible experiences with learning math in elementary school and since then, I've had a negative predisposition to it. This playlist is reversing that predisposition.

  • @karthik3685
    @karthik36852 жыл бұрын

    Nothing new in my comment. EE Grad - did all of this math in undergrad. Don't remember any of it, and never developed an intuition for it. This is so friggin' amazing!! Dr. Strang is a rockstar!

  • @inazuma3gou
    @inazuma3gou4 жыл бұрын

    I had some trouble connecting the two pictures. What helped me to understand the connection is rewrite the original equation as Ax = b = e + p. That means we breaking down b into the error vector and its projection, p, onto A. We find e1, e2, e3, which are the elements of the error vector, by solving for C and D such as e is in the null space of A transpose.

  • @afianzamientofermath1207
    @afianzamientofermath12074 жыл бұрын

    Thank you so much, MIT

  • @georgemendez5245
    @georgemendez52455 жыл бұрын

    the man the myth the legend Gilbert Strang

  • @Gabriel-pd8sv
    @Gabriel-pd8sv2 жыл бұрын

    Before this lesson, I liked linear algebra. Now I LOVE IT!!

  • @treblaoj
    @treblaoj6 жыл бұрын

    Amazing lecture!

  • @kpfxzzsy
    @kpfxzzsy3 жыл бұрын

    Thank you professor, Thank you MIT.

  • @AngeloYeo
    @AngeloYeo7 жыл бұрын

    It is crazy... really amazed... (tears drop)

  • @user-je2rc1uw6r

    @user-je2rc1uw6r

    3 жыл бұрын

    Absolutely!

  • @lee_land_y69
    @lee_land_y695 жыл бұрын

    11:34 made a typo in b as it should be [1, 2, 2] right?

  • @subhasishsarkar363

    @subhasishsarkar363

    5 жыл бұрын

    yes

  • @jurgenkoopman9091

    @jurgenkoopman9091

    4 жыл бұрын

    I think he makes these mistakes on purpose. Unbelievable there is almost no reaction from students.

  • @walterlevy5924

    @walterlevy5924

    4 жыл бұрын

    Yes, and he got away with it because he remembered [1,2,2] instead of using the erroneous [1,2,3] for b that he put on the blackboard.

  • @ZhanyeLI

    @ZhanyeLI

    3 жыл бұрын

    @@jurgenkoopman9091 Maybe he wanted to inspect that if students were careful in the class

  • @francescocostanzo8225

    @francescocostanzo8225

    3 жыл бұрын

    I thought I was going crazy since this is not the top comment? Like wait if even the comment section doesn't see it then I have nothing

  • @fateplus1
    @fateplus111 жыл бұрын

    holy shit....18.06 for life

  • @jaydenou6818
    @jaydenou68185 ай бұрын

    In 7:28, in case someone is wondering why e=(I-P)b , you can derive it as e=b-Pb, which it only meant e=b-p.

  • @captainrwb
    @captainrwb12 жыл бұрын

    This guy is incredible.

  • @karsunbadminton7180
    @karsunbadminton71804 жыл бұрын

    respect for Prof.Strang

  • @hj-core
    @hj-core9 ай бұрын

    Professor Gilbert is going to make us a good space traveler😂Thanks to MIT OCW and Professor Gilbert for bringing such great lectures to us

  • @jaydenou6818
    @jaydenou68185 ай бұрын

    In 22:50, in case someone is wondering why he tack on the columns like that, it is just out of convenience to solve for \hat{x} in A^TA\hat{x} = A^Tb , you could just do it in a regular way by first multiply all the matrix out and make it in a form of A\hat{x}=b , then solve it from there.

  • @LAnonHubbard
    @LAnonHubbard10 жыл бұрын

    The proof of A^tA being invertible around 39:00 was great!

  • @dwijdixit7810
    @dwijdixit7810 Жыл бұрын

    17:54 Considering Prof. Strang's art is teaching, he is undoubtedly one of the greatest in the world!

  • @gladragsakshay
    @gladragsakshay13 жыл бұрын

    Prof Strang spoke so much about errors and he did make one ! :P

  • @poiuwnwang7109
    @poiuwnwang71093 жыл бұрын

    I always hated linear algebra, but Prof. Strang makes it fun.

  • @imegatrone
    @imegatrone12 жыл бұрын

    I Really Like The Video Projection Matrices and Least Squares From Your

  • @tonyj5556
    @tonyj5556 Жыл бұрын

    so amazing!

  • @bibekdhungana2182
    @bibekdhungana21824 жыл бұрын

    I love you so much. Thank you.

  • @carlosraventosprieto2065
    @carlosraventosprieto2065 Жыл бұрын

    This is amazing

  • @pelemanov
    @pelemanov12 жыл бұрын

    @j4ckjs What I mean, is that around minute 14:00 he says that the error is vertical instead of orthogonal to the line. I thought we were trying to minimize the error by orthogonal projection. I'm probably mixing things up, but I don't see it.

  • @shivammalviya1718
    @shivammalviya17185 жыл бұрын

    Nice explanation

  • @jasoncampbell1464
    @jasoncampbell14645 ай бұрын

    This lecture taught me that finding a projection matrix for the null space of idempotent matrices is the easiest easy clap ever

  • @lucasm4299
    @lucasm42996 жыл бұрын

    MIT!! MIT!! 🇺🇸🏆👌🏼

  • @LnX53
    @LnX5312 жыл бұрын

    omg sir much obliged sir, so much obliged !!

  • @aman201156
    @aman2011562 ай бұрын

    Very interesting lecture

  • @starriet
    @starriet2 жыл бұрын

    Learning math is so... delicious!! :D I'm not even a math genius. Thanks Prof. Strang, MIT, and KZread.

  • @dharmaturtle
    @dharmaturtle8 жыл бұрын

    For the life of me I couldn't "get" the final proof, but now I think I get it. If (A^T A) has linearly independent columns, then A has linearly independent columns. The first is (A^T A)x = 0, and the latter is Ax=0. Remember that linear independence means that the only combination that goes to zero is the zero vector. If C(A) is linearly independent, then Ax=0 means x=0.

  • @SalomonZevi

    @SalomonZevi

    8 жыл бұрын

    First he assumes that if A has n independent columns then the row space has rank n, and spans R^n. Therefore, if Ax=0 must be that x=0. Then he argues that if A'Ax=0 must be that Ax=0 which means that x=0.

  • @richarddow8967
    @richarddow8967 Жыл бұрын

    I loved his sincerity when he thanks god @32:58

  • @alijoueizadeh8477
    @alijoueizadeh84775 жыл бұрын

    Thank you.

  • @baconpenguin94
    @baconpenguin948 ай бұрын

    HES THE GOAT. THE GOAAAAAT

  • @aymericzambo345
    @aymericzambo3456 жыл бұрын

    @43:00 I laughed like crazy. I just felt like he was saying : '' Please God let these kids understand the one most basic thign of all this linear algebra. This is about to be on tape! ''. Mr Strang is a great professor I wish I had him as teacher. Learnign alot from this linear algebra onlien course. Thank you MIT for creating open courseware

  • @yanshudu9370
    @yanshudu93702 жыл бұрын

    Notes: 1. For Ax=b, we can draw a picture that projection vector p plus e is equal to b. To solve linear regression problems we can calculate the A'Ax=A'b firstly. Then p=Ax, e=b-p. 2. If A has independent columns then A'A is invertible.

  • @lucaswolf9445
    @lucaswolf94458 жыл бұрын

    He might correct it later, but as I am watching it: I'm afraid Prof. Strang made a tiny error (pun not intended) at about 12:00. According to my understanding the right-hand side of the equation should be (1 2 2)^T not (1 2 3)^T. Can anyone confirm this? Awesome lecture nevertheless.

  • @matthewlang8711

    @matthewlang8711

    8 жыл бұрын

    +Lucas Wolf Yeah I noticed that too.

  • @OhCakes

    @OhCakes

    8 жыл бұрын

    +Lucas Wolf You are correct. It is Ax=b where b in this case is (1,2,2)

  • @OhCakes

    @OhCakes

    8 жыл бұрын

    +Lucas Wolf He does switch it back to (1,2,2) though so the output is still correct.

  • @rongrongmiao4638

    @rongrongmiao4638

    6 жыл бұрын

    Interesting that no MIT student corrected him on that...

  • @bayesianlee6447

    @bayesianlee6447

    6 жыл бұрын

    Me too. I was just curious full why they never let him know and fix ..

  • @watchmanling
    @watchmanling5 ай бұрын

    I just don’t understand why other mit recordings can’t follow this masterpiece standard

  • @vigneshStack

    @vigneshStack

    4 ай бұрын

    Bro if you don't mind can you explain me at 29:0 min how 5/3 value comes -2/6

  • @raushanpandey6053
    @raushanpandey60538 ай бұрын

    Man, you are genius!!!

  • @antoniolewis1016
    @antoniolewis10168 жыл бұрын

    "Make Bases Orthonormal Again!"

  • @1454LOU

    @1454LOU

    5 жыл бұрын

    I dare any trumpster to get that.

  • @sajalvasal5073

    @sajalvasal5073

    3 жыл бұрын

    Lol

  • @generalissimoblanc7395

    @generalissimoblanc7395

    3 жыл бұрын

    Good one!

  • @Nakameguro97
    @Nakameguro979 жыл бұрын

    Dual Picture -> Mind = Blown

  • @melissaallinp.e.5209
    @melissaallinp.e.52093 жыл бұрын

    48:04..."Thank you, God". I love this man.

  • @MasterCivilEngineering

    @MasterCivilEngineering

    3 жыл бұрын

    Thank you God

  • @pelemanov
    @pelemanov12 жыл бұрын

    @dylanhoggyt I get that, but that doesn't answer my question. What I mean, is that around minute 14:00 he says that the error is vertical instead of orthogonal to the line. I thought we were trying to minimize the error by orthogonal projection. I'm probably mixing things up, but I don't see it.

  • @INDERJEETSINGH-ji6ru
    @INDERJEETSINGH-ji6ru3 жыл бұрын

    28:14 I promise not to write another thing on this board xD :) Thank you so much Prof. your lectures are way more intuitive than my college Prof.

  • @user-ud7nv6fp6q
    @user-ud7nv6fp6q Жыл бұрын

    thank a lot

  • @damnit258
    @damnit2585 жыл бұрын

    i learned linear regression in a statistical lecture, but i think the linear algebra way of doing it is nicer and neater.

  • @technoshrink
    @technoshrink9 жыл бұрын

    Could you make a playlist of just proofs?