Week 3

Linear algebra and regression [PDF Lecture slides][Jupyter Lecture slides]

Lab Class

The notebook for the lab class can be downloaded from here.

To obtain the lab class in jupyter notebook, first open the jupyter notebook. Then paste the following code into the ipython notebook

import urllib.request
urllib.request.urlretrieve('https://raw.githubusercontent.com/lawrennd/mlai2015/master/week3.ipynb', 'week3.ipynb')

You should now be able to find the lab class by clicking File->Open on the jupyter notebook menu.

YouTube Video

There is a YouTube video available of me giving this material at the Gaussian Process Road Show in Uganda. You will need to watch this in HD to make the maths clearer.


  • Reading (Regression)
    • Sections 1.1-1.3 of Rogers and Girolami.
    • Section 1.2.5 of Bishop up to Eq 1.65.
    • Section 1.1 of Bishop.
  • Reading (Linear Algebra, Matrix and Vector Review)
  • Reading (Basis Functions)
    • Chapter 1, pg 1-6 of Bishop.
    • Section 1.4 of Rogers and Girolami.
    • Chapter 3, Section 3.1 of Bishop up to pg 143.