When I was starting out in machine learning, as a programmer with the most rudimentary calculus background, it was easy to derive algorithms that had terms like "gradient w.r.t X of log(det(inv(λI + A X A')))" which absolutely stumped me when trying to derive the gradient by hand by elementwise partials.
However, thanks to Minka's notes and the Matrix Cookbook, I was able to eventually get a handle on easy techniques for these derivations! It's certainly no substitute for getting a handle on the theory first by studying a textbook, but these pattern-matching shorthands are important practical techniques.
However, thanks to Minka's notes and the Matrix Cookbook, I was able to eventually get a handle on easy techniques for these derivations! It's certainly no substitute for getting a handle on the theory first by studying a textbook, but these pattern-matching shorthands are important practical techniques.