Computing the inverse of a matrix is one of the most important operations in machine learning. If some matrix A has shape n-by-n, then its inverse matrix Ai is n-by-n and the matrix product of Ai * A ...

We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization, and its adaptive version, for achieving sparsity when estimating the dimensions of a central subspace ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...