# Lecture 1: Mathematical background

This lecture aims at introducing the mathematical concepts we will be using throughout the course (linear algebra, calculus, statistics, numerical optimization). 
Note that this does not serve as a mathematics course in itself. 
The students interested in a more formal and academic approach can refer to the following links:
- [Pr. Strang's course on linear algebra](https://www.youtube.com/playlist?list=PLE7DDD91010BC51F8)
- [Pr. Strang's course on calculus](https://www.youtube.com/playlist?list=PLBE9407EA64E2C318)
- [Pr. Boyd's course on convex optimization](https://www.youtube.com/playlist?list=PL3940DD956CDF0622)
- [Leon Bottou's paper on SGD](https://www.microsoft.com/en-us/research/publication/stochastic-gradient-tricks/)

This folder contains the material related to the first lecture.
- [`build/slides.pdf`](build/slides.pdf) corresponds the slides
The rest is the (latex) source code used to generate the slides.