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Fall 2026Graduate Course

Mathematical Foundations in AI

Modern AI rests on a small set of mathematical ideas. This course develops four of them — linear algebra, probability, stochastic processes, and optimization — and shows how each underpins today's AI systems. We study how linear algebra describes the computations inside neural networks, how probability and stochastic processes model data, uncertainty, and sequential decision-making, and how optimization turns these models into algorithms that learn. Throughout, theory is paired with applications in deep learning, reinforcement learning, and large language models, giving students the mathematical tools to understand, analyze, and improve modern AI methods.

Peking University · MELON Research Group

9am – 12pm Thursday, C7-73152 lectures posted
About this course

Course information

Instructor
Teaching assistants
Classroom
9am – 12pm Thursday, C7-7315
Office hour
2pm – 3pm Thursday, C7-7315
Further reading

References

  1. Optimization for Machine LearningMartin Jaggi and Nicolas Flammarion · EPFL Class CS-439
  2. Advanced Machine Learning SystemsChris De Sa · Cornell CS6787
  3. Optimization MethodsZaiwen Wen · PKU 2024 Fall
  4. Introduction to LLMKun Yuan · PKU 2025 Spring
Slides & notes

Materials

LECTURES 01–02
02

Linear Algebra

  1. Part IGradient and HessianNotes ↓
  2. Part IILinear Transform; Eigenvalue and Eigenvector; Jacobian Matrix; Chain RuleNotes ↓
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