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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
Course information
- Instructor
- Kun Yuankunyuan@pku.edu.cn
- Teaching assistants
- Ao Xus-xa@bza.edu.cn
- Runwen Youyourunwen1@gmail.com
- Classroom
- 9am – 12pm Thursday, C7-7315
- Office hour
- 2pm – 3pm Thursday, C7-7315
References
- Optimization for Machine LearningMartin Jaggi and Nicolas Flammarion · EPFL Class CS-439
- Advanced Machine Learning SystemsChris De Sa · Cornell CS6787
- Optimization MethodsZaiwen Wen · PKU 2024 Fall
- Introduction to LLMKun Yuan · PKU 2025 Spring
Slides & notes
LECTURES 01–02Materials
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