Wednesday, August 24, 2011

Partial derivatives

I'm currently in San Diego at the KDD (Knowledge Discovery and Data Mining) conference.  I was reading a conference paper that made use of a technique called "stochastic gradient descent", and although I'm familiar with it at a high level, I decided that I wanted to understand all of the underlying mathematics.

It turns out that part of the process involves calculating partial derivatives, and it turns out that I never learned what partial derivatives are, because I stopped taking math after second-semester calculus in college freshman year, and afterwards managed to ignore any equations that had partial derivatives in them.  But this time, I decide to actually learn what partial derivatives are, and in a few minutes discovered that they are actually a relatively simple concept.

So it turns out that I avoided partial derivatives for twenty years, and then learned them in 15 minutes when I actually sat down to do it.