Can you take the derivative of a function? Meet the calculus of variations.

Lecture 6 Part 2: Calculus of Variations and Gradients of Functionals · 42:32 · Video: MIT OpenCourseWare · Watch at the source

In short: In standard calculus, you derive numbers. In the calculus of variations, you derive functions. This MIT lecture explains how functionals map functions to numbers, allowing us to treat functions as vectors and apply derivative concepts in machine learning and beyond.

A functional, denoted as F[u], acts as a mathematical operator that takes an entire function u(x) as its input and returns a single numerical value, often through the process of integration. Because functions exist within normed vector spaces, they can be treated with the same rigor as traditional vectors.

This framework, known as the calculus of variations, enables the definition of derivatives F' with respect to functions. This approach is a core component of the MIT 18.S096 course, Matrix Calculus For Machine Learning And Beyond, taught by Alan Edelman and Steven G. Johnson during the 2023 IAP session.

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