How To Learn Mathematics For Machine Learning - Quora
How To Learn Mathematics For Machine Learning - Quora
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prerequisites in his blog ("Measuring measures"). Unfortunately, it appears to be How can I learn machine learning at home?
down right now.
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UPD:
In other languages
Here the blog post at WebArchive's mirror is:
http://web.archive.org/web/20101... En español: ¿Cómo aprendo matemáticas para el
aprendizaje de máquinas?
Auf Deutsch: Wie kann ich Mathematik für
Bradford's lists at Amazon: Maschinenlernen erlernen?
In italiano: Come posso imparare le leggi matematiche
Analysis [1] per l'apprendimento automatico?
Probability [3]
Statistics [4, 5]
Optimization [6]
[1] http://www.amazon.com/Analysis/l...
[2] http://www.amazon.com/Matrix-Fu/...
[3] http://www.amazon.com/Probabilit...
[4] http://www.amazon.com/Statistics...
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[6] http://www.amazon.com/Heuristic-...
[7] http://www.amazon.com/Machine-Le...
[8] http://www.amazon.com/Feature-Se...
UPD 2:
Here is the list of must-read books for theoretical machine learning [1], which is
attributed to prof. Michael Jordan (UC Berkeley). The sources are [2] and [3].
[1] https://www.goodreads.com/review...
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Let me first caveat what I’m about to say with this: go to graduate school.
[math]\dagger [/math] To show you just how super-serious I am about this, I’m
even going to separate this caveat from the rest of the answer with one of the
ultra-cool line breaks.
Alright, at this point, I’m assuming that you are still solely considering graduate
school preparation without an undergraduate education. Let’s go.
Still have a question? Ask your own!
My background consists of an undergraduate BS in mathematics, a minor in
What is your question? Ask
physics, and a few years of research experience that has spanned from charged
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Robotics is Multi-Disciplinary
Robotics is a highly multi-disciplinary field. In fact, I’d argue that it could well
be the academic field which encompasses the largest quantity of distinct
domains into its core structure. When we’re talking about robotics, we’re really
talking about
Computer science
Mathematics
Computer engineering
Electrical engineering
Control engineering
Systems engineering
Mechanical engineering
What’s even more impressive about the above list than its size is the depth of
each field. Aside from control and systems engineering, which are a bit more
specialized and less fundamental than the others, each of the above domains are
extremely broad—indicating that if you were to break down robotics concepts
into a networked graph, it would resemble something like this:
[1]
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Now, regardless of whether you want to pursue a masters or a Ph.D., you will
ultimately have to carve out a niche for yourself. As I mentioned above, mastery
of all robotics is a hopelessly daunting task; it’s impossible. Therefore, it’s
important that you expose yourself to the different areas of robotics, and
gradually hone in on your desired path according to the topics with which you’re
interested and at which you’re talented.
1. Sensors. About as applied and hands-on as you can get, the domain of
sensors works on expanding the current technical constraints that
robotics hardware faces. It’s because of these guys that the iphone
magically gets smaller and smaller every year, while also increasing its
technological capacities. An example of the importance of this domain
which is even more specific to robotics is radar evading drones.
Remember when Osama Bin Laden got taken out because we flew a
helicopter in Afghanistan that magically evades radars? Thanks
sensors.
5. Robotic control. This is the area in which I’m currently nested. Control
represents a mathematical approach to modeling the behavior and
evolution of a Dynamical system - Wikipedia in relation to inputs,
which can be used to affect the system’s output. The goal here is to
mathematically demonstrate that a certain approach for input selection
guarantees that the system’s output will quickly converge to a stabilized
desired range, as illustrated in this kick-a** picture. [3]
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Because you have stated that robotics and machine learning are your interests,
I’m going to assume your interests align with the #3–5 end of the spectrum. But
even when your interests are honed in on these two areas, there is still a massive
range of topics and skill sets spanned by these two very broad domains.
Again, I’m far from an expert in robotic learning and machine learning, but I’ll
do my best to show some helpful tips for pursuing this domain. The
fundamental fields from which machine learning constantly draws, as I
understand it, are the following:
Probability
Statistics
Algorithms
Optimization
Systems
The last one is a bit more of a stretch in comparison to the others, but I’ve heard
that a high portion of machine learning can actually be approached from a
systems perspective, and that its inception actually arose from system theory
modeling.
For probability and statistics, both intuition and rigorous technicality will be
important. I had a horrible textbook which provided very little conceptual basis
for the theorems, and mostly included a bunch of isolated problems which were
crudely connected in a very disjointed way. I recommend Introduction to
Probability by Grinstead and Snell, [4] which provides a lot of clear, well-
articulated conceptual explanations which enhance both intuition and precise
reasoning on the subject. It’s also free and available online, which ya’ know, is
always a big plus.
Still have a question? Ask your own!
Becoming comfortable with algorithms is a task which can more easily be
What is
achieved in your question?
a college Ask
setting, but one which is also very feasible to execute
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Of course, once you have a solid background in the above topics, you’ll want to
receive a comprehensive introduction to robot learning, for which I’ve been
told that Robot Learning by Connell and Mahadevan is a solid choice. [6]
Although robotic learning and robotic control are distinct domains, robotic
learning is intrinsically tied in to concepts from control theory. In fact, one of
the most challenging problems facing the robotic learning community is that it
lacks the rigorous analysis and descriptions that the control and systems
theories possess.
Robotic Control
I think that optimization, control, and systems are all presented and integrated
very concisely in Design of Optimal Control Systems by Bini. [7] This book
consists of more than a minimal amount of knowledge in any of these topics
which is needed for machine learning. But a deep understanding of at least
some of the ideas shown in this book will allow for insights to be drawn between
these domains which most others will likely not be capable of seeing.
Note that I recommend the above for someone interested in both machine
learning and robotic control. If you’re primarily interested in robotic control,
then your mathematical skills need to be more sophisticated than the vast
majority of other engineers. This is likely the only engineering discipline in
which highly abstract mathematical fields play a fundamental role. They
include
1. Real analysis
What
6. Basicis your question?
Topology Ask
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7. Set Theory (more than the basics, but not quite “advanced” set theory)
Clearly, your mathematical skills have to be beyond the more applied end of the
spectrum in which things like formalities, proofs, theorems, and rigor are
almost never relevant.
Advanced Linear algebra is the most difficult field for which to find an
accessible, engaging textbook, I.M.O.. The majority of the texts are far too
focused on minute, irrelevant details and burdensome proofs whose
understanding gains little insight regarding the deeper concepts. More
importantly, most textbooks totally fail to connect the ideas to deeper concepts
which are both cool and incredibly useful. After a lot of searching, I found hope
in an unexpected place: online lecture notes. [9] If you master this book, and its
difficult problems, to the point where you can comfortably walk through the
main concepts with a high school student, then you’ll be five steps ahead of me.
As for dynamical systems, I’d say that Dynamical Systems by Sternberg does
the trick. [10] Until you get to the more theoretical content like stability and
invariance, you really want to focus more on the concepts; the details aren’t
particularly important, surprisingly. You really just need to know what kind of
assumptions you have to make about the system you’re modeling.
Once you’re comfortable with most of the above, you can get your hands dirty with
some actual control theory. For this, I recommend Mathematical Control
Theory by Sontag. [11]
[math]\dagger: [/math] I have a hunch that’s not what you want to here, since
you didn’t ask for advice regarding this matter. So I’m sorry if this caveat irks
you in any way, but it’s the best advice I can give, and I think it’s important for
you to hear.
I’m a firm believer in pragmatic optimism, and while it’s optimistic to believe
that admittance into graduate school—especially in a technical field—is feasible
without an undergraduate degree, it is far from optimistic. Without an
undergraduate degree, you are immediately excluded from consideration for all
departments at the majority of universities.
I can’t find any specific statistics on this matter, so you’ll have to choose whether
or not to take my word for it. But trust me when I say that I can currently think
of one graduate school that doesn’t necessitate an undergraduate degree as a
strict requirement.
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Another important distinction regarding your question is are you planning for a
masters or a Ph.D.?
[2] Tesla driver killed while using autopilot was watching Harry Potter, witness
says
[4]https://www.dartmouth.edu/~chanc...
[7] http://retis.sssup.it/~bini/math...
[8] http://www.jirka.org/ra/realanal...
[9] https://www.math.uh.edu/~climenh...
[11]http://www.mit.edu/~esontag/FTPD...
15.5k Views · View Upvoters · Answer requested by Abdulmajeed Kabir
When going through my Machine Learning course last semester, I felt like I had
the most catching up to do with Linear Algebra. I felt key ideas from LinAlg are
harder to remember over time than Probability. I found myself to be mostly
working with probability distributions, Bayes' rule, MLEs and MAPs, while the
algebra side of it was mostly optimization in higher dimensions, was mostly
Matrix calculus.
I discovered that the Matrix Cookbook was popular with most students for
working with Matrix Calculus as it seems to have a never-ending list of matrix
derivatives:
http://www2.imm.dtu.dk/pubdb/vie...
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make sure you're very comfortable with eigenvalues and eigenvectors, amongst
other things.
Overall, I think the case with Linear Algebra and Calculus is to work your way
through an ML book/course, and stop and look at the relevant math when
necessary, whereas you need a strong foundation in Probability right from the
beginning, and most textbooks on ML tend to talk a lot about probability while
skimming over the mathematical details of LinAlg and Calculus.
124.3k Views · View Upvoters
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If you want to be a real Data Scientist Not the fake ones with skills of Analyst and
not any mathematical intuition or point of view. Real Data Scientist Need to
have very strong mathematical grounding.
4. Bayesian Statistics
6. Calculus
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You should pause now and start analysing certain Packages from Scratch in
Python :
Till now you can see the parameters and numbers moving in a matrix form , and
understand the mathematics of prediction, And if you feel this is enough. Hold
your breath. There is more exciting stuff to come. This will enable you to be a
beginner of being a “Real Data Scientist”.
2. Differential Equations
5. Random Fields
These mathematical techniques will help you visualize the model’s working and
how to model and process raw data to create unique models whose functionality
can be tuned. Parameters can be optimized for the problems and fine tuned with
these techniques.
3. PCA etc
I think these are subject which one must learn to be a good Machine learning
engineer in 21st century. with a knowledge base like this one can connect dots
very rapidly and build systems and model of high accuracy.
Biswarup Bhattacharya
Updated Jan 4
Originally Answered: How much should I go into mathematical concepts in machine learning?
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Linear Algebra
The best source to study Linear Algebra is Prof. Gilbert Strang’s Linear
Algebra book/course. Video Lectures | Linear Algebra | Mathematics | MIT
OpenCourseWare (MIT OCW). There are 34 lectures and believe me, they are
completely worth it as after completing this, linear algebra should not pose any
more problems for you. Solve some exercises/exams if you want to achieve
mastery (recommended).
Matrix Algebra
Optimization
Data science concepts are covered in the above topics. Other topics can be learnt
by googling for sources easily as and when you encounter them. But complete
understanding of the above should suffice for 95% of all scenarios.
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your feet into research papers. They are absolutely essential as these clearly
show the standards of AI researchers/engineers. Firstly, find out the famous
papers of AI like RNN, LSTM, SVM etc. and go through the technical content.
Can you implement the mathematics in code now without the help of
overly sufficient libraries?
These are the key questions to be answered. Once you can answer “Yes/Mostly
Yes” to these 3 questions, you are good to go.
After trying to read these papers dealing with the most popular concepts, try to
read the not-so-famous papers. arXiv is a great site with hundreds of preprints
being published everyday by top researchers and reading the papers from here is
like drinking straight out of the fire-hose. Try to choose a paper which looks
fairly well written and the abstract seems interesting. Then, read that paper and
try to answer those 3 questions again. The same can be done with papers of top
AI conferences like NIPS, AAAI, AAMAS, IJCAI, ICML etc. You may not be able
to fully implement the papers due to data constraints and other issues, but if
you are able to understand even 60% of the mathematical reasoning, then I can
safely say you have completed your training.
(All the links in this answer are working as of 6th July 2017)
8.3k Views · View Upvoters
Mathematics is too vast a subject to be considered for this question. The breadth
and depth of mathematical awareness you require for machine learning totally
depends on what you are learning in the subject. Keeping this in mind, let's deal
with what you need to know in "mathematics" for machine learning.
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2. Linear algebra
Linear algebra will pop up every now and then in ML. PCA, SVD, LU
decomposition, QR decomposition, symmetric matrices, othogonalization,
projections, matrix operations are needed many a times. The good thing is that
there are countless resources available on linear algebra.
My all time favourite is Gilbert Strang's MIT lectures on linear algebra.
3. Optimisation
Though only a few things from optimisation are needed most of the time, a
strong foundational knowledge will help long way. You need to know Langrange
multipliers, gradient descent, and primal-dual formulation. The best resource
on this is Boyd and Vandenberghe's course on Convex optimisation from
Stanford.
4. Calculus
I wanted to put this on the top, but I'm putting it in the last just to emphasise on
the fact that only a fundamental knowledge is needed in terms of calculus.
Know about 3-D geometry, integration, and differentiation and you'll survive.
It's the easiest to start with amongst the topic I've mentioned here. MIT has good
lectures on calculus.
I think with these 4 tools you'll most likely find ML easy to understand. Other
than these you may find real analysis and functional analysis relevant too, but
they are just formal generalisations of the topics mentioned before.
13.7k Views · View Upvoters
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