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How To Learn Mathematics For Machine Learning - Quora

This document discusses how to learn mathematics for machine learning. It recommends studying analysis, linear algebra, probability, statistics, optimization, and machine learning. It provides a list of recommended books in each of these areas. It also discusses that machine learning is a multidisciplinary field drawing from computer science, mathematics, engineering, physics and more. To prepare for graduate-level study, it recommends gaining expertise in specific areas through focused study.

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100% found this document useful (1 vote)
532 views

How To Learn Mathematics For Machine Learning - Quora

This document discusses how to learn mathematics for machine learning. It recommends studying analysis, linear algebra, probability, statistics, optimization, and machine learning. It provides a list of recommended books in each of these areas. It also discusses that machine learning is a multidisciplinary field drawing from computer science, mathematics, engineering, physics and more. To prepare for graduate-level study, it recommends gaining expertise in specific areas through focused study.

Uploaded by

Francisco
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistical Learning Learning Machine Learning Mathematics and Machine Learning Related Questions

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What are the mathematical pre-requisites for
How do I learn mathematics for machine learning? studying machine learning?

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65 Answers What does it take to do a PhD at Oxford in


machine learning?
Nikita Zhiltsov, Chief Scientist, Orb Intelligence
Can I start learning machine learning and deep
Updated Sep 12 2014 · Upvoted by Yuval Feinstein, Algorithmic Software Engineer in
learning without brushing up my maths knowledge
NLP,IR and Machine Learning · Author has 66 answers and 346.1k answer views
first?
Originally Answered: What are the prerequisites in maths to master machine learning?
Are mathematics and machine learning related?
A couple of years ago, based on his experience, Bradford Cross gave a
comprehensive list of the best resources on machine learning and the How can I learn math?

prerequisites in his blog ("Measuring measures"). Unfortunately, it appears to be How can I learn machine learning at home?
down right now.
 Ask New Question

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?

Linear Algebra [2]

Probability [3]

Statistics [4, 5]

Optimization [6]

Machine learning [7]

Feature Selection [8]

I hope, Mr. Cross will be able to join the discussion.

[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...

 Still have a question? Ask your own!


[5] http://www.amazon.com/Nonparamet...
What is your question? Ask

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2/24/2018 How to learn mathematics for machine learning - Quora

[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...

[2] Learning About Statistical Learning

[3] AMA: Michael I Jordan • /r/MachineLearning


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Related Questions More Answers Below

What are the mathematical pre-requisites for studying machine learning?

How did Roman Trusov learn machine learning?

How did Vladimir Novakovski learn Machine Learning?

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How do I learn machine learning fast?

 Ask New Question

Calvin John, Autonomous vehicle researcher; joining UCLA in Fall 2017


Answered May 23 2017 · Author has 121 answers and 216.7k answer views
Originally Answered: How can I become very good in applied mathematics for robotics and machine
learning before graduate school and while studying alone?

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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particle detectors (physics/EE) to autonomous vehicle system design for


collision detection and evasion. Long story short: I’m far more qualified to
answer your question when robotics is emphasized, so that’s what I’m going to do.

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

Physics (mechanics, more specifically)

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]

Needless to say, roboticist ultimately specialize in a much narrower range so


that expertise in a topic can be attained. But that doesn’t change the fact that to
pursue robotics, high breadth and versatility in engineering and math is a tool
whose utility can’t be overstated.

 Still have a question? Ask your own!


What is your question? Ask
Specific Areas of Research

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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.

Here’s my breakdown of robotics research, in increasing order of mathematical


abstraction and decreasing order of hands-on engineering and building:

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.

2. Nano-robotics. Focusing on developing robotic systems on the micro-


level, nano-robotics explores how robotic agents can be built and
implemented on a scale sufficiently small that they can be directly
inserted into your body. Sound scary? It shouldn’t. Nano-robotics has a
plethora of game-changing medical applications, some of which
include legitimately curing cancer and preventing aging.

3. Machine vision. While the ability to process and interpret visual


information comes very intuitively to humans, translating our abilities
to an algorithmic environment in this matter has proven to be an
intimidating process. In fact, I’d argue that the largest obstacle facing
self-driving cars is machine vision. Just take a look at the self-driving
car expert at Tesla who died because his car failed to distinguish
between the bright sky and an incoming white truck. [2]

4. Robotic learning. When machine learning is applied in a robotic


context, it basically becomes robotic learning. Robotic learning is the
overlap between robotics and machine learning; it approaches the
problem of developing tools for adaptation and learning in robotic
systems. Very cool field, with a lot of promising application, and very
well suited for someone interested in machine learning and robotics.

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]

 Still have a question? Ask your own!


What is your question? Ask

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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.

Developing Skills for Robotic Learning

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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independently. Regarding a textbook to guide you through key concepts to


algorithm theory, I recommend to look no further than the classic Introduction
to Algorithms by Cormen, Leiserson, Rivest and Stein. [5]

Additionally, I would look to two additional sources to continually expand


algorithmic skills: Project Euler Archived Problems - Project Euler and
Topcoder Deliver Faster through Crowdsourcing . Project Euler encompasses a
diverse range of mathematical problems for algorithmic development which will
strengthen your mathematical algorithmic thinking, and your “out of the box,”
creativity. Topcoder provides challenges which will improve your technical
programming skills, and diversify and expand your problem solving breadth.

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.

For example, a self-driving car that implements a series of clever robotic


learning algorithms will never be implemented without tools from control
systems. Why? Because without tools from control and systems theory, you will
never get close to demonstrating rigorous, mathematically demanding qualities
such as robustness, safety guarantees, stability, etc., without which, the
government wouldn’t let your self-driving car see the light of day.

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

2. Systems of Differential Equations

3. Dynamical Systems (similar to 2., but distinct from it)

4. Advanced Linear Algebra

5.Still have a question?


Advanced Ask your own!
Optimization

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.

For a comprehensive introduction to real analysis and topology that isn’t


esoteric (difficult to find), I recommend Basic Analysis by Lebl. [8] While the
book isn’t intended for studying topology specifically, it covers nearly all of the
fundamentals which are relevant to control. Note that real analysis is the most
important item in the above list.

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.

Even putting the strict requirements aside, for deeply embedded


multidisciplinary fieldsAsk
 Still have a question? likeyour
robotics
own! and machine learning, an undergraduate
education is crucial. Although I do think that the ability to interact with
What is your question? Ask
professors; learn with faculty and peers in person; and receive a curriculum

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designed by experts on which you are tested in a competitive environment are


all vital assets for initiating the engineering experience in any field, they are
especially true for robotics.

Another important distinction regarding your question is are you planning for a
masters or a Ph.D.?

[1] Pawel Pralat: Graph Theory

[2] Tesla driver killed while using autopilot was watching Harry Potter, witness
says

[3] Vehicle stability control systems: An overview of the integrated ...

[4]https://www.dartmouth.edu/~chanc...

[5] Introduction to Algorithms, 3rd Edition (MIT Press): Thomas H. Cormen,


Charles E. Leiserson, Ronald L. Rivest, Clifford Stein: 9780262033848:
Amazon.com: Books

[6] Robot Learning | J. H. Connell | Springer

[7] http://retis.sssup.it/~bini/math...

[8] http://www.jirka.org/ra/realanal...

[9] https://www.math.uh.edu/~climenh...

[10] Dynamical Systems (Dover Books on Mathematics): Shlomo Sternberg:


9780486477053: Amazon.com: Books

[11]http://www.mit.edu/~esontag/FTPD...
15.5k Views · View Upvoters · Answer requested by Abdulmajeed Kabir

Abhinav Sharma, I've designed for and built ML systems


Updated Dec 14 2013 · Upvoted by Tudor Achim, phd student working on machine learning
· Author has 841 answers and 5.7m answer views

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...

As far as brushing up on the rest of your Linear Algebra knowledge is concerned,


I highly recommend Strang's lectures/book:

 Still have a question? Ask your own!


http://ocw.mit.edu/courses/mathe...

What is your question? Ask


Highly relevant topics include knowing about rank and inversion, SVD, and also

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make sure you're very comfortable with eigenvalues and eigenvectors, amongst
other things.

Finally, with Analysis, I don't think ML requires a formal introduction to


Analysis at all. Its important to know higher dimensional calculus well,
especially parts related to optimization, such as Lagrange multipliers, the
primal-dual form, and in general, the calculus of Matrices, and you should be
good to go.

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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Ansup Babu, Working on Uncertainity Quantification


Answered Dec 15 2016 · Upvoted by Colby, MS Machine Learning & Computer Science,
Fu Foundation School of Engineering and Applied Science, Co…

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.

So to learn Mathematics for ML this should be the order :-

1. Start with probability ( Conditional Basic Marginal etc …)

2. Mathematical Series and Convergence , Numerical methods for


Analysis

3. Matrix and Linear Algebra

4. Bayesian Statistics

5. Vectors ( Most Important)

6. Calculus

7. Markov Process and Chains

8. Basics of Optimization ( Linear/ Quadratic)

9. Advanced Matrix Algebras and Calculus ( Gradient , Divergence , Curls


etc)
 Still have a question? Ask your own!
This much mathematics will enable the understanding behind the core ideas of
What is your question? Ask
ML and probabilistic algorithms,

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You should pause now and start analysing certain Packages from Scratch in
Python :

1. K-NN is great starting point learn it , and code it from scratch.

2. Logistic Regression with Gradient Descent.

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”.

Next Start with :-

1. Stochastic Models and Time Series Analysis

2. Differential Equations

3. Dynamic Programming and Optimization Techniques

4. Fourier's and Wavelengths

5. Random Fields

6. Basic Knowledge of PDEs

7. Techniques to solve PDEs using Monte-Carlo , Polynomial Expansions.

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.

For a Next Level Up:- ( Statistics of Higher Dimensions)

1. PDEs numerical solution with numerical input/ random input. (


fascinating subject to work on )

2. Stochastic Differential Equations and Solutions

3. PCA etc

4. Dirichlet Processes, Markov Decision Process.

5. Uncertainty Quantification - Polynomial Chaos, Projections on vector


space

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.

( I am not a big fan of Neural nets,..so forgot to mention here)


5k Views · View Upvoters

Biswarup Bhattacharya
Updated Jan 4
Originally Answered: How much should I go into mathematical concepts in machine learning?

I will try to keep this as concise as possible.


 Still have a question? Ask your own!
Edit: Somebody merged the original question to this question, so the premise
Whatirrelevant.
becomes is your question? Ask

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To become a full stack AI/ML engineer, it is imperative that you have a


complete grasp of the mathematical foundations of ML so that you can build
upon concepts easily. The basic mathematical skills required are Linear Algebra,
Matrix Algebra, Probability and some basic Calculus.

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

Matrix algebra is an essential component of deep learning. I personally


recommend this (Matrix Cookbook by Kaare Brandt Petersen & Michael
Syskind Pedersen): http://www2.imm.dtu.dk/pubdb/vie... (PDF). There are 66
pages of pure matrix operations and this is the absolute “go-to” in case you are
stuck trying to understand certain matrix manipulations that a researcher might
have done.

Probability & Statistics

Understanding probability is a very important aspect of understanding ML.


Some of the key probability concepts that you must be aware of include Bayes’
Theorem, distributions, MLE, regression, inference and so on. The best resource
for this is Think Stats (Exploratory Data Analysis in Python) by Allen
Downey: http://greenteapress.com/thinkst... (PDF). This absolute gem of a
book is 264 pages long and covers all the aspects of probability and statistics
that you need to understand with relevant Python code.

Optimization

The go-to book for Convex Optimization is Convex Optimization by Stephen


Boyd and Lieven Vandenberghe: https://web.stanford.edu/~boyd/c... (PDF).
This is a 730 page book and you need not read it all in one go. Choose the
concept which you need to learn depending on your requirements and interest
and read that part. It is complete and extremely well written. This book is free as
part of the CVX 101 MOOC on EdX.

This 263 page book on metaheuristics, Essentials of Metaheuristics by Sean


Luke (http://cs.gmu.edu/~sean/book/met... (PDF)) talks about gradient based
optimization, policy optimization etc. and it is well written. One can choose to
go through this also if interested.

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.

 Still have a question? Ask your own!


Achieving mastery of the above topics will surely make you a mathematically
What is your question? Ask
strong AI/ML engineer. Now that you have built the foundation, start dipping

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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 understand the jargon?

Can you understand the mathematics?

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.

Do not concentrate on learning more and more “packages”. Concentrate on


the concept. While implementing, you will automatically see that you require
“this” package and then you will automatically learn to use it. Learning the
various commands of random packages won’t help. If you start implementing
and writing codes to solve problems or simulate results from a paper, you will
automatically learn about packages and use them appropriately; they’ll be the
least of your concerns. This is the correct way to maintain “balance”
between math and coding. You can also participate in competitions (e.g.
Kaggle or conference competitions) to improve speed, development and
processing skills if you feel the need to do so.

(All the links in this answer are working as of 6th July 2017)
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Pankesh Bamotra, ML is recollecting what humans have learnt so far


Answered Oct 14 2015 · Upvoted by Yuval Feinstein, Algorithmic Software Engineer in
NLP,IR and Machine Learning · Author has 93 answers and 367.9k answer views

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.

1. Probability and mathematical statistics  This is a fundamental


requirement for machine learning and so you need to know well. When I say
probability it's more than what you studied in High school and almost
everything you probably not paid attention to during your undergrad. You need
toknow
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variables, their distributions, probabilistic convergence,
and estimation
What theory.
is your That covers a major part of what you need to know
question? here.
Ask
Two of my favourite resources are:-

https://www.quora.com/How-do-I-learn-mathematics-for-machine-learning 12/14
2/24/2018 How to learn mathematics for machine learning - Quora

1. Joseph Blitzstein - Harvard Stat 110 lectures


2. Larry Wasserman's book - All of statistics

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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