Mathematics for Machine Learning
A collection of resources to learn mathematics for machine learning.
Mathematics for Machine Learning
by Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong
This is probably the place you want to start. Start slowly and work on some examples. Pay close attention to the notation and get comfortable with it.
Book: https://mml-book.github.io
The Elements of Statistical Learning
by Jerome H. Friedman, Robert Tibshirani, and Trevor Hastie
Machine learning deals with data and in turn uncertainty which is what statistics aims to teach. Get comfortable with topics like estimators, statistical significance, etc.
Book: https://hastie.su.domains/ElemStatLearn/
If you are interested in an introduction to statistical learning, then you might want to check out "An Introduction to Statistical Learning"
Probability Theory: The Logic of Science
by E. T. Jaynes
In machine learning, we are interested in building probabilistic models and thus you will come across concepts from probability theory like conditional probability and different probability distributions.
Source: https://bayes.wustl.edu/etj/prob/book.pdf
Probabilistic Machine Learning: An Introduction
by Kevin Patrick Murphy
This book contains a comprehensive overview of classical machine learning methods and the principles explaining them.
Book: https://probml.github.io/pml-book/book1.html
Multivariate Calculus by Imperial College London
by Dr. Sam Cooper & Dr. David Dye
Backpropagation is a key algorithm for training deep neural nets that rely on Calculus. Get familiar with concepts like chain rule, Jacobian, gradient descent,.
Video Playlist: https://www.youtube.com/playlist?list=PLiiljHvN6z193BBzS0Ln8NnqQmzimTW23
Mathematics for Machine Learning - Linear Algebra
by Dr. Sam Cooper & Dr. David Dye
Agreat companion to the previous video lectures. Neural networks perform transformations on data and you need linear algebra to get better intuitions of how that is done.
Video Playlist: https://www.youtube.com/playlist?list=PLiiljHvN6z1_o1ztXTKWPrShrMrBLo5P3
Mathematics for Deep Learning
This reference contains some mathematical concepts to help build a better understanding of deep learning.
Chapter: https://d2l.ai/chapter_appendix-mathematics-for-deep-learning/index.html
The Matrix Calculus You Need For Deep Learning
by Terence Parr & Jeremy Howard
In deep learning, you need to understand a bunch of fundamental matrix operations. If you want to dive deep into the math of matrix calculus this is your guide.
Paper: https://arxiv.org/abs/1802.01528
Information Theory, Inference and Learning Algorithms
by David J. C. MacKay
When you are applying machine learning you are dealing with information processing which in essence relies on ideas from information theory such as entropy and KL Divergence,...
Book: https://www.inference.org.uk/itprnn/book.html
This collection is far from exhaustive but it should provide a good foundation to start learning some of the mathematical concepts used in machine learning. Reach out on Twitter if you have any questions.