Maths for Machine Learning
Mathematics is the foundation of machine learning. Math concepts plays a crucial role in understanding how models learn from data and optimizing their performance.
Before diving into machine learning algorithms, it’s important to familiarize yourself with foundational topics, like Statistics, Probability Distributions, Linear Algebra, Matrix Operations, Regression, Geometry, Dimensionality Reduction and Vector Calculus.
Linear Algebra and Matrix Operations
Linear algebra is important for many machine learning algorithms. Concepts like vectors, matrices and matrix operations are essential for understanding data representations, transformations and model computations. From calculating gradients to managing multidimensional datasets, linear algebra enables efficient implementation of algorithms.
- Matrices
- Eigenvalues and Eigenvectors
- LU Decomposition
- QR Decomposition
- Singular Value Decomposition (SVD)
- Orthogonalization
- Diagonalization
- Non- Negative Matrix Factorization
- Vectors
- Vector Spaces and Subspaces
- Linear Mappings
Regression Analysis
Regression analysis is a statistical method for understanding relationships between variables. It is crucial for predictive modeling and interpreting patterns in data. Techniques like linear regression provide the foundation for supervised learning, where the goal is to predict continuous outcomes.
- Linear Regression
- Logistic regreession
- Bayesian Linear Regression
- Ridge and lasso Regresson
- Normal Equation in Linear Regression
- Maximum Likelihood Estimation (MLE)
- Mean Squared Error
Statistics
Statistics helps interpret and summarize data, by providing the tools for probability estimations, hypothesis testing and descriptive analytics. Machine learning heavily uses statistical methods for data preprocessing, model evaluation and performance validation.
- Mean, Standard Deviation and Variance
- Sample Error and True Error
- Confidence Intervals
- Correlation and Covariance
- Correlation Coefficient
- Pearson Correlation Coefficient
- Covariance Matrix
- Hypothesis Testing
- Parametric Methods
- Non-Parametric Methods
- Bias Vs Variance and Its Trade-Off
- Bootstrap method
- Normal Probability Plot
- Q-Q Plot
- Curve Fitting
- Residuals Leverage Plot
Geometry
Geometrical concepts are used in visualizing data distributions and understanding the spatial structure of feature spaces. Geometry plays a important role in clustering, classification and dimensionality reduction techniques.
- Vector Norms
- Inner Product
- Outer Product
- Dot and Cross Product
- Euclidean Distance
- Manhattan Distance
- Minkowski Distance
- Cosine Similarity
- Jaccard Similarity
- Orthogonality and Projections
Calculus
In Calculus, differentiation and integration is critical for optimization tasks in machine learning. It is used to compute gradients and adjust model parameters during training processes like gradient descent.
- Fundamental Calculus Concepts
- Inverse Trigonometric Functions Differentiation
- Partial Differentiation
- Higher-Order Derivatives
- Optimization Techniques using Gradient Descent
- Uni-variate Optimization
Vector Calculus
Vector calculus extends calculus to multivariable systems. It is useful in understanding how changes in multi-dimensional spaces affect outcomes. It is the fundamental for deep learning.
Probability and Distributions
Probability theory let us deal with uncertainty in data and predictions. Understanding probability distributions is essential for building probabilistic models and algorithms like Bayesian networks or Markov chains.
- Probability
- Bayes’ Theorem
- Joint, Conditional and Marginal Probability
- Discrete Probability Distributions
- Continuous Probability Distributions
- Sampling Distributions
- Central Limit Theorem
Dimensionality Reduction
Dimensionality reduction techniques make large datasets simpler by keeping only the most important information. Methods like Principal Component Analysis (PCA) and Singular Value Decomposition (SVD) use math concepts from linear algebra (vectors and matrices etc) to achieve this.
- Introduction to Dimensionality Reduction
- Principal Component Analysis (PCA)
- Linear Discriminant Analysis (LDA)
- Generalized Discriminant Analysis (GDA)
- t-SNE Algorithm
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Machine Learning
Why Learn Mathematics for Machine Learning?
- Math provides the theoretical foundation for understanding how machine learning algorithms work.
- Concepts like calculus and linear algebra enable fine-tuning of models for better performance.
- Knowing the math helps troubleshoot issues in models and algorithms.
- Topics like deep learning, NLP and reinforcement learning require strong mathematical foundations.
How Much Math is Required for Machine Learning?
The amount of math required for machine learning depends on your goals. Let’s see the breakdown based on different level.:
Basic Understanding (Entry-Level)
- Linear Algebra: Basics of vectors, matrices and matrix operations.
- Statistics: Descriptive statistics, mean, median, variance and standard deviation.
- Probability: Basics of probability theory and common distributions (e.g., normal distribution).
- Calculus: High-level understanding of derivatives for gradient-based optimization.
Intermediate Understanding (Practical Implementation)
- Linear Algebra: Eigenvalues, eigenvectors and singular value decomposition (SVD).
- Probability and Statistics: Bayes’ theorem, hypothesis testing and confidence intervals.
- Calculus: Partial derivatives and chain rule for backpropagation in neural networks.
- Optimization: Understanding gradient descent and its variations (e.g., stochastic gradient descent).
Advanced Understanding (Research and Custom Algorithms)
- Vector Calculus: Jacobians, Hessians and multivariable functions for advanced optimization.
- Probability Distributions: Advanced distributions (e.g., Poisson, exponential) and Markov models.
- Linear Algebra: Deep understanding of transformations, tensor operations and matrix decompositions.
- Statistics: Advanced concepts like statistical learning theory and Bayesian inference.
- Calculus: Deeper integration into neural networks and understanding convergence proofs.
For practical applications and using pre-built libraries, basic to intermediate math is sufficient. However, for creating custom algorithms or advancing research, a deeper understanding of math is necessary.
