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Math For Data Science

The document discusses the importance of mathematics for machine learning. It outlines several key areas of mathematics needed like linear algebra, probability theory, multivariate calculus, and algorithms. It provides online courses and materials for learning these mathematical concepts.

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1K views

Math For Data Science

The document discusses the importance of mathematics for machine learning. It outlines several key areas of mathematics needed like linear algebra, probability theory, multivariate calculus, and algorithms. It provides online courses and materials for learning these mathematical concepts.

Uploaded by

MyScribd_ielts
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Wale AkinfaderinFollow
Physicist | Insight Data Science Fellow

Mar 23, 2017

The Mathematics of
Machine Learning
In the last few months, I have had several people contact me about
their enthusiasm for venturing into the world of data science and
using Machine Learning (ML) techniques to probe statistical
regularities and build impeccable data-driven products. However,
I have observed that some actually lack the necessary
mathematical intuition and framework to get useful results. This is
the main reason I decided to write this blog post. Recently, there
has been an upsurge in the availability of many easy-to-use
machine and deep learning packages such as scikit-
learn, Weka, Tensorflow, R-caret etc. Machine Learning theory is a
field that intersects statistical, probabilistic, computer science and
algorithmic aspects arising from learning iteratively from data and
finding hidden insights which can be used to build intelligent
applications. Despite the immense possibilities of Machine and
Deep Learning, a thorough mathematical understanding of many
of these techniques is necessary for a good grasp of the inner
workings of the algorithms and getting good results.

Why Worry About The Maths?

There are many reasons why the mathematics of Machine


Learning is important and I will highlight some of them below:

1. Selecting the right algorithm which includes giving


considerations to accuracy, training time, model complexity,
number of parameters and number of features.
2. Choosing parameter settings and validation strategies.
3. Identifying underfitting and overfitting by understanding the
Bias-Variance tradeoff.
4. Estimating the right confidence interval and uncertainty.

What Level of Maths Do You Need?

The main question when trying to understand an interdisciplinary


field such as Machine Learning is the amount of maths necessary
and the level of maths needed to understand these techniques. The
answer to this question is multidimensional and depends on the
level and interest of the individual. Research in mathematical
formulations and theoretical advancement of Machine Learning is
ongoing and some researchers are working on more advance
techniques. I will state what I believe to be the minimum level of
mathematics needed to be a Machine Learning Scientist/Engineer
and the importance of each mathematical concept.

1. Linear Algebra: A colleague, Skyler Speakman, recently said


that “Linear Algebra is the mathematics of the 21st century”
and I totally agree with the statement. In ML, Linear Algebra
comes up everywhere. Topics such as Principal Component
Analysis (PCA), Singular Value Decomposition (SVD),
Eigendecomposition of a matrix, LU Decomposition, QR
Decomposition/Factorization, Symmetric Matrices,
Orthogonalization & Orthonormalization, Matrix Operations,
Projections, Eigenvalues & Eigenvectors, Vector Spaces and
Norms are needed for understanding the optimization methods
used for machine learning. The amazing thing about Linear
Algebra is that there are so many online resources. I have
always said that the traditional classroom is dying because of
the vast amount of resources available on the internet. My
favorite Linear Algebra course is the one offered by MIT
Courseware (Prof. Gilbert Strang).
2. Probability Theory and Statistics: Machine Learning and
Statistics aren’t very different fields. Actually, someone recently
defined Machine Learning as ‘doing statistics on a Mac’. Some
of the fundamental Statistical and Probability Theory needed
for ML are Combinatorics, Probability Rules & Axioms, Bayes’
Theorem, Random Variables, Variance and Expectation,
Conditional and Joint Distributions, Standard Distributions
(Bernoulli, Binomial, Multinomial, Uniform and Gaussian),
Moment Generating Functions, Maximum Likelihood
Estimation (MLE), Prior and Posterior, Maximum a Posteriori
Estimation (MAP) and Sampling Methods.
3. Multivariate Calculus: Some of the necessary topics include
Differential and Integral Calculus, Partial Derivatives, Vector-
Values Functions, Directional Gradient, Hessian, Jacobian,
Laplacian and Lagragian Distribution.
4. Algorithms and Complex Optimizations: This is important for
understanding the computational efficiency and scalability of
our Machine Learning Algorithm and for exploiting sparsity in
our datasets. Knowledge of data structures (Binary Trees,
Hashing, Heap, Stack etc), Dynamic Programming,
Randomized & Sublinear Algorithm, Graphs,
Gradient/Stochastic Descents and Primal-Dual methods are
needed.
5. Others: This comprises of other Math topics not covered in the
four major areas described above. They include Real and
Complex Analysis (Sets and Sequences, Topology, Metric
Spaces, Single-Valued and Continuous Functions, Limits,
Cauchy Kernel, Fourier Transforms), Information Theory
(Entropy, Information Gain), Function Spaces and Manifolds.

Some online MOOCs and materials for studying some of the


Mathematics topics needed for Machine Learning are:

 Khan Academy’s Linear Algebra, Probability &


Statistics, Multivariable Calculus and Optimization.
 Coding the Matrix: Linear Algebra through Computer Science
Applicationsby Philip Klein, Brown University.
 Linear Algebra — Foundations to Frontiers by Robert van de
Geijn, University of Texas.
 Applications of Linear Algebra, Part 1 and Part 2. A newer
course by Tim Chartier, Davidson College.
 Joseph Blitzstein — Harvard Stat 110 lectures.
 Larry Wasserman’s book — All of statistics: A Concise Course in
Statistical Inference.
 Boyd and Vandenberghe’s course on Convex optimization from
Stanford.
 Linear Algebra — Foundations to Frontiers on edX.
 Udacity’s Introduction to Statistics.

Finally, the main aim of this blog post is to give a well-intentioned


advice about the importance of Mathematics in Machine Learning
and the necessary topics and useful resources for a mastery of
these topics. However, some Machine Learning enthusiasts are
novice in Maths and will probably find this post disheartening
(seriously, this is not my aim). For beginners, you don’t need a lot
of Mathematics to start doing Machine Learning. The fundamental
prerequisite is data analysis as described in this blog post and you
can learn the maths on the go as you master more techniques and
algorithms.

This entry was originally published on my LinkedIn page in July,


2016.
 Machine Learning
 Data Science
 Big Data
 Deep Learning
 Analytics
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Responses

Write a response…

Conversation with Wale Akinfaderin.

Amata Mata Nirunnarai

May 15, 2017

Hello sir Mr. Wale


I love your article on IBM blog. I am someone who starting out with no
programming experience. I was wondering if you can help me understand
Deep Learning?
Thank you

1 response
Wale Akinfaderin

May 17, 2017

Hi Amata. For Deep Learning, you can start with DataCamp’s Introduction to
Deep Learning if you already have some experience with Python Programming.
The course goes through the basics and also how to use the Keras library. You
can augment this with ‘Deep Learning’ book by Ian Goodfellow. This book will
give you the theoretical underpinning of Deep…

Read more…

3 responses

Conversation with Wale Akinfaderin.

mingrammer

Apr 11, 2017

Hi, I’m mingrammer.


This is a great article! So, Can I translate this to korean on my personal blog?
I’ll link this original post

1 response

Wale Akinfaderin
Apr 14, 2017

Hi mingrammer. Yes, you can translate it to Korean on your blog.

Conversation with Wale Akinfaderin.

Shiam Beeharry

Apr 21, 2017

Nice article. So how and where to get started with these Maths stuffs? Thanks.

1 response

Wale Akinfaderin

Apr 21, 2017

Hi Shiam, you can start with the MOOCS and resources I listed in the article.
Thanks!

Show all responses

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