Essential Mathematics for Machine Learning, AI, and Data Science

Essential Mathematics for Machine Learning, AI, and Data Science

1. Linear Algebra

1.1 Vectors

  • Definition and properties

  • Vector operations (addition, scalar multiplication, dot product, cross product)

  • Vector spaces and subspaces

  • Linear independence and dependence

  • Basis and dimension

1.2 Matrices

  • Matrix operations (addition, multiplication, transpose)

  • Special matrices (identity, diagonal, symmetric, orthogonal)

  • Determinants and their properties

  • Matrix inverse and solving linear systems

  • Rank and nullity

1.3 Eigenvalues and Eigenvectors

  • Definition and computation

  • Eigendecomposition

  • Diagonalization

1.4 Vector Calculus

  • Gradients and directional derivatives

  • Hessian matrices

2. Probability and Statistics

2.1 Probability Theory

  • Sample spaces and events

  • Probability axioms and properties

  • Conditional probability and independence

  • Bayes' theorem

2.2 Random Variables

  • Discrete and continuous random variables

  • Probability mass and density functions

  • Cumulative distribution functions

  • Expected value, variance, and standard deviation

2.3 Common Probability Distributions

  • Discrete: Bernoulli, Binomial, Poisson

  • Continuous: Uniform, Normal (Gaussian), Exponential

2.4 Descriptive Statistics

  • Measures of central tendency (mean, median, mode)

  • Measures of dispersion (variance, standard deviation, range)

  • Percentiles and quartiles

2.5 Inferential Statistics

  • Sampling distributions

  • Central Limit Theorem

  • Confidence intervals

  • Hypothesis testing (t-tests, chi-square tests, ANOVA)

2.6 Correlation and Regression

  • Correlation coefficients (Pearson, Spearman)

  • Simple linear regression

  • Multiple linear regression

3. Calculus

3.1 Differential Calculus

  • Limits and continuity

  • Derivatives and differentiation rules

  • Partial derivatives

  • Gradient, Jacobian, and Hessian

3.2 Integral Calculus

  • Definite and indefinite integrals

  • Fundamental theorem of calculus

  • Multiple integrals

3.3 Optimization

  • Maxima and minima

  • Constrained optimization

  • Lagrange multipliers

4. Information Theory

4.1 Entropy

  • Shannon entropy

  • Joint and conditional entropy

4.2 Mutual Information

  • Definition and properties

  • Relationship with entropy

4.3 Kullback-Leibler Divergence

  • Definition and properties

  • Applications in machine learning

5. Numerical Methods

5.1 Numerical Linear Algebra

  • Gaussian elimination

  • LU decomposition

  • QR decomposition

  • Singular Value Decomposition (SVD)

5.2 Optimization Algorithms

  • Gradient descent

  • Stochastic gradient descent

  • Newton's method

  • Quasi-Newton methods (e.g., BFGS)

5.3 Interpolation and Approximation

  • Polynomial interpolation

  • Spline interpolation

  • Least squares approximation

6. Graph Theory

6.1 Basic Concepts

  • Graphs, vertices, and edges

  • Directed and undirected graphs

  • Weighted graphs

6.2 Graph Properties

  • Connectivity

  • Cycles and paths

  • Trees and spanning trees

6.3 Graph Algorithms

  • Breadth-first search (BFS)

  • Depth-first search (DFS)

  • Shortest path algorithms (Dijkstra's, Bellman-Ford)

7. Additional Topics

7.1 Fourier Analysis

  • Fourier series

  • Fourier transforms

  • Applications in signal processing

7.2 Dimensionality Reduction

  • Principal Component Analysis (PCA)

  • Singular Value Decomposition (SVD)

7.3 Convex Optimization

  • Convex sets and functions

  • Convex optimization problems

  • Duality

Remember, the depth of understanding required for each topic may vary depending on your specific focus within ML, AI, and DS. As you progress, you may need to delve deeper into certain areas based on your projects and interests.