MLG 008 Math for Machine Learning

Machine Learning Guide

Mathematics essential for machine learning includes linear algebra, statistics, and calculus, each serving distinct purposes: linear algebra handles data representation and computation, statistics underpins the algorithms and evaluation, and calculus enables the optimization process. It is recommended to learn the necessary math alongside or after starting with practical machine learning tasks, using targeted resources as needed. In machine learning, linear algebra enables efficient manipulation of data structures like matrices and tensors, statistics informs model formulation and error evaluation, and calculus is applied in training models through processes such as gradient descent for optimization.

Links

• Notes and resources at ocdevel.com/mlg/8
• Try a walking desk - stay healthy & sharp while you learn & code

Come back here after you've finished Ng's course; or learn these resources in tandem with ML (say 1 day a week).

Recommended Approach to Learning Math

• Direct study of mathematics before beginning machine learning is not necessary; essential math concepts are introduced within most introductory courses.
• A top-down approach, where one starts building machine learning models and learns the underlying math as needed, is effective for retaining and appreciating mathematical concepts.
• Allocating a portion of learning time (such as one day per week or 20% of study time) to mathematics while pursuing machine learning is suggested for balanced progress.

Linear Algebra in Machine Learning

• Linear algebra is fundamental for representing and manipulating data as matrices (spreadsheets of features and examples) and vectors (parameter lists like theta).
• Every operation involving input features and learned parameters during model prediction and transformation leverages linear algebra, particularly matrix and vector multiplication.
• The concept of tensors generalizes vectors (1D), matrices (2D), and higher-dimensional arrays; tensor operations are central to frameworks like TensorFlow.
• Linear algebra enables operations that would otherwise require inefficient nested loops to be conducted quickly and efficiently via specialized computation (e.g., SIMD processing on CPUs/GPUs).

Statistics in Machine Learning

• Machine learning algorithms and error measurement techniques are derived from statistics, making it the most complex math branch applied.
• Hypothesis and loss functions, such as linear regression, logistic regression, and log-likelihood, originate from statistical formulas.
• Statistics provides both the probability framework (modelling distributions of data, e.g., housing prices in a city) and inference mechanisms (predicting values for new data).
• Statistics forms the set of "recipes" for model design and evaluation, dictating how data is analyzed and predictions are made.

Calculus and Optimization in Machine Learning

• Calculus is used in the training or "learning" step through differentiation of loss functions, enabling parameter updates via techniques such as gradient descent.
• The optimization process involves moving through the error space (visualized as valleys and peaks) to minimize prediction error, guided by derivative calculations indicating direction and magnitude of parameter updates.
• The particular application of calculus in machine learning is called optimization, more specifically convex optimization, which focuses on finding minima in "cup-shaped" error graphs.
• Calculus is generally conceptually accessible in this context, often relying on practical rules like the power rule or chain rule for finding derivatives of functions used in model training.

The Role of Mathematical Foundations Post-Practice

• Greater depth in mathematics, including advanced topics and the theoretical underpinnings of statistical models and linear algebra, can be pursued after practical familiarity with machine learning tasks.
• Revisiting math after hands-on machine learning experience leads to better contextual understanding and practical retention.

Resources for Learning Mathematics

• MOOCs, such as Khan Academy, provide video lessons and exercises in calculus, statistics, and linear algebra suitable for foundational knowledge.
• Textbooks recommended in academic and online communities cover each subject and are supplemented by concise primer PDFs focused on essentials relevant to machine learning.
• Supplementary resources like The Great Courses offer audio-friendly lectures for deeper or alternative exposure to mathematical concepts, although they may require adaptation for audio-only consumption.
• Audio courses are best used as supplementary material, with primary learning derived from video, textbooks, or interactive platforms.

Summary of Math Branches in Machine Learning Context

• Linear algebra: manipulates matrices and tensors, enabling data structure operations and parameter computation throughout the model workflow.
• Statistics: develops probability models and inference mechanisms, providing the basis for prediction functions and error assessments.
• Calculus: applies differentiation for optimization of model parameters, facilitating the learning or training phase of machine learning via gradient descent.
• Optimization: a direct application of calculus focused on minimizing error functions, generally incorporated alongside calculus learning.