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Mathematics and Machine Learning Research Machine Learning Studying Related Questions
What are the mathematical pre-requisites for How do I learn mathematics for machine learning?
studying machine learning? How critical is mathematics for machine learning
scientist?
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Anoop Deoras, Does ML research in recommender system and NLP space Is Machine Learning easier than Mathematics?
Answered Feb 20, 2016
How is discrete mathematics used in machine
Instead of asking just WHAT, I think it is also important to know WHY. learning?
WHAT: Linear Algebra WHY: most of the machine learning that we do, deals What do students study in Machine Learning?
with scalars and vectors and matrices -- vectors of features, matrices of Is Machine Learning a pre-requisite for the Data
weights etc. You do vector matrix multiplication like say in logistic regression, Mining course taught on Coursera?
neural networks... Or you do matrix transpose first and then multiplication (for Ask New Question
say in error back propagation in neural networks). Sometimes you need to do
clustering of input, maybe using spectral clustering techniques, which requires
you to know what eigen values are, eigen vectors are.. Sometimes you need to
take inverses of matrices, say in computing inverse of covariance matrix for
fitting a Gaussian distribution. So you now know WHY you need Linear Algebra.
WHAT: Optimization Theory WHY: How do you train the weights of your
model so that the training error is minimized ? Answer: optimization. You may
need to know how to take derivatives of loss function with respect to some
parameter so that you can carry out gradient descent optimization. You may
need to know what gradients mean. What are hessians if you are doing second
order optimization like LBFGS. You may need to learn what Newton steps are,
maybe to solve line searches. You will need to understand functional
derivatives to better understand Gradient Boosted Decision Trees. You will need
to understand convergence properties of various optimization methods to get
an idea of how fast or slow your algorithm will run.
WHAT: Probability and Statistics WHY: When you are doing machine
learning, you are primarily after some kind of distribution. What is the
probability of an output given my input ? Why do I need this ? When your
machine learning model predicts (assigns probabilities) high enough to known
observation, you know you have a good model at hand. Its a goodness criteria.
Statistics help you to count well, normalize well, obtain distributions, find
out the mean of your input feature, its standard deviation. Why do you need
these things ? You need means and variances to better normalize your input
data before you feed it into you machine learning system. This helps in faster
convergence (optimization theory concept).
WHAT: Signal Processing WHY: You usually do not feed raw input to your
machine learning systems. You do some kind of pre processing. For instance
you would like to extract some features from the input speech signal, or an
image. Now, extracting these features needs you to know properties of these
underlying signals. Digital signal processing or Image processing will help you
gain expertise. You would be in a better situation to know what feature
extraction works and what does not. You would want to learn what is a Fourier
transform because maybe you would like to apply that to speech signal or
maybe apply discrete cosine transform to images before using them as
features to your machine learning system.
You may want to also read this as an answer to the question: "How do I learn
Machine Learning, Artificial Intelligence and Natural Language Processing"
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Like every other beginner who starts with Machine Learning, the first question
that would come to one’s mind is, “What are the prerequisites”? Well, let me
try to answer it to you based on my own experience. First the question you had
asked about Mathematics.
Having left mathematics during the First year of my BTech and Statistics even
prior to that, I was pretty skeptical when I decided to try out my hands on
machine learning. First thing I did was look around the web searching for
answers from folks who had followed a similar path as well as look into
prerequisites that the various courses had stated down.
1. Descriptive Statistics
2. Inferential Statistics
3. Linear Algebra
Online providers like Udacity provides such refresher courses as part of they
Machine learning programs to ensure that you are up to the mark where you
can start following the actual Machine Learning algorithms and projects. These
refresher courses are byte sized courses designed to help you understand the
concepts without deep delving in them and get you ready to understand and
make a decision on which concept to use based on the actual scenarios (i.e.
Data).
You can start off with the Intro To Machine Learning Program which is a free
course offered by Udacity to get your basic concepts cleared.
Once you complete the same, you can refer to their Pre-Requisite sections for
more details in their Machine Learning Nano Degree Program which actually
makes you work on 6 different real life projects.
Check out the links and you will be up and running with Machine Learning in
no time. It really worked for me.
If you are just starting your path in programming and have very little or no
programming experience on Python or other languages, feel free to check out
the Intro To Computer Science program as well. It should help you in getting
the basic concepts clarified as well as give you a solid foundation in
programming to start with.
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2. Maths
a. Probability
b. Calculus
c. Statistics
d. Linear Algebra
There really aren't many! If you just want to train effective models; a little linear
algebra (high school level) is necessary and some basic intuitions of calculus are
moderately helpful (most people never actually calculate the derivative of
anything, the idea is just to be able to read about new work and get a sense of
how it might help you).
I've seen interns come straight to the office from high school and do well with
just this background. The programming end of things is more likely to be a
limiting factor.
Good luck!
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Learning and being proficient as suggested above helps understand the field in a
more intuitive way and thus help apply these techniques to solve wide variety of
problems.
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Short answer - the more math you have under your belt, the better.
Longer answer:
It really depends on your end goal. Do you want to do ML research and develop
new algorithms? If so, all of those courses are prerequisites as you'll be doing a
ton of proofs.
If your goal is to work as a machine learning engineer, then more applied math
will be beneficial. This type of role will focus heavily on linear algebra,
multivariable calculus, and probability theory, so those are a must.
If you just want to analyze data and work as a business analyst, then college
algebra and basic statistics should be sufficient. You'll be working with a lot of
black box algorithms in SAS, SPSS, Stata, so they'll do a lot of the mathematical
work for you. Where you'll struggle a bit is knowing how to fix these algorithms
when they break down, fitting proper curves to your data, or engineering new
features.
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