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All the Mathematics You Missed (But Need to Know for Graduate School)

Thomas A. Garrity · 5 HN comments
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Amazon Summary
Few beginning graduate students in mathematics and other quantitative subjects possess the daunting breadth of mathematical knowledge expected of them when they begin their studies. This book will offer students a broad outline of essential mathematics and will help to fill in the gaps in their knowledge. The author explains the basic points and a few key results of all the most important undergraduate topics in mathematics, emphasizing the intuitions behind the subject. The topics include linear algebra, vector calculus, differential and analytical geometry, real analysis, point-set topology, probability, complex analysis, set theory, algorithms, and more. An annotated bibliography offers a guide to further reading and to more rigorous foundations.
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Hacker News Stories and Comments

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some other survey /panorama books for various levels: What is Mathematics, Courant and Robbins (I haven't read the 2nd ed, edited by Ian Stewart)

https://www.amazon.com/All-Mathematics-You-Missed-Graduate/d...

hackermailman
The revised Stuart edition nothing is changed except Stewart has added a preface, and a 37 page chapter "Recent Developments".

John Stillwell also has a good survey book "Elements of Mathematics From Euclid to Gödel"

goialoq
Stillwell is a great author. Naive Lie Theory is a great read, with a big section on quaternions.
gtani
also for all in 1 math for physics books, there's a bunch: Arfken et al., Mary Boas, Riley/Hobson /Bence etc: https://www.amazon.com/Mathematical-Methods-Physicists-Seven...

and http://www.goldbart.gatech.edu/PostScript/MS_PG_book/bookmas...

These are sort of orthogonal to the OP's link, they're not covering analysis, abstract algebra and topology, instead they're covering dif eq, spectral analysis, probability/stats, linear algebra.

> If I choose to go Ai route, I do not know from where to start ...

This type of comment is often made in machine learning (ML) related submissions.

The pre-req list is long: calculus, linear algebra, stats, probability, numerical methods (for optimization, linear algebra, maybe interpolation), etc. BUT, you don't really need to go through the entirety of each subject for ML. For example, in calculus, you probably only need to focus on the aspects necessary for optimization, rather than integral techniques, convergence of sequences, etc. The trouble is that it is difficult to know which subtopics of each subject are worth spending time on unless you already know machine learning (or you have the luxury of someone with experience guiding you).

The latter difficulty is compounded by the fact that there seems to be many more resources (at least posted as popular submission on the web) for learning neural nets or learning some specific framework to implement neural networks, than to learn the mathematical and statistical foundations of ML. This is fine -- neural nets are a popular and powerful model, and people like to work on something tangible to get acquainted with a topic.

I wonder if people might enjoy a well-written textbook covering the basic math for ML -- something like, "All the math you missed (but need to know for machine learning)" [1]. I might enjoy working on such an ebook if there was desire for one, but my time is pretty limited (like most).

[1]: https://www.amazon.com/All-Mathematics-You-Missed-Graduate/d...

Philipp__
Thanks, that was the answer I was looking for, you said it much better than I did! When i look at Ai/ML I see a lot of mathematics, not frameworks and programming languages. Anyone can learn to use specific framework or adopt to certain programming language and environment. What concerned me was mathematics wise, since on EE course Math was much more apply oriented, with integration techniques and geometry, not so much about statistics and probability.
pramodliv1
Metacademy [1] does a good job of identifying which subtopics of each subject are relevant to ML.

[1] https://metacademy.org/roadmaps/

bronxbomber92
Here's what I've found along the lines of "mathematics for machine learning":

* DS-GA 1002: Statistical and Mathematical Methods (http://www.cims.nyu.edu/~cfgranda/pages/DSGA1002_fall15/inde...) by Carlos Fernandez-Granda of NYU

(There is a 2016 version of the course with different lectures notes as well.)

* Numerical Algorithms (http://people.csail.mit.edu/jsolomon/share/book/numerical_bo...) by Justin Solomon

* Math for Intelligent Systems, 2016 (https://ipvs.informatik.uni-stuttgart.de/mlr/teaching/maths-...) by Marc Toussaint & Hung Ngo of University Stuttgart

* Math for Intelligent Systems, 2015 (https://ipvs.informatik.uni-stuttgart.de/mlr/teaching/mathem...) by Nathan Ratliff of University Stuttgart

* Mathematics for Inference and Machine Learning (http://wp.doc.ic.ac.uk/sml/teaching/mathematics-for-machine-...) by Stefanos Zafeiriou and Marc Deisenroth of Imperial College London

Most of these are lectures notes. Some are very detailed, but I think there is still space for a completely fleshed out book on the subject.

Nov 25, 2016 · bandrami on Matrix Multiplication
"All the mathematics you missed but need to know for graduate school"[1] helped me a lot (and, in fact, I had and did).

Once I had finished that, Cullen's "Matrices and linear transformations"[2] was really helpful too. But I wouldn't do Cullen if you're still, as I was, floundering with the concepts of why you're doing this in the first place. It's great once you have those concepts down.

[1]: https://www.amazon.com/All-Mathematics-You-Missed-Graduate/d...

[2]: http://store.doverpublications.com/0486663280.html

fsloth
Garrity's book looks exactly what I've been looking for for brushing up on basic math skills after a decade of fairly low-brow work after my MSc. Thanks for the reference!
bandrami
Hope it helps! It definitely got me through the first year of grad school...
All the Mathematics You Missed: But Need to Know for Graduate School - http://www.amazon.com/All-Mathematics-You-Missed-Graduate/dp...
krick
Words cannot express how grateful I am. This seems to be the very thing I looked for the long time and missed somehow! Seems not to cover really All the Mathematics I Missed however (nothing on algebra and number theory for example, which is admittedly my weak spot), but I'm already thrilled to start reading.
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