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Ask HN: What maths are critical to pursuing ML/AI?

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Re: Ask HN: What maths are critical to pursuing ML/AI?

#111

If you care about actually reading the nournals, as I do, and you had a very poor math education (as mine was abysmally opposed to both math and science as enemies of religion) then here are things I've determined I need to know to read journals: - Core statistics. You need to be familiar with how statisticians treat data, because it comes up a lot. - Calculus. You do not need to be a wizard at working the numbers bu…

How did you learn these topics? Did you solve problems for each of them?

Re: Ask HN: What maths are critical to pursuing ML/AI?

#112
post #41
post #20

Earlier quoted context omitted.

I'm not super interested in ML but I am very interested in applied mathematics in computer science. I've got a fair bit of linear algebra due to cryptography, but have had virtually no need of any form of calculus (unless I'm relying on it without knowing it) in my career. So beyond just saying that you'd need grounding in multivariable calculus to do serious ML work, I would be super interested in hearing more about…

Most of ML is fitting models to data. To fit a model you minimise some error measure as a function of its real valued parameters, e.g. the weights of the connections in a neural network. The algorithms to do the minimisation are based on gradient descent, which depends on derivatives, i.e. differential calculus. If you're doing Bayesian inference you're going to need integral calculus because Bayes' law gives the pos…

Could not agree more .......

> Most of ML is fitting models to data. To fit a model you minimise some error measure as a function of its real valued parameters, e.g. the weights of the connections in a neural network. The algorithms to do the minimisation are based on gradient descent, which depends on derivatives, i.e. differential calculus.

> If you're doing Bayesian inference you're going to need integral calculus because Bayes' law gives the posterior distribution as an integral.

Re: Ask HN: What maths are critical to pursuing ML/AI?

#113
post #30
post #20

Earlier quoted context omitted.

I'm not super interested in ML but I am very interested in applied mathematics in computer science. I've got a fair bit of linear algebra due to cryptography, but have had virtually no need of any form of calculus (unless I'm relying on it without knowing it) in my career. So beyond just saying that you'd need grounding in multivariable calculus to do serious ML work, I would be super interested in hearing more about…

Almost every corner of an ML problem has an optimization problem that needs to be solved: There is a function that you want to minimize subject to constraints. Typically these are everywhere smooth, or sometimes almost everywhere smooth. So calculus shows up in (i) algorithms to find the bottom of these functions (if they exist) or (ii) deriving the location of the minima in closed form. These functions would be "how…

Very well said ..

> Almost every corner of an ML problem has an optimization problem that needs to be solved: There is a function that you want to minimize subject to constraints. Typically these are everywhere smooth, or sometimes almost everywhere smooth. So calculus shows up in (i) algorithms to find the bottom of these functions (if they exist) or (ii) deriving the location of the minima in closed form. These functions would be "how close am I to the correct parameter", "What losses would these settings rake up on average" etc etc.

> The reason why this differs from a purely optimization / mathematical programming problem is that we can only approximately evaluate the actual function (the performance of our model on new / unseen data) that we care to optimize. Great optimization algorithms need not be (and often are not) good ML algorithms. In ML we have to optimize a function that's getting revealed to us slowly, one datapoint at a time. The true function typically involves a continuum of datapoints. This is where we can bring probability into the picture

Re: Ask HN: What maths are critical to pursuing ML/AI?

#116
post #65

I wish the people who answer this question are people that are current deep learning engineers or data scientist that use deep learning in real world settings, I am worried that people who are not credible are giving advice, which is not valuable. I am a masters student taking a PhD class in Bayesian machine learning to figure this out as well. I hope to have a better answer for this by the end of the course!

I wish the people who answer this question are people that are current deep learning engineers or data scientist that use deep learning in real world settings, Why do you want answers only from people doing deep learning? Deep learning is just a subset of the overall field (albeit an incredibly popular and useful one). Anyway, the simple solution is just to use some simple machine learning of your own to analyze the…

I guess what I am looking for is advice from practitioners who wont lead people astray who are really interested in diving deep into ML.

I have attempted to read the Statistical Learning book, and its so daunting because the book expects a lot of background knowledge, and it takes a while to really wrap your head around these concepts. I think people should learn from a lighter book, before diving into these books if you are lacking the background.

My current approach to pursuing a career in DL and ML is going to graduate school, taking a graduate ML course, and trying to apply my knowledge to different problems I am interested in.

I am reading the Bishop book Pattern Recognition now. I think from the perspective of having to re-learn a lot of calculus and probability, that book is more approachable than Statistical learning.

My advice (which I am attempting now) to dive deep into ML is follows:

1. Taking Bayesian ML class (at Cornell) 2. Read/Study Pattern Recognition by Bishop, for 5hrs/day 3. Try exercises, if fail, review solutions 4. If lost(which is usually), review missing concepts from MIT OCW scholar courses

Re: Ask HN: What maths are critical to pursuing ML/AI?

#117

You absolutely need a solid grounding in multi-variable calculus, linear algebra, probability theory and information theory. It will also be helpful to be well versed in graph theory. In my opinion one of the best starting points is "Information Theory, Inference and Learning Algorithms" by David MacKaye. It's a bit long in the tooth now, but it is still one of the most approachable and well written books in the fiel…

What about the Pattern Recognition book by Bishop? I am reading it now and its more approachable than the Elements of Statistical Learning book

Re: Ask HN: What maths are critical to pursuing ML/AI?

#118

Earlier quoted context omitted.

> "Bayesian Data Analysis" by Andrew Gelman is another great read. If you want to read that book you need real analysis more specifically measure theory (unless that subject is in probability theory for you). You cannot get into the last few chapters without it. Dirichlet Process are described using measures. I don't believe you need multivar calc or info theory. Info theory stuff are used but not as often. I believe…

What's required as a prereq to Measure Theory? Any suggestions on good resources for learning Measure Theory? I have a vague notion that Probability and Measure Theory are intertwined / related somehow, but have never studied the latter specifically.

The typical prerequisite for measure theory is a two-semester real analysis course, a la Rudin or any of its alternatives (I particularly like Pugh's book). A solid topological background is also a good idea, although you can probably get away with whatever you learned in real analysis. Two standard measure theory texts are Folland's Real Analysis and the first half of Rudin's Real and Complex Analysis.
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