Mathematics for Machine Learning
Mathematics for Machine Learning
A. Aldo Faisal, Imperial College London
Cheng Soon Ong, Data61, CSIRO
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The fundamental mathematical tools needed to understand machine learning include linear algebra, analytic geometry, matrix decompositions, vector calculus, optimization, probability and statistics. These topics are traditionally taught in disparate courses, making it hard for data science or computer science students, or professionals, to efficiently learn the mathematics. This self-contained textbook bridges the gap between mathematical and machine learning texts, introducing the mathematical concepts with a minimum of prerequisites. It uses these concepts to derive four central machine learning methods: linear regression, principal component analysis, Gaussian mixture models and support vector machines. For students and others with a mathematical background, these derivations provide a starting point to machine learning texts. For those learning the mathematics for the first time, the methods help build intuition and practical experience with applying mathematical concepts. Every chapter includes worked examples and exercises to test understanding. Programming tutorials are offered on the book's web site.
- A one-stop presentation of all the mathematical background needed for machine learning
- Worked examples make it easier to understand the theory and build both practical experience and intuition
- Explains central machine learning methods: linear regression, principal component analysis, Gaussian mixture models and support vector machines
Awards
Finalist, 2021 PROSE Award - Textbook in the Physical Sciences and Mathematics, Association of American Publishers
Reviews & endorsements
'This book provides great coverage of all the basic mathematical concepts for machine learning. I'm looking forward to sharing it with students, colleagues, and anyone interested in building a solid understanding of the fundamentals.' Joelle Pineau, McGill University, Montreal
'The field of machine learning has grown dramatically in recent years, with an increasingly impressive spectrum of successful applications. This comprehensive text covers the key mathematical concepts that underpin modern machine learning, with a focus on linear algebra, calculus, and probability theory. It will prove valuable both as a tutorial for newcomers to the field, and as a reference text for machine learning researchers and engineers.' Christopher Bishop, Microsoft Research Cambridge
'This book provides a beautiful exposition of the mathematics underpinning modern machine learning. Highly recommended for anyone wanting a one-stop-shop to acquire a deep understanding of machine learning foundations.' Pieter Abbeel, University of California, Berkeley
'Really successful are the numerous explanatory illustrations, which help to explain even difficult concepts in a catchy way. Each chapter concludes with many instructive exercises. An outstanding feature of this book is the additional material presented on the website …' Volker H. Schulz, SIAM Review
Product details
No date availableHardback
9781108470049
398 pages
259 × 180 × 19 mm
0.98kg
3 b/w illus. 106 colour illus.
Table of Contents
- 1. Introduction and motivation
- 2. Linear algebra
- 3. Analytic geometry
- 4. Matrix decompositions
- 5. Vector calculus
- 6. Probability and distribution
- 7. Optimization
- 8. When models meet data
- 9. Linear regression
- 10. Dimensionality reduction with principal component analysis
- 11. Density estimation with Gaussian mixture models
- 12. Classification with support vector machines.
