Do you know the Math for Machine Learning?

There are two different levels of roles in the field of Machine Learning, the ML Engineer and the Research Scientist.

Both these roles are different in essence as the Engineer is the one who implements the Algorithms in the real-world tasks, which is not too different than a regular software Engineer. The only difference is that ML algorithms require a lot of Hyper-parameter tuning. Success requires working knowledge of ML algorithms and a fair amount of Mathematical intuition behind them.

The Research Scientist is the one to design the Algorithm. And they need extensive math knowledge to not only understand every piece of existing Algorithms but also to develop newer ones. And the only thing that keeps them different from Mathematicians is that the math required is not in its entirety.

Following are the high-level topics in Mathematics required for each of these roles.

For Engineers:

Linear Algebra

Probability and Statistics

Basic Calculus

For Scientists:

Advanced Linear Algebra

Probability and frequentist Statistics

Bayesian Reasoning/Statistics

Optimization Theory

Real Analysis

Functional Analysis

Graph Theory

Convergence Inequalities

Topology^

^ Depends on a specific application

*Following is for those who are interested in research in this field.

After you have finished reading from the textbooks, you will have to read several research papers in order to be capable of writing one on your own (as the first author). While reading other papers there could be many occurrences of you not being able to understand the mentioned equation, even after understanding a fair amount of topics from the list. Remember, some papers are more theoretical and it takes hours or even days to understand 10-20 pages. Each and every word/term you encounter, search for its meaning if you don't fully understand it. It is possible that you might get lost in the depths of Math recursively. Don't lose patience, if you really want to dive deep. The profound level of math is something that even mathematicians just... do...., without fully understanding its existence or its.... existence.

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