Learning Math for Machine Learning

Vincent Chen:

It’s not entirely clear what level of mathematics is necessary to get started in machine learning, especially for those who didn’t study math or statistics in school.

In this piece, my goal is to suggest the mathematical background necessary to build products or conduct academic research in machine learning. These suggestions are derived from conversations with machine learning engineers, researchers, and educators, as well as my own experiences in both machine learning research and industry roles.

To frame the math prerequisites, I first propose different mindsets and strategies for approaching your math education outside of traditional classroom settings. Then, I outline the specific backgrounds necessary for different kinds of machine learning work, as these subjects range from high school-level statistics and calculus to the latest developments in probabilistic graphical models (PGMs). By the end of the post, my hope is that you’ll have a sense of the math education you’ll need to be effective in your machine learning work, whatever that may be!