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by Jasonseah 2905 days ago
I am new in machine learning and have difficulty to understand the equation. I finish 2 courses from Andrew Machine Learning Class from Coursera, I understand the flow, concept and knew how to write those equations/algorithm but it always bugs me that I don't understand those equations. Do you guys have any suggestion that where should I start for learning those equations/maths online?
4 comments

If you want to keep up with the maths, the main prerequisites for more rigorous ML is typically undergrad-level calculus, linear algebra, and bit of basic probability and statistics.

For calculus, google "MIT 18.01", "MIT 18.02", (and "MIT 18.03" if you like), which are all freely available on youtube. You should be comfortable with single-variable calculus, and at least familiar with multi-variable techniques.

For linear algebra, try "MIT 18.06", which is Gilbert Strang's MIT course. Or try 3blue1brown's "The essence of linear algebra" series, which is the best explanation I've ever seen of many concepts, but it is shorter and less in-depth than a full course.

For basic statistics, try Khan Academy's "AP Statistics" sequence.

While I think 3b1b video's are great for developing a better understanding of the purpose of certain concepts, I don't think there's any way around ignore manually doing the problems with say Strangs Linear Algebra book since that's where you spend tim trying to apply these concepts to problems.
Agreed. Nothing beats practice when it comes to math. I know that I spend far too much time watching course videos, and no where near enough working through problem sets.
Working through some of Strang's problems has also helped me. 3blue1brown is a great introduction to give you intuition, but you cannot commit the skills to long-term memory without struggling through problems.
Thx! will look into it!
Depends what your math level is. Start with https://www.expii.com/ which is Po-Shen Loh's site and see where you are. If you can do the algebra and basic calculus problem sets there you could also try these specific ML background books https://sites.google.com/site/10715advancedmlintro2017f/read...

Expii is a great resource because it determines from your success solving problems if you need more practice to get a concept

Thanks for the suggestion! Help a lot for what I am struggling now.
What is your math experience/background? In any case, for the average case, this course is probably the best for those who want a slightly deeper understanding of machine learning than offered by Andrew Ng's courses: https://work.caltech.edu/lectures.html
I also really like the Abu-Mostafa course from caltech you link, and their book. If you want to get a taste of generalization bounds and statistical learning theory (e.g. VC dimension), he gives the gentlest introduction I've seen.
can say at a very basic level ... I don't really focus on the study at my early age. I still can understand the equation but not really know why and how to implement it, and come to a very complex situation I can't make sense on the calculation ... Every calculation that Andrew Ng teach are new to me even for the matrix, vector, and sum over are new to me. Even tho Andrew Ng did say "if you don't understand math is ok." but I still love to understand math for my machine learning career, that's why I seek for help.
You need to pick up linear algebra and basic probability.

CS229's linear algebra review is pretty good: http://cs229.stanford.edu/section/cs229-linalg.pdf

For more depth, Trefthen and Bau's Numerical Linear Algebra.

For a video course, Gilbert Strang's MIT OCW course on Linear Algebra.

Review of probability: https://see.stanford.edu/materials/aimlcs229/cs229-prob.pdf

Some intuition about minima (gradual descent), linear regression, etc. will get you to a certain level--which admittedly may be a bit hard if you've never had the math. But as others have suggested, you probably need to equivalent of a few semesters of calculus and linear algebra (which I never took in a formal way though I did some variants of pre-MatLab).
I did try to play around with Octave / MatLab to play with the calculation but not in a very comfortable way ...