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by outrun86 895 days ago
I’m just wrapping up a PhD in ML. The notation here is unnecessarily complex IMO. Notation can make things easier, or it can make things more difficult, depending on a number of factors.
1 comments

Really? Coming from physics (B.Sc only) the notation is refreshingly familiar and straightforward. My topology and analysis classes were basically like this.

In fact, this pdf is literally the resource I've been searching for as many others are far too ambiguous and handwavey focusing more on libraries and APIs than what's going on behind the scenes.

If only there were a similar one for microeconomics and macroeconomics, I'd have my curiosity satiated.

As a PhD econ student, the mathematics just comes down solving constrained optimization problems. Figuring out what to consider as an optimand and the associated constraints is the real kicker.
It depends on what you’re doing. That is accurate for, say, describing the training of a neural network, but if you want to prove something about generalization, for example (which the book at least touches on from my skimming), you’ll need other techniques as well
If you're referring to micro/macro, I meant more like a mathematical introduction to the models.

I recall giving Mankiw a try and wished I could just find a physics-style textbook as I found it way too wordy.

Most economists (who write these sort of textbooks) have some sort of math background. The push to find the most general "math" setting has been an ongoing topic since the 50's and so you can probably find what you are looking for. It's not part of undergraduate textbooks since adding generality gives better proofs but often adds "not that much" to insight. Nevertheless, the standard micro/macro models are just applications of optimization theory (lattice theory typically for micro, dynamical systems for macro). Game theory (especially mechanism design) is a bit of different topic, but I suppose that's not what you are looking for.

E.g., micro models are just constrained optimization based on the idea of representing preference relations over abstract sets with continuous functions. So obviously, the math is then very simple. This is considered a feature. You can also use more complex math, which helps with certain proofs (especially existence and representation).

You could grab some higher level math for econ textbooks, which typically include the models as examples, where you skip over the math.

For example, for micro, you can get the following: https://press.princeton.edu/books/hardcover/9780691118673/an... I think it treats the typical micro model (up to oligopoly models) via the first 50 or so pages while explaining set theory, lattices, monotone comparative statics with Tarski/Topkis etc.

Debreu's Theory of Value
Bishop’s Pattern Recognition and Machine Learning is one example that has tremendous depth and much clearer notation. Deep Learning by Goodfellow et al. is another example, albeit with less depth than Bishop.

I’m glad you’re enjoying the book. The approach is ideal for a very small subset of the ML population, no doubt that was their intention. I’m just weighing in that it’s entirely possible to cover this material with rigour yet much simpler notation. Even as someone who could parse this I’d go with other options.

Thanks for highlighting Bishop to me! I've self-taught through various resources esp. Goodfellow et al 2016. It's taken me a number of years to rebuild my math knowledge so that I feel comfortable with Goodfellow's treatment and look forward to learning from the Bishop book. Fwiw, I've found the math notation in the Goodfellow textbook to be among the best I've ever seen in terms of consistency and clarity. Some other books I enjoy, for example, do not seem to make any typographic indication of whether an object is a vector, scalar, or other. :(
FYI, Bishop just released an updated DL book: https://www.bishopbook.com/
I appreciated the notation in Goodfellow book as well, it was easy enough for me to follow without having a strong mathematics background. I'll agree however with others that this text is instead focused for a different audience and purpose.
Re your question on economics books, I think Advanced Macroeconomics by David Romer could fit your bill. It goes a lot into why the math is the way it is (arguably more interesting, like another poster said). Modern macroeconomics is also built on microeconomics, and to that extent it's covered in the book, so you're sort of getting two-for-one here.