A Resource Recommendation for Statistics and Mathematics in Machine Learning and Pattern Recognition

1
1

Hello all,

My background is Computer Science and Mathematics (However I mostly focused on CS and learnt Math from courses as a hobby like focusing staffs such as Number Theory and Abstract Algebra). But I've been away from Math and Stats for some time. So I need a good refresher/refreshers for that.

I have checked the Garrity's book, "All the Mathematics You Missed"; but this book was like a big cheat sheet and it skips most of the important details. I've seen some more books like this one but didn't like the content or pedagogy of these books.

Of course there is no one magical book that will make one to comprehense all math topics perfectly. But I'll appreciate if you could shed some light to my path.

Note: I don't want to dive into too deep and dark sides of Math.

Note 2: I probably have seen the links from simple google search strings like "Mathematics for Machine Learning".

asked Jul 04 '10 at 16:37

cglr's gravatar image

cglr
195●4●8●11

edited Jul 04 '10 at 16:46

2 Answers:
oldest newest most voted
2

So if you're looking for a good intro to statistics book, I highly recommend All of Statistics: A Concise Course in Statistical Inference. This book is what I'll recommend my CS grad students as a faculty member to cover basic statistical inference techniques.

answered Jul 04 '10 at 19:42

aria42's gravatar image

aria42
2099●7●24●41

Wow thanks, this book looks really compelling.

(Jul 04 '10 at 23:49) cglr
2

For me, ML is a huge area and I'm just a small guy. So I might be able to suggest only on what I'm exposed to. I'm working on graphical models (e.g. Bayesian networks, MRFs, CRFs), so my problems are usually relevant to:

Optimization

  • Nonlinear Programming by Dimitri P. Bertsekas: I found that this book gives a very good intuitive view of optimization algorithms.
  • Convex Optimization by Stephen Boyd and Lieven Vandenberghe: This book does a great job on explaining things in details.

Matrix Algebra

  • Introduction to Linear Algebra by Gilbert Strang: I love this book, both its content and exercises, as it thoughtfully explains the content in a very intuitive way. Its exercises give you a lot of ideas.
  • Matrix Algebra (Econometric Exercises) by Karim M. Abadir and Jan R. Magnus
  • Kronecker Products and Matrix Calculus With Applications by Alexander Graham: This book helps me a lot when I want to review matrix and vector calculus.

Hope this helps.

This answer is marked "community wiki".

answered Jul 04 '10 at 19:29

Kittipat%20Kampa's gravatar image

Kittipat Kampa
1●2

Thanx Kittipat, I have the Strang's book. It is really a good one. I'll check the other ones too.

(Jul 04 '10 at 23:45) cglr
Your answer
toggle preview

learn more | privacy | contact

powered by OSQA

User submitted content is under Creative Commons: Attribution - Share Alike; Other things copyright (C) 2010, MetaOptimize LLC.