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Mathematics of Machine Learning
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In other words, general set theory is pretty trivial stuff really, but, if you want to be a mathematician, you need some and here it is; read it, absorb it, and forget it. — Paul R. Halmos
Although Paul Halmos said the above a long time ago, it has remained quite accurate. Except for one part: set theory is not only necessary for mathematicians, but for computer scientists, data scientists, and software engineers as well.
You might have heard about or studied set theory before. It is hard to see why it is so essential for machine learning, but trust me, set theory is the very foundation of mathematics. Deep down, everything is a set or a function between sets. (As we saw in Chapter 9, even functions are defined as sets.)
Think about the relation of set theory and machine learning like grammar and poetry. To write beautiful poetry, one needs to be familiar with the rules of the language. For example, data points are represented as vectors...