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15 Math Concepts Every Data Scientist Should Know

15 Math Concepts Every Data Scientist Should Know

By : David Hoyle
4.3 (6)
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15 Math Concepts Every Data Scientist Should Know

15 Math Concepts Every Data Scientist Should Know

4.3 (6)
By: David Hoyle

Overview of this book

Data science combines the power of data with the rigor of scientific methodology, with mathematics providing the tools and frameworks for analysis, algorithm development, and deriving insights. As machine learning algorithms become increasingly complex, a solid grounding in math is crucial for data scientists. David Hoyle, with over 30 years of experience in statistical and mathematical modeling, brings unparalleled industrial expertise to this book, drawing from his work in building predictive models for the world's largest retailers. Encompassing 15 crucial concepts, this book covers a spectrum of mathematical techniques to help you understand a vast range of data science algorithms and applications. Starting with essential foundational concepts, such as random variables and probability distributions, you’ll learn why data varies, and explore matrices and linear algebra to transform that data. Building upon this foundation, the book spans general intermediate concepts, such as model complexity and network analysis, as well as advanced concepts such as kernel-based learning and information theory. Each concept is illustrated with Python code snippets demonstrating their practical application to solve problems. By the end of the book, you’ll have the confidence to apply key mathematical concepts to your data science challenges.
Table of Contents (21 chapters)
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Part 1: Essential Concepts
7
Part 2: Intermediate Concepts
13
Part 3: Selected Advanced Concepts

Expanding a function in terms of basis functions

In the previous section, we introduced some key concepts about decomposing functions, namely that we are breaking down or decomposing a function, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>f</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>, into several smaller parts that are easier to interpret and work with. We can also think of those smaller parts as simple building blocks from which we can build up or compose more complicated functions.

Whichever way we choose to look at a function, we need to make the ideas that were introduced in the previous section more concrete. In other words, given a set of simple building block functions, we need to work out how to quantify how much of each of those building block functions are in our function, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>f</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>. To do so, consider the function shown in Eq. 8:

<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math" display="block"><mml:mi>f</mml:mi><mml:mfenced separators=""><mml:mrow><mml:munder><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mrow><mml:mo>_</mml:mo></mml:mrow></mml:munder></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mo> </mml:mo><mml:mrow><mml:munderover><mml:mo stretchy="false">∑</mml:mo><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow><mml:mrow><mml:mi>K</mml:mi></mml:mrow></mml:munderover><mml:mrow><mml:msub><mml:mrow><mml:msub><mml:mrow><mml:mi>α</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mi>h</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mfenced separators=""><mml:mrow><mml:munder><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mrow><mml:mo>_</mml:mo></mml:mrow></mml:munder></mml:mrow></mml:mfenced></mml:mrow></mml:mrow><mml:mo> </mml:mo></mml:math>

Eq. 8

The coefficient, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>α</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:math>, tells us how much the building block function, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>h</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>, contributes to the function, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>f</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>. Put another way, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>α</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:math>tells us how much of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>h</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math> there is in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>f</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>. We can use this second way of looking at what <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>α</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:math> tells us to work out as...

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