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15 Math Concepts Every Data Scientist Should Know

15 Math Concepts Every Data Scientist Should Know

By : David Hoyle
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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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1
Part 1: Essential Concepts
7
Part 2: Intermediate Concepts
13
Part 3: Selected Advanced Concepts

First-order discrete Markov processes

A discrete first-order Markov process is one of the simplest dynamical systems we can study. Our time variable is discrete, and we have a finite number of states between which we can move from one timepoint to the next.

Since the possible states are discrete, we can label them using integer values 1,2,3… and so on. We also use <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>i</mml:mi></mml:math> and <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>j</mml:mi></mml:math> to represent generic states.

The state at time <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>t</mml:mi></mml:math> is denoted by the variable <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>X</mml:mi></mml:mrow><mml:mrow><mml:mi>t</mml:mi></mml:mrow></mml:msub></mml:math>, and so a trajectory of observations from timepoint <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mn>0</mml:mn></mml:math> to timepoint <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>t</mml:mi><mml:mo>=</mml:mo><mml:mi>T</mml:mi></mml:math> would be represented by the sequence <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>X</mml:mi></mml:mrow><mml:mrow><mml:mn>0</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:mo>…</mml:mo><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mi>T</mml:mi></mml:mrow></mml:msub></mml:math>. For example, if we have five possible states <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mn>2</mml:mn><mml:mo>,</mml:mo><mml:mo>…</mml:mo><mml:mo>,</mml:mo><mml:mn>5</mml:mn></mml:math> and we set <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mn>10</mml:mn></mml:math>, then we may have the specific trajectory <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>X</mml:mi></mml:mrow><mml:mrow><mml:mn>0</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>3</mml:mn><mml:mo>,</mml:mo><mml:mo> </mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn><mml:mo>,</mml:mo><mml:mo> </mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>3</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>4</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>5</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>3</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>6</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>5</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>7</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>8</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>2</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>9</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>2</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>10</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn></mml:math><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>X</mml:mi></mml:mrow><mml:mrow><mml:mn>0</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>3</mml:mn><mml:mo>,</mml:mo><mml:mo> </mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn><mml:mo>,</mml:mo><mml:mo> </mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>3</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>4</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>5</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>3</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>6</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>5</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>7</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>8</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>2</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>9</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>2</mml:mn><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>X</mml:mi></mml:mrow><mml:mrow><mml:mn>10</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn>4</mml:mn></mml:math>. We can shorten the representation of the trajectory and say the observed trajectory is the sequence [3,4,4,3,4,3,5,1,2,2,4].

By taking the possible states that the system can be in to be a finite set, we simplify the mathematics considerably. However, since we can make that finite set as large as we want, we have considerable...

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15 Math Concepts Every Data Scientist Should Know
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