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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

Sums, products, and logarithms

In this section, we introduce notation for doing the most basic operations we can do with numbers, namely adding them together or multiplying them together. We’ll then introduce notation for working with logarithms.

Sums and the 𝚺 notation

When we want to add several numbers together, we can use the summation, or <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi mathvariant="normal">Σ</mml:mi></mml:math>, notation. For example, if we want to represent the addition of the numbers <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>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: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: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:msub><mml:mrow><mml:mi mathvariant="normal">x</mml:mi></mml:mrow><mml:mrow><mml:mn>5</mml:mn></mml:mrow></mml:msub></mml:math>, we use the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi mathvariant="normal">Σ</mml:mi></mml:math> notation to write this as follows:

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow><mrow><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mrow><mi>i</mi><mo>=</mo><mn>5</mn></mrow></munderover><msub><mi>x</mi><mi>i</mi></msub></mrow></mrow></math>

Eq. 13

This notation is shorthand for writing <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>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: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: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:msub><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mrow><mml:mn>5</mml:mn></mml:mrow></mml:msub></mml:math>. This essentially defines what the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi mathvariant="normal">Σ</mml:mi></mml:math> notation represents – that is, the following:

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow><mrow><mrow><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mrow><mi>i</mi><mo>=</mo><mn>5</mn></mrow></munderover><msub><mi>x</mi><mi>i</mi></msub></mrow><mo>=</mo><msub><mi>x</mi><mn>1</mn></msub><mo>+</mo><msub><mi>x</mi><mn>2</mn></msub><mo>+</mo><msub><mi>x</mi><mn>3</mn></msub><mo>+</mo><msub><mi>x</mi><mn>4</mn></msub><mo>+</mo><msub><mi>x</mi><mn>5</mn></msub></mrow></mrow></math>

Eq. 14

In the left-hand side (LHS) of Eq. 14, the integer indexing variable, <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>, takes the values between 1 (indicated beneath the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi mathvariant="normal">Σ</mml:mi></mml:math> symbol) and 5 (indicated above the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi mathvariant="normal">Σ</mml:mi></mml:math> symbol) and we interpret the LHS as “take all the numbers <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>i</mml:mi></mml:mrow></mml:msub></mml:math> for the values of <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> indicated by the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi mathvariant="normal">Σ</mml:mi></mml:math> symbol and add them together.”

You may wonder whether the shorthand...

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