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

Analysis

In this section, we recap the notation that is used in analyzing and describing the behavior of functions. This includes notation for describing limits, notation for describing the relative ordering of functions, and notation for describing standard approximations of functions.

Limits

When we are talking about limits, we are talking about the mathematical behavior of some quantity, often a function, as some other quantity approaches a particular value, often infinity. Let’s make that more concrete. Consider 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:mi>x</mml:mi></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mfrac><mml:mrow><mml:mn>1</mml:mn></mml:mrow><mml:mrow><mml:mi>x</mml:mi></mml:mrow></mml:mfrac></mml:math> . As <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>x</mml:mi></mml:math> gets bigger and bigger, then clearly, the value of <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:mi>x</mml:mi></mml:mrow></mml:mfenced></mml:math> gets smaller and smaller, until eventually, as <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>x</mml:mi></mml:math> becomes infinitely large, <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:mi>x</mml:mi></mml:mrow></mml:mfenced></mml:math> becomes zero. We say that <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:mi>x</mml:mi></mml:mrow></mml:mfenced></mml:math> approaches its limit of 0 as <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>x</mml:mi></mml:math> approaches <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi mathvariant="normal">∞</mml:mi></mml:math>. Mathematically, we write this as follows:

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow><mrow><munder><mi>lim</mi><mrow><mi>x</mi><mo>→</mo><mi mathvariant="normal">∞</mi></mrow></munder><mi>f</mi><mfenced open="(" close=")"><mi>x</mi></mfenced><mo>=</mo><mn>0</mn></mrow></mrow></math>

Eq. 46

The word lim denotes the fact that we are talking about a limit, while the symbols <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>x</mml:mi><mml:mo>→</mml:mo><mml:mi mathvariant="normal">∞</mml:mi></mml:math> describe what limit we are talking about. The RHS of Eq. 46 gives the actual limiting value.

Sometimes...

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