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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

Combinatorics

Our final section regards binomial coefficients. They are part of the mathematical field of combinatorics, but we will introduce them in the context of the binomial distribution, which we will meet multiple times in the book.

Binomial coefficients

Along with the normal or Gaussian distribution, the binomial distribution is one of the most common distributions we will encounter as data scientists. It is the distribution of the number of times, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>n</mml:mi></mml:math>, we observe a particular outcome in a set of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>N</mml:mi></mml:math> observations, where in each observation there are only two possibilities that can occur. Given we are interested only in the total number, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>n</mml:mi></mml:math>, of successful outcomes of a particular type, a large part of calculating the associated probability comes down to calculating how many ways we can distribute or arrange the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>n</mml:mi></mml:math> successes between the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>N</mml:mi></mml:math> observations. The answer is given by the binomial coefficient <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mfenced separators="|"><mml:mrow><mml:mfrac linethickness="0pt"><mml:mrow><mml:mi>N</mml:mi></mml:mrow><mml:mrow><mml:mi>n</mml:mi></mml:mrow></mml:mfrac></mml:mrow></mml:mfenced></mml:math>. This is defined mathematically as follows:

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow><mrow><mfenced open="(" close=")"><mfrac><mi>N</mi><mi>n</mi></mfrac></mfenced><mo>=</mo><mfrac><mrow><mi>N</mi><mo>!</mo></mrow><mrow><mi>n</mi><mo>!</mo><mfenced open="(" close=")"><mrow><mi>N</mi><mo>−</mo><mi>n</mi></mrow></mfenced><mo>!</mo></mrow></mfrac></mrow></mrow></math>

Eq. 62

Here, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>n</mml:mi><mml:mo>!</mml:mo></mml:math> means <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>n</mml:mi></mml:math> factorial...

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