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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

Matrix decompositions

The word decomposition means breaking something down into smaller parts. In this case, a matrix decomposition means breaking down a matrix into a sum of simpler matrices. By simpler matrices, we mean matrices whose properties are more convenient or efficient to work with. So, while a decomposition of a matrix still just gives us the same matrix, working with the component parts of the decomposition allows us to prove things more easily mathematically, such as derive a new algorithm, or to implement a calculation more efficiently in code.

We shall learn about two of the most important matrix decompositions in data science: the eigen-decomposition and the SVD. We won’t try to prove the decompositions – that is beyond the scope of this book. Instead, we shall state the decompositions and then show you their resulting properties and how they are useful.

Eigen-decompositions

We start with the eigen-decomposition of a square matrix. As this suggests...

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15 Math Concepts Every Data Scientist Should Know
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