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Hi I am interesting your advice on which math to learn if you have a spare moment to provide it. I too am starting to teach my self the requirements of data science and am also self conscious of the math I don't know. I am very excited about what is now possible with machine learning and deep learning as I believe it will become increasingly necessary for developers to stay relevant.

Could you comment in more detail on which mathematical skill you have found useful as data scientist? Which resources did you use to teach yourself? Very appreciative of any help.



* Solid linear algebra

* Probability theory

* Statistics (bayesian if possible)

* Optimization (this is less important but extremely useful)

If you know the mechanics of multivariate calculus you'll be fine learning the above. The course that personally have had most payoff was functional analysis. Purely theoretical course that will give you no practical skills and at first glance seems unrelated to ML but it (subtly) gave me a much deeper understanding of what ML is all about.




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