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I am strongly fascinated by neural nets, and perhaps other forms of machine learning. There are so many (potential) applications: teaching a robot with shaft encoders to drive along different surfaces, allowing a drone to figure out how to stabilize itself, pattern recognition (itself something that could be applied), and so fourth.

However, my mathematical background, is, frankly, weak, in the context of Machine learning.

I am, however, finishing up my second (academic, not temporal unfortunately) year of engineering school, and I was probably going to take a semester off.

With that in mind: What mathematics should I pursue to truly understand neural nets? Are there any books? I want as rigorous an understanding as I could achieve with 5 or 10 hours of study per week, say, over a summer.

....'Course I suppose practical advice is just as good, knowing me....

My highest mathematics is: Differential Equations.
And thank you in advance.

user1833028
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  • You don't need much TBH, programming (properly) is far far more important. A bit of real analysis (so you can be like "oh that converges" rather than just crossing your fingers and hoping is nice) – Alec Teal Feb 13 '15 at 13:34

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The mathematics you have is mostly sufficient, since you should be able to differentiate, partially differentiate, understand $ln$, $exp$, $tanh$, $\Sigma$, and $\Pi$ notation at this stage.

You'll want one course in probability theory and one in statistics to round it out, though, to get you conversant in probability distributions and probability manipulations, what various distributions mean, and (at the very least) Bayes' Rule.

Ken
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  • The OP does not need to study staticstics? – Nobody Feb 13 '15 at 06:30
  • @scaaahu I sorta subsumed statistics in my mention of probability theory, but you're right; it should be mentioned. I edit the answer accordingly. – Ken Feb 13 '15 at 06:43
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In order to understand the topics in Machine Learning (not only Neural Networks), you need to learn Linear algebra (and Numerical methods) and introduction Probability theory (with this, Calculus).

You can see the preriquisites for courses like this.

Cristhian Gz
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