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Mathematical Foundations Roadmap (for AI/ML)

This roadmap provides the mathematical backbone for understanding machine learning and artificial intelligence. It is designed for beginners who may not have a formal math background but want to go deep enough to understand, not just use, ML algorithms.

We start with Linear Algebra (11 lessons already detailed), then expand into Calculus, Probability/Statistics, Core ML Math, and Advanced Topics.


Module 1: Linear Algebra (Data Representation & Transformation)

(Already written: Lessons 1–11)

  1. Scalars, Vectors, and Matrices: The Language of Data
  2. Vector Operations: Dot Product, Norms, and Distances
  3. Matrices: Multiplication, Transpose, and Inverse
  4. Special Matrices: Identity, Diagonal, Orthogonal
  5. Rank, Determinant, and Inverses
  6. Eigenvalues & Eigenvectors
  7. Singular Value Decomposition (SVD)
  8. Positive Semi-Definite Matrices and Covariance
  9. Linear Transformations and Geometry
  10. Subspaces and Basis
  11. Linear Independence and Orthogonality
  12. Linear Independence and Orthogonality

Module 2: Calculus (Optimization & Learning)

  1. Functions and Limits
  2. Derivatives and Rules (Product, Quotient, Chain)
  3. Partial Derivatives & Gradients
  4. Chain Rule & Backpropagation in Neural Networks
  5. Gradient Descent (Batch, Stochastic, Mini-batch)
  6. Convexity and Optimization Landscapes
  7. Hessian and Second-order Methods (Newton’s Method)
  8. Constrained Optimization (Lagrange Multipliers, KKT)

Module 3: Probability & Statistics (Uncertainty & Data)

  1. Probability Axioms and Rules
  2. Random Variables & Probability Distributions
  3. Expectation, Variance & Covariance
  4. Conditional Probability & Bayes’ Theorem
  5. Independence & Correlation
  6. Law of Large Numbers & Central Limit Theorem
  7. Estimation & Confidence Intervals
  8. Hypothesis Testing & p-values
  9. Maximum Likelihood Estimation (MLE)
  10. Maximum A Posteriori (MAP) Estimation
  11. Bayesian Inference Basics

Module 4: Core Math for ML Algorithms

  1. Linear Regression Math Recap
  2. Logistic Regression Math
  3. Softmax & Cross-Entropy Loss
  4. Probability Meets Information Theory (Entropy, KL-Divergence)
  5. Regularization (L1, L2, Elastic Net)
  6. Matrix Calculus for ML
  7. Optimization in Neural Networks (Adam, RMSProp, Momentum)

Module 5: Advanced & Applied Math (Optional Deep Dives)

  1. Information Theory in Depth: Mutual Information & Cross-Entropy
  2. Markov Chains & Probabilistic Graphical Models
  3. Optimization Tricks for Deep Learning
  4. Numerical Stability in ML (conditioning, exploding/vanishing gradients)
  5. Tensors & Tensor Operations (beyond matrices)
  6. Bias-Variance Decomposition in ML
  7. Manifold Learning & Nonlinear Dimensionality Reduction
  8. Spectral Methods in ML (Graph Laplacians, Spectral Clustering)