MATHEMATICAL METHODS in DATA SCIENCE (with Python)#
Author: Sebastien Roch, Department of Mathematics, University of Wisconsin-Madison
This textbook on the mathematics of data has two intended audiences:
For students majoring in math or other quantitative fields like physics, economics, engineering, etc.: it is meant as an invitation to data science and AI from a rigorous mathematical perspective.
For mathematically-inclined students in data science related fields (at the undergraduate or graduate level): it can serve as a mathematical companion to machine learning, AI, and statistics courses.
Content-wise it is a second course in multivariable calculus, linear algebra, and probability motivated by and illustrated on data science applications. As such, the reader is expected to be familiar with the basics of those areas, as well as to have been exposed to proofs – but no knowledge of data science is assumed. Moreover, while the emphasis is on the mathematical concepts and methods, coding is used throughout. Basic familiarity with Python will suffice. The book provides an introduction to some specialized packages, especially Numpy, NetworkX, and PyTorch.
The book is based on Jupyter notebooks that were developed for MATH 535: Mathematical Methods in Data Science, a one-semester advanced undergraduate and Master’s level course offered at UW-Madison.
A print version of the book will be published by Cambridge University Press.
- 1. Introduction: a first data science problem
- 2. Least squares: geometric, algebraic, and numerical aspects
- 3. Optimization theory and algorithms
- 4. Singular value decomposition
- 5. Spectral graph theory
- 6. Probabilistic models: from simple to complex
- 7. Random walks on graphs and Markov chains
- 8. Neural networks, backpropagation and stochastic gradient descent
Important
To run the code in this book, you need to import the following librairies.
import numpy as np
from numpy import linalg as LA
import matplotlib.pyplot as plt
import pandas as pd
import networkx as nx
import torch
import mmids
The file mmids.py is here.
All datasets can be downloaded on the GitHub page of the notes.
Jupyter notebooks containing just the code are provided at the end of each chapter.
Running them in Google Colaboratory is recommended.
The notebooks are also available in slideshow format.
The slideshows were created using Jupyter;
hence, instructors can create their own tailored version directly from the notebooks.
Note
If you find typos, please open an issue on GitHub by using the provided button in the top right menu.
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