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15 Math Concepts Every Data Scientist Should Know

You're reading from   15 Math Concepts Every Data Scientist Should Know Understand and learn how to apply the math behind data science algorithms

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Product type Paperback
Published in Aug 2024
Publisher Packt
ISBN-13 9781837634187
Length 510 pages
Edition 1st Edition
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Author (1):
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David Hoyle David Hoyle
Author Profile Icon David Hoyle
David Hoyle
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Toc

Table of Contents (21) Chapters Close

Preface 1. Part 1: Essential Concepts
2. Chapter 1: Recap of Mathematical Notation and Terminology FREE CHAPTER 3. Chapter 2: Random Variables and Probability Distributions 4. Chapter 3: Matrices and Linear Algebra 5. Chapter 4: Loss Functions and Optimization 6. Chapter 5: Probabilistic Modeling 7. Part 2: Intermediate Concepts
8. Chapter 6: Time Series and Forecasting 9. Chapter 7: Hypothesis Testing 10. Chapter 8: Model Complexity 11. Chapter 9: Function Decomposition 12. Chapter 10: Network Analysis 13. Part 3: Selected Advanced Concepts
14. Chapter 11: Dynamical Systems 15. Chapter 12: Kernel Methods 16. Chapter 13: Information Theory 17. Chapter 14: Non-Parametric Bayesian Methods 18. Chapter 15: Random Matrices 19. Index 20. Other Books You May Enjoy

Exercises

This section contains a series of exercises. The answers to all these can be found in the Answers_to_Exercises_Chap13.ipynb Jupyter notebook in this book’s GitHub repository.

We have a composite random variable, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>X</mml:mi></mml:math>, that consists of three binary random variables, <math xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mrow><msub><mi>A</mi><mn>1</mn></msub><mo>,</mo><msub><mi>A</mi><mn>2</mn></msub><mo>,</mo><msub><mi>A</mi><mn>3</mn></msub></mrow></mrow></math>. We denote this as <math xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mrow><mi>X</mi><mo>=</mo><mfenced open="(" close=")"><mrow><msub><mi>A</mi><mn>1</mn></msub><mo>,</mo><msub><mi>A</mi><mn>2</mn></msub><mo>,</mo><msub><mi>A</mi><mn>3</mn></msub></mrow></mfenced></mrow></mrow></math>. We’ll use <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>a</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub></mml:math> for the outcome for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>A</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub></mml:math>, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>a</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub></mml:math> for the outcome of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>A</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub></mml:math>, and <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>a</mml:mi></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub></mml:math> for the outcome of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>A</mml:mi></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub></mml:math>. This means <math xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mrow><msub><mi>a</mi><mn>1</mn></msub><mo>,</mo><msub><mi>a</mi><mn>2</mn></msub><mo>,</mo><msub><mi>a</mi><mn>3</mn></msub><mo>∈</mo><mfenced open="{" close="}"><mn>0,1</mn></mfenced></mrow></mrow></math>.

We can write the outcome, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>x</mml:mi></mml:math>, for the overall random variable, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>X</mml:mi></mml:math>, as a three-digit bit-string For example, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn>010</mml:mn></mml:math> –to represent the outcome, <math xmlns="http://www.w3.org/1998/Math/MathML"><mrow><mrow><msub><mi>a</mi><mn>1</mn></msub><mo>=</mo><mn>0</mn><mo>,</mo><msub><mi>a</mi><mn>2</mn></msub><mo>=</mo><mn>1</mn><mo>,</mo><msub><mi>a</mi><mn>3</mn></msub><mo>=</mo><mn>0</mn></mrow></mrow></math>. There are <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msup><mml:mrow><mml:mn>2</mml:mn></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msup><mml:mo>=</mml:mo><mml:mn>8</mml:mn></mml:math> possible values for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>x</mml:mi></mml:math>; these are 000,001,010,011,100,101,110,111. We can also denote the true probability distribution, P X(x), as <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>P</mml:mi></mml:mrow><mml:mrow><mml:msub><mml:mrow><mml:mi>A</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>A</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>A</mml:mi></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:msub><mml:mfenced separators="|"><mml:mrow><mml:msub><mml:mrow><mml:mi>a</mml:mi></mml:mrow><mml:mrow><mml:mn>1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>a</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mrow><mml:mi>a</mml:mi></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:math>; it corresponds to eight numbers (between 0 and 1) that all add up to 1.

Now, let’s introduce our approximation, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:msub><mml:mrow><mml:mi>Q</mml:mi></mml:mrow><mml:mrow><mml:mi>X</mml:mi></mml:mrow></mml:msub></mml:math>. We will use a product approximation, so we’ll write the following:

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow><mrow><msub><mi>Q</mi><mrow><msub><mi>A</mi><mn>1</mn></msub><mo>,</mo><msub><mi>A</mi><mn>2</mn></msub><mo>,</mo><msub><mi>A</mi><mn>3</mn></msub></mrow></msub><mfenced open="(" close=")"><mrow><msub><mi>a</mi><mn>1</mn></msub><mo>,</mo><msub><mi>a</mi><mn>2</mn></msub><mo>,</mo><msub><mi>a</mi><mn>3</mn></msub></mrow></mfenced><mo>=</mo><msubsup><mi>P</mi><msub><mi>A</mi><mn>1</mn></msub><mrow><mo>(</mo><mtext>approx)</mtext></mrow></msubsup><mfenced open="(" close=")"><msub><mi>a</mi><mn>1</mn></msub></mfenced><msubsup><mi>P</mi><msub><mi>A</mi><mn>2</mn></msub><mrow><mo>(</mo><mtext>approx)</mtext></mrow></msubsup><mfenced open="(" close=")"><msub><mi>a</mi><mn>2</mn></msub></mfenced><msubsup><mi>P</mi><msub><mi>A</mi><mn>3</mn></msub><mrow><mo>(</mo><mtext>approx)</mtext></mrow></msubsup><mfenced open="(" close=")"><msub><mi>a</mi><mn>3</mn></msub></mfenced></mrow></mrow></math>

Eq. 44

We’ve put the superscript “approx” on the distributions on the...

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