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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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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

Expanding a function in terms of basis functions

In the previous section, we introduced some key concepts about decomposing functions, namely that we are breaking down or decomposing a function, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>f</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>, into several smaller parts that are easier to interpret and work with. We can also think of those smaller parts as simple building blocks from which we can build up or compose more complicated functions.

Whichever way we choose to look at a function, we need to make the ideas that were introduced in the previous section more concrete. In other words, given a set of simple building block functions, we need to work out how to quantify how much of each of those building block functions are in our function, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>f</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>. To do so, consider the function shown in Eq. 8:

<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math" display="block"><mml:mi>f</mml:mi><mml:mfenced separators=""><mml:mrow><mml:munder><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mrow><mml:mo>_</mml:mo></mml:mrow></mml:munder></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mo> </mml:mo><mml:mrow><mml:munderover><mml:mo stretchy="false">∑</mml:mo><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn></mml:mrow><mml:mrow><mml:mi>K</mml:mi></mml:mrow></mml:munderover><mml:mrow><mml:msub><mml:mrow><mml:msub><mml:mrow><mml:mi>α</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mi>h</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mfenced separators=""><mml:mrow><mml:munder><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mrow><mml:mo>_</mml:mo></mml:mrow></mml:munder></mml:mrow></mml:mfenced></mml:mrow></mml:mrow><mml:mo> </mml:mo></mml:math>

Eq. 8

The coefficient, <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>α</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:math>, tells us how much the building block function, <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>h</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>, contributes to the function, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>f</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>. Put another way, <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>α</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:math>tells us how much 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>h</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math> there is in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:m="http://schemas.openxmlformats.org/officeDocument/2006/math"><mml:mi>f</mml:mi><mml:mfenced separators="|"><mml:mrow><mml:munder underaccent="false"><mml:mrow><mml:mi>x</mml:mi></mml:mrow><mml:mo>_</mml:mo></mml:munder></mml:mrow></mml:mfenced></mml:math>. We can use this second way of looking at what <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>α</mml:mi></mml:mrow><mml:mrow><mml:mi>k</mml:mi></mml:mrow></mml:msub></mml:math> tells us to work out as...

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