Neural Networks – Mathematical Background

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Not sure if this is appropriate for this site, but I'm beginning my MSE in computer science (BS in applied mathematics) and want to get a strong background in machine learning (I'm most likely going to pursue a PhD). One of my sub-interests is neural networks.

What is a good mathematical background for ANNs? Like in other areas of machine learning, I assume linear algebra is important, but what other areas of mathematics are important?

I plan to read Neural Networks: A Systematic Introduction or Neural Networks for Pattern Recognition. Does anyone have any input or alternative recommendations?

Best Answer

The second reference you give is, in my opinion, still the best book on NN, even though it might be a bit outdated and does not deal with more recent developments like deep architectures. You will get the basics right, and become familiar with all the basic concepts around machine learning.

If you go through the book, you will need linear algebra, multivariate calculus and basic notions of statistics (conditional probabilities, bayes theorem and be familiar with binomial distributions). At some points it deals with calculus of variations. The appendix on calculus of variations should be enough though.

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