Submitted by nirnamous t3_11pq968 in deeplearning
Hey everyone,
I'm struggling with understanding mathematical proofs in research papers. I have a good grasp of basic concepts such as calculus (single variable calculus and basic knowledge of multi-variable calculus), linear algebra, and basic probability.
I was wondering if any of you could recommend some sources (preferably videos or lecture series) to help me become more familiar with advanced mathematical concepts found in research papers.
For example:(source)
In papers, I have frequently encountered concepts like, KL divergence, mathematics in higher-dimensional space, hessian, topology, Random projections and many more;What are the subject/module names I need to study to confidently read and understand proofs in papers?
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Thanks in advance!
amhotw t1_jc0mf55 wrote
If you are serious, I would recommend working on Rudin's Principles of Math Analysis. It might take a day (or more...) to wrap your head around a single proof but at the end you'll be ready to read anything (of course you might need to check some definitions.)
For KL divergence, entropy etc., Info Theory book by Mackay is great.
For hessian, well it is just calculus; the second derivative of a multivariate function. To understand its uses, you would need some understanding of numerical analysis and concave programming. For the latter, Boyd's optimization book is a classic. I don't remember a good book on numerical analysis but some diff. eqn.s books have nice chapters on it.