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Mathematics

For data science, 4 topics are important:

  1. Linear algebra - 35%
  2. Probability and statistics - 25%
  3. Calculus - 15%
  4. Optimization and formulation of machine-learning algorithms - 25%

Linear Algebra

  • Vectors, Scalars, Matrix and Tensor
  • Addition, subtraction and product of matrices
  • Transpose, rank and determinant and inverse of a matrix
  • Dot product of 2 vectors, eigen vectors

Calculus

  • Differentiation, Gradient maxima and minima of a function
  • Convex and non-convex function, Multivariate function

Probability

  • Unions, Intersection, and Conditional probability
  • Bayes rule, Probability mass and density function
  • Expectation variance and co-variance of a random variable
  • Skewness, Kurtosis, Multivariate normal distribution
  • Bernoulli, Binomial, Poisson distribution
  • Maximum likelihood estimate, Hypothesis testing and p-value

Optimization and formulation

  • Gradient and stochastic gradient descent functions
  • Constrained optimization problem