Reddit reviews Tensor Calculus

Machine learning is largely based on the following chain of mathematical topics

Calculus (through Vector, could perhaps leave out a subsequent integration techniques course)

Linear Algebra (You are going to be using this all, a lot)

Abstract Algebra (This isn't always directly applicable but it is good to know for computer science and the terms of groups, rings, algebras etc will show up quite a bit)

General Topology (Any time we are going to deal with construction of a probability space on some non trivial manifold, we will need this. While most situations are based on just Borel sets in R^n or C^n things like computer vision, genomics, etc are going to care about Random Elements rather than Random Variables and those are constructed in topological spaces rather than metric ones. This is also helpful for understanding definitions in well known algorithms like Manifold Training)

Real Analysis (This is where you learn proper constructive formulations and a bit of measure theory as well as bounding theorems etc)

Complex Analysis (This is where you will get a proper treatment of Hilbert Spaces, Holomorphic functions etc, honestly unless you care about QM / QFT, P-chem stuff in general like molecular dynamics, you are likely not going to need a full course in this for most ML work, but I typically just tell people to read the full Rudin: Real and Complex Analysis. You'll get the full treatment fairly briefly that way)

Probability Theory (Now that you have your Measure theory out of the way from Real Analysis, you can take up a proper course on Measure Theoretic Probability Theory. Random Variables should be defined here as measurable functions etc, if they aren't then your book isn't rigorous enough imho.)

Ah, Statistics. Statistics sits atop all of that foundational mathematics, it is divided into two main philosophical camps. The Frequentists, and the Bayesians. Any self respecting statistician learns both.

After that, there are lots, and lots, and lots, of subfields and disciplines when it comes to statistical learning.

A sample of what is on my reference shelf includes:

Real and Complex Analysis by Rudin

Functional Analysis by Rudin

A Book of Abstract Algebra by Pinter

General Topology by Willard

Machine Learning: A Probabilistic Perspective by Murphy

Bayesian Data Analysis Gelman

Probabilistic Graphical Models by Koller

Convex Optimization by Boyd

Combinatorial Optimization by Papadimitriou

An Introduction to Statistical Learning by James, Hastie, et al.

The Elements of Statistical Learning by Hastie, et al.

Statistical Decision Theory by Liese, et al.

Statistical Decision Theory and Bayesian Analysis by Berger

I will avoid listing off the entirety of my shelf, much of it is applications and algorithms for fast computation rather than theory anyway. Most of those books, though, are fairly well known and should provide a good background and reference for a good deal of the mathematics you should come across. Having a solid understanding of the measure theoretic underpinnings of probability and statistics will do you a great deal--as will a solid facility with linear algebra and matrix / tensor calculus. Oh, right, a book on that isn't a bad idea either... This one is short and extends from your vector classes

Tensor Calculus by Synge

Anyway, hope that helps.

Yet another lonely data scientist,

Tim.