2 min readfrom Machine Learning

Books/Resources to improve mathematical foundations for ML research [D]

Our take

For advanced ML researchers seeking to solidify their mathematical foundations, a focused refresh of core concepts is a strategic investment. Prioritize Linear Algebra ("Linear Algebra Done Right" offers a robust approach), Probability Theory (explore resources beyond Rudin for greater accessibility), and Functional Analysis—consider "A Primer on RKHS" as an initial exploration. Supplement with targeted review of Bishop’s *Pattern Recognition and Machine Learning*, and utilize resources like Pat Kidger's "Just-Know-Stuff" list. As you delve deeper, consider exploring “H64LM,” a valuable resource for understanding LLM architecture.

The recent post from a PhD student grappling with foundational mathematical gaps highlights a critical, and increasingly common, challenge for those immersed in the rapidly evolving field of machine learning. It’s a sentiment many researchers will recognize – the pressure to deliver results often leads to a "learn-as-you-go" approach, leaving a patchwork understanding of the underlying theory. This isn’t necessarily a failing; the pace of innovation in ML is relentless, demanding immediate practical application. However, as this student wisely realizes, a return to fundamentals is essential for true mastery and for pushing the boundaries of what’s possible. The need to solidify linear algebra, probability, and functional analysis resonates deeply, particularly as models become more complex and opaque. We've seen similar concerns around the specific practical challenges of smaller language models, as outlined in [Small Language Model SLM [D]](/post/small-language-model-slm-d-cmr9jaby301ljkwjwool18z78), where preparing for internships requires a deeper understanding beyond just software implementation.

The choices of resources mentioned – “Linear Algebra Done Right” and exploring Functional Analysis through “A Primer on RKHS” – are thoughtful. Avoiding Rudin's notoriously dense approach is a smart move, prioritizing accessibility while still aiming for rigor. The student's intention to revisit PRML and work through Kidger’s “Just Know Stuff” list showcases a commitment to a well-rounded, curated learning journey. It’s also valuable that the post acknowledges the difficulty of consistent study while balancing demanding academic responsibilities – a challenge we see echoed in discussions about managing long AI sessions, as explored in [Proposal: Use semantic compression as input diffusion to read sessions larger than the context window [R]](/post/proposal-use-semantic-compression-as-input-diffusion-to-read-cmr9ja2gg01jpkwjweaxl0icg). The recognition that the hard part isn't *finding* resources, but *sticking with them* demonstrates a clear-eyed understanding of the commitment required. This reinforces the importance of structured learning plans and perhaps even finding a study group or accountability partner.

The broader significance of this post extends beyond the individual’s journey. It reflects a growing awareness within the ML community that a purely empirical approach, while successful in many cases, has limitations. A stronger theoretical foundation unlocks deeper insights into model behavior, facilitates more effective debugging and optimization, and ultimately empowers researchers to develop genuinely novel and robust algorithms. The rise of architectures like Mixture-of-Experts Transformers, exemplified by projects like [H64LM: A 249M-parameter Mixture-of-Experts Transformer built from scratch in PyTorch [P]](/post/h64lm-a-249m-parameter-mixture-of-experts-transformer-built-cmr9j9qlb01ifkwjwmmft1axd), demonstrates a renewed focus on understanding the underlying mechanisms of these complex systems. Without a solid grounding in the relevant mathematics, these advancements risk becoming black boxes, hindering further progress and limiting our ability to truly harness their potential.

Ultimately, the student’s post serves as a valuable reminder that continuous learning, even – and perhaps especially – for seasoned researchers, is crucial. As the field continues to evolve at breakneck speed, a willingness to revisit fundamentals and deepen theoretical understanding will be the differentiator between those who simply apply existing techniques and those who truly shape the future of machine learning. The question remains: how can we, as a community, better support this continuous learning process and cultivate a culture that values both empirical results and robust theoretical grounding?

I am a mid to late stage PhD student in ML. I've known this before, but only recently I started feeling this urgently: my mathematical foundations are shaky, because I kept "learning-things-as-I-go" when working on various problems. I likely have only a year or two left until I graduate, and before I do so, I want to really dedicate some time and focus to brush up on the fundamentals.

Primarily, I want to improve my knowledge in Linear Algebra, Probability Theory, and Functional Analysis.

For Lin. alg., I am looking at "Linear Algebra done right", and I think this book is sufficient for the topic, unless anyone thinks otherwise.

I am not sure where to start for probability, as well as functional analysis. Rudin's books give me headaches. I instead started reading "A primer on RKHS" (https://arxiv.org/abs/1408.0952) to "dip my toe" into functional analysis.

Apart from the above, I might re-read PRML book (I've only read specific chapters before), and try to finish Pat Kidger's Just-Know-Stuff list (https://kidger.site/thoughts/just-know-stuff).

Thoughts? Anyone have any book/resource recommendations? Someone told me to look into "the bright side of mathematics" on YouTube, anyone ever go through the videos there?

I'm aware finding good, digestible resources is less than 10% of the challenge. The difficult part is sticking through and actually reading/working through these topics, while still juggling other academic responsibilities.

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