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The Roadmap of Mathematics for Machine Learning

Source: The Palindrome by Tivadar Danka
Published: Aug 06, 2025
Subtitle: A complete guide to linear algebra, calculus, and probability theory


Machine learning is built upon three pillars: linear algebra, calculus, and probability theory.

Roadmap Overview


Table of Contents


Linear Algebra

Predictive models such as neural networks are described using linear algebraic concepts, such as matrix multiplication. Linear algebra is the most important topic for machine learning engineers working on real-life problems.

Linear Algebra Overview

Vectors and Vector Spaces

A set of vectors V is a vector space over the real numbers if you can add and scale vectors in a straightforward way. You can think of each point in the plane as a tuple x = (x1, x2), represented by an arrow pointing from the origin to (x1, x2).

Vector Representation

Algebraic operations: Vector Algebra

Visual addition: Vector Addition Visual

Euclidean space notation: Euclidean Space

Normed Spaces

A normed space provides tools for measuring distance in vector spaces.

Euclidean Norm Formula

Pythagorean Theorem Visual

3D extension: 3D Norm Visual

General norm properties: Norm Properties

p-norm family: p-norm Formula

Supremum norm: Supremum Norm Formula

Distance definition: Distance Formula

Manhattan distance visual: Manhattan Norm Visual

Inner product properties: Inner Product Properties

Euclidean inner product: Euclidean Product Formula

Inner product to norm: Inner Product to Norm

Basis and Orthogonal/Orthonormal Basis

Basis Example Plane

Standard basis vectors: Standard Basis Vectors

Basis span property: Basis Span Formula

Linear Transformations

Linear transformation properties: Linear Transformation Properties

Matrices and Their Operations

Matrix definitions: Matrix Definition

Multiplication formula: Matrix Multiplication Formula

Visual multiplication guide: Matrix Multiplication Visual

Eigenvalues, Eigenvectors, and Matrix Decompositions

Diagonal matrix computation: Diagonal Matrix Scaling


Calculus

Calculus Overview

Derivative limit definition: Derivative Definition

Tangent line visual: Tangent Line Visual

Second derivative test: Second Derivative Test

Chain rule: Chain Rule Formula

Fundamental theorem of calculus: Integration/Differentiation Link

Integration area visual: Integral Area Visual


Multivariable Calculus

Multivariable Calculus Overview

Surface plot visual: Surface Plot

Differentiation in Multiple Variables

Partial derivative definitions: Partial Derivatives

Tangent plane visual: Tangent Plane Visual

The Gradient

Gradient vector definition: Gradient Formula

Linear layer function: Linear Layer Formula

Vector function components: Vector Function Decomposition

Total derivative matrix: Total Derivative Matrix

Linear component decomposition: Linear Decomposition

Inner product decomposition: Inner Product Decomposition

Multivariate chain rule: Multivariate Chain Rule

Higher-Order Derivatives

Optimization problem: Optimization Formula

Hessian matrix: Hessian Matrix


Probability Theory

Probability Overview

The Concept of Probability

Event space Omega: Event Space Visual

Probability axioms: Probability Axioms

Set operations visual: Set Operations Visual

Conditional probability: Conditional Probability Formula

Bayes' theorem: Bayes Theorem Formula

Expected Value

Discrete expected value: Expected Value Discrete

Summation formula: Summation Formula

Continuous expected value: Expected Value Continuous

Law of Large Numbers

LLN formula: LLN Formula

Information Theory

Discrete entropy: Entropy Discrete

Continuous entropy: Entropy Continuous

Cross-entropy loss: Cross Entropy Loss

KL Divergence: KL Divergence Formula


Book Resource


Premium Learning Tracks (The Palindrome)


All resources compiled from: The Roadmap of Mathematics for Machine Learning — The Palindrome