Probability

• Samuel Ieong’s Probability Theory Review for Machine Learning
• Alex Smola’s Probability Review Lecture Notes
• Coursera Class: Probability Theory: Foundation for Data Science
• U Toronto Lecture Notes: Probability Theory for Machine Learning
• Khan Academy Class: Statistics and Probability
• Chapter 6 of the book ‘Mathematics for Machine Learning’

Linear Algebra

• Zico Kolter’s Linear Algebra Review Lecture Notes

• Coursera Class: Mathematics for Machine Learning: Linear Algebra

• Matrix Identity Cheatsheet:

  matrixid.pdf

• Khan Academy Class: Linear Algebra

• Book: **Introduction to Applied Linear Algebra** by Boyd and Vandenberghe

• Chapter 2 of the book ‘Mathematics for Machine Learning’

Multivariate Calculus

• The Matrix Calculus You Need For Deep Learning

• Matrix Cookbook

  matrix cookbook.pdf

• Coursera class: Mathematics for Machine Learning: Multivariate Calculus