For the people who are interested in ML, the thing to remember here is that he is a Serious mathematician, and he values rigor and in-depth understanding above all. A lot of his three star homework problems were basically impossible. He writes books first and foremost so he can understand things better. In math books, there's the book you first read when you don't understand something, then the book you read when you understand everything. This is book in the link.
for linear algebra, this:https://www.amazon.com/Introduction-Linear-Algebra-Gilbert-S...)- [0] Pattern Recognition and Machine Learning (Information Science and Statistics)
and also:
- [1] The Elements of Statistical Learning
- [2] Reinforcement Learning: An Introduction by Barto and Sutton
- [3] The Deep Learning by Aaron Courville, Ian Goodfellow, and Yoshua Bengio
- [4] Neural Network Methods for Natural Language Processing (Synthesis Lectures on Human Language Technologies) by Yoav Goldberg
Then some math tid-bits:
[5] Introduction to Linear Algebra by Strang
----------- links:
- [0] [PDF](http://users.isr.ist.utl.pt/~wurmd/Livros/school/Bishop%20-%...)
- [0][AMZ](https://www.amazon.com/Pattern-Recognition-Learning-Informat...)
- [2] [amz](https://www.amazon.com/Reinforcement-Learning-Introduction-A...)
- [2] [site](https://www.deeplearningbook.org/)
- [3] [amz](https://www.amazon.com/Deep-Learning-Adaptive-Computation-Ma...)
- [3] [pdf](http://incompleteideas.net/book/bookdraft2017nov5.pdf)
- [4] [amz](https://www.amazon.com/Language-Processing-Synthesis-Lecture...)
- [5] [amz](https://www.amazon.com/Introduction-Linear-Algebra-Gilbert-S...)
Linear Algebra https://www.amazon.com/Introduction-Linear-Algebra-Gilbert-S...
Convex Optimization https://www.amazon.com/Convex-Optimization-Corrections-2008-...
Linear Programming https://www.amazon.com/Introduction-Linear-Optimization-Scie...
Digital Signal Processing https://www.amazon.com/Understanding-Digital-Signal-Processi...
https://www.amazon.com/Discrete-Signal-Processing-Oppenheim-...