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Start here: notation and Python
- How to learn here: active learning and spaced repetition
- Reading math notation: sets, functions, indices, sums and products · Needs: How to learn here
- Python and NumPy for math: arrays, broadcasting, plots and random numbers · Needs: Reading math notation
- Functions you meet in ML: lines, powers, exp and log · Needs: Python and NumPy for math, Reading math notation
- From scores to probabilities: sigmoid, softmax and log-sum-exp · Needs: Lines, powers, exp and log, Reading math notation, Python and NumPy for math
- A gentle tour of vectors: arrows, lists, length and the dot product · Needs: Reading math notation, Python and NumPy for math
- Rates of change: slope, derivative and the gradient · Needs: A gentle tour of vectors, Lines, powers, exp and log, Python and NumPy for math
- Chance and data: probability, mean, variance and the normal curve · Needs: Reading math notation, Python and NumPy for math, Lines, powers, exp and log
- How to read and write a proof · Needs: Chance and data, Reading math notation, Sigmoid, softmax, log-sum-exp
Linear Algebra
- Linear algebra in plain words: a tour of the core objects
- Matrices as maps, span, basis and the views of matrix multiplication
- Rank, rank–nullity and the four fundamental subspaces · Needs: Matrices as maps, span and basis
- Inverse, determinant, dot product and orthogonal projection · Needs: Rank and the four subspaces, Matrices as maps, span and basis
- Orthogonal and unitary matrices, change of basis, similarity · Needs: Inverse, determinant and projection, Matrices as maps, span and basis
- Eigenvalues, eigenvectors, power iteration, diagonalization and Jordan form · Needs: Orthogonal matrices and change of basis, Inverse, determinant and projection
- Spectral theorem, Rayleigh quotient, Courant–Fischer and Weyl · Needs: Eigenvalues and Jordan form, Orthogonal matrices and change of basis, Inverse, determinant and projection
- Positive (semi-)definite matrices, the five tests, Cholesky, Schur complements and the Loewner order · Needs: Spectral theorem and Rayleigh quotient, Inverse, determinant and projection
- The SVD, Eckart–Young–Mirsky, polar decomposition and the pseudoinverse · Needs: Positive definite matrices and Cholesky, Spectral theorem and Rayleigh quotient, Rank and the four subspaces
- PCA as SVD of centered data, and randomized SVD · Needs: The SVD, Spectral theorem and Rayleigh quotient
- The factorization big picture: LU, QR, QΛQ⊤, XΛX−1, UΣV⊤ · Needs: Eigenvalues and Jordan form, Positive definite matrices and Cholesky, The SVD
- The norm zoo: ℓp, spectral, Frobenius, nuclear and Schatten norms · Needs: The SVD, Inverse, determinant and projection
- QR (Gram–Schmidt, Householder, Givens) and least squares done right · Needs: Inverse, determinant and projection, Orthogonal matrices and change of basis, The SVD
- Floating point, cancellation, mixed precision, conditioning and backward error · Needs: QR and least squares, The SVD, Norms of vectors and matrices
- Eigenvalue and SVD algorithms (QR algorithm, Golub–Kahan) and Krylov methods · Needs: Floating point and conditioning, Eigenvalues and Jordan form, Spectral theorem and Rayleigh quotient, Positive definite matrices and Cholesky, QR and least squares
- Linear algebra of modern ML: autodiff, LoRA/GaLore, tensor decompositions, attention · Needs: Matrices as maps, span and basis, Rank and the four subspaces, The SVD
- Matrix differentials, matrix functions, Kronecker product and vec · Needs: Autodiff, LoRA, tensors, attention, Inverse, determinant and projection, Eigenvalues and Jordan form, Spectral theorem and Rayleigh quotient
- Perturbation theory: Weyl and Davis–Kahan · Needs: Spectral theorem and Rayleigh quotient, The SVD, PCA and randomized SVD, Floating point and conditioning
- Sketching, Johnson–Lindenstrauss and random matrix theory · Needs: Perturbation theory, PCA and randomized SVD, QR and least squares
- Structured matrices in ML for science: circulants and FNO, spectral graphs and GNNs, equivariance, matrix manifolds · Needs: Rank and the four subspaces, Orthogonal matrices and change of basis, Spectral theorem and Rayleigh quotient, The SVD
Calculus for ML
- Derivatives in one variable: slope, linear approximation and the rules
- Partial derivatives, the gradient and directional derivatives · Needs: Derivatives in one variable, Matrices as maps, span and basis
- The derivative as a linear map: Jacobians, Hessians and Taylor's theorem · Needs: Partial derivatives and the gradient, Matrices as maps, span and basis, Spectral theorem and Rayleigh quotient, Positive definite matrices and Cholesky
- The chain rule: products of Jacobians and computational graphs · Needs: Jacobians, Hessians and Taylor, Derivatives in one variable, Partial derivatives and the gradient, Matrices as maps, span and basis
- Automatic differentiation: forward mode and reverse mode · Needs: Chain rule and computational graphs, Autodiff, LoRA, tensors, attention
- Backpropagation by hand: MLPs, losses and layer normalization · Needs: Forward and reverse mode autodiff, Jacobians, Hessians and Taylor, Chain rule and computational graphs, Matrices as maps, span and basis, Matrix calculus and matrix functions
- Numerical differentiation and gradient checking · Needs: Backprop: MLPs, losses, layers, Jacobians, Hessians and Taylor, Floating point and conditioning
- Hessian-vector products, Gauss-Newton and trace estimation · Needs: Finite differences and gradient checks, Jacobians, Hessians and Taylor, Forward and reverse mode autodiff, Backprop: MLPs, losses, layers, Spectral theorem and Rayleigh quotient, Positive definite matrices and Cholesky, Eigenvalue algorithms and Krylov methods
- The implicit function theorem and gradients through solvers · Needs: Hessian-vector products, Chain rule and computational graphs, Forward and reverse mode autodiff, Inverse, determinant and projection, Floating point and conditioning, Eigenvalue algorithms and Krylov methods
- Integrals, expectations and the change of variables · Needs: Derivatives in one variable, Jacobians, Hessians and Taylor, Inverse, determinant and projection
- Gaussian integrals and Laplace's method · Needs: Integrals and change of variables, Jacobians, Hessians and Taylor, Spectral theorem and Rayleigh quotient, Positive definite matrices and Cholesky
- Differentiating expectations: score-function and pathwise gradients · Needs: Chain rule and computational graphs, Forward and reverse mode autodiff, Integrals and change of variables
- Calculus of variations, Euler–Lagrange and physics-informed losses · Needs: Partial derivatives and the gradient, Jacobians, Hessians and Taylor, Integrals and change of variables, Positive definite matrices and Cholesky, Floating point and conditioning
Probability and Statistics
- Probability, conditional probability and Bayes' rule · Needs: Reading math notation, Chance and data
- Random variables: PMF, PDF, CDF, expectation and variance · Needs: Probability and Bayes' rule, Integrals and change of variables
- Common distributions, the Poisson process and moment generating functions · Needs: Random variables and expectation, Probability and Bayes' rule, Integrals and change of variables
- Joint and conditional distributions, conditional expectation and covariance · Needs: Common distributions, Random variables and expectation, Spectral theorem and Rayleigh quotient, Positive definite matrices and Cholesky
- Change of variables and the multivariate Gaussian · Needs: Joint distributions and covariance, Common distributions, Integrals and change of variables, Inverse, determinant and projection, Positive definite matrices and Cholesky
- The law of large numbers, the central limit theorem and confidence intervals · Needs: Random variables and expectation, Common distributions, Joint distributions and covariance
- Concentration inequalities: Chernoff, Hoeffding and sample sizes · Needs: LLN, CLT and confidence intervals, Common distributions, Jacobians, Hessians and Taylor
- Maximum likelihood, the exponential family and properties of estimators · Needs: Common distributions, Joint distributions and covariance, LLN, CLT and confidence intervals, Partial derivatives and the gradient, Jacobians, Hessians and Taylor, Jensen and KL divergence
- Fisher information, the Cramér–Rao bound and asymptotic normality of the MLE · Needs: Maximum likelihood, LLN, CLT and confidence intervals, Joint distributions and covariance, Jacobians, Hessians and Taylor
- Bayesian inference: priors, posteriors, MAP and prediction · Needs: Fisher information, Probability and Bayes' rule, Common distributions, The multivariate Gaussian, Maximum likelihood
- Hypothesis testing: p-values, power, t-tests and multiple testing · Needs: Bayesian inference, Probability and Bayes' rule, Random variables and expectation, LLN, CLT and confidence intervals
- The bootstrap, permutation tests and A/B testing · Needs: Hypothesis testing, Joint distributions and covariance, LLN, CLT and confidence intervals
- Linear regression from the statistics view · Needs: Joint distributions and covariance, The multivariate Gaussian, Maximum likelihood, Bayesian inference, Hypothesis testing, QR and least squares, Inverse, determinant and projection
- Monte Carlo: rejection sampling, importance sampling and variance reduction · Needs: Random variables and expectation, Common distributions, LLN, CLT and confidence intervals, Bayesian inference, Sigmoid, softmax, log-sum-exp
- Markov chains and MCMC: Metropolis–Hastings, Gibbs and Hamiltonian Monte Carlo · Needs: Monte Carlo and importance sampling, Joint distributions and covariance, The multivariate Gaussian, Bayesian inference, Eigenvalues and Jordan form
Optimization
- Loss surfaces and gradient descent · Needs: Partial derivatives and the gradient, Matrices as maps, span and basis
- Convexity, smoothness and the condition number · Needs: Loss surfaces and gradient descent, Jacobians, Hessians and Taylor, Spectral theorem and Rayleigh quotient, Positive definite matrices and Cholesky
- Convergence rates of gradient descent and line search · Needs: Convexity, smoothness, conditioning, Loss surfaces and gradient descent, Spectral theorem and Rayleigh quotient
- Momentum and Nesterov acceleration · Needs: GD rates and line search, Eigenvalues and Jordan form, Eigenvalue algorithms and Krylov methods
- Stochastic gradient descent, the noise ball and batch size · Needs: GD rates and line search, Convexity, smoothness, conditioning
- Adaptive methods: AdaGrad, RMSProp, Adam and AdamW · Needs: SGD and batch size, Momentum and Nesterov, Convexity, smoothness, conditioning
- Learning-rate schedules, warmup and gradient clipping in practice · Needs: AdaGrad, RMSProp, Adam, AdamW, SGD and batch size, GD rates and line search, Convexity, smoothness, conditioning
- Lagrange multipliers, KKT conditions and duality · Needs: Convexity, smoothness, conditioning, Loss surfaces and gradient descent, Partial derivatives and the gradient, Inverse, determinant and projection, Norms of vectors and matrices
- Proximal methods (ISTA, FISTA) and ADMM · Needs: Lagrange multipliers, KKT, duality, GD rates and line search, Momentum and Nesterov, Norms of vectors and matrices
- Newton, quasi-Newton and Gauss–Newton methods · Needs: Convexity, smoothness, conditioning, GD rates and line search, Positive definite matrices and Cholesky, QR and least squares, Jacobians, Hessians and Taylor
- Nonconvex landscapes: saddle points, sharpness and the edge of stability · Needs: Newton, BFGS and Gauss–Newton, Convexity, smoothness, conditioning, GD rates and line search, SGD and batch size, Schedules, warmup and clipping, Eigenvalues and Jordan form, Eigenvalue algorithms and Krylov methods, Hessian-vector products
- Matrix optimizers: K-FAC, Shampoo and Muon · Needs: AdaGrad, RMSProp, Adam, AdamW, Newton, BFGS and Gauss–Newton, The SVD, Norms of vectors and matrices, Matrix calculus and matrix functions
Information Theory
- Surprise, bits and entropy · Needs: Lines, powers, exp and log
- Joint and conditional entropy, the chain rule · Needs: Surprise, bits and entropy, Joint distributions and covariance
- Jensen's inequality and the KL divergence · Needs: Joint and conditional entropy, Surprise, bits and entropy, Convexity, smoothness, conditioning
- Cross-entropy: the loss of classifiers and language models · Needs: Jensen and KL divergence, Surprise, bits and entropy, Joint and conditional entropy, Backprop: MLPs, losses, layers
- Source coding: compression is prediction · Needs: Cross-entropy as a loss, Surprise, bits and entropy, Joint and conditional entropy, Jensen and KL divergence
- Continuous variables: differential entropy, Gaussians and forward vs reverse KL · Needs: Surprise, bits and entropy, Jensen and KL divergence, Cross-entropy as a loss, The multivariate Gaussian, Integrals and change of variables, Inverse, determinant and projection, Positive definite matrices and Cholesky
- Mutual information and the data processing inequality · Needs: Differential entropy and KL fits, Joint and conditional entropy, Jensen and KL divergence, Joint distributions and covariance, The multivariate Gaussian
- Critics and variational bounds: f-divergences, InfoNCE and contrastive learning · Needs: Mutual information, Jensen and KL divergence, Cross-entropy as a loss, Differential entropy and KL fits, Convexity, smoothness, conditioning
- The ELBO: variational inference, VAEs and importance-weighted bounds · Needs: Jensen and KL divergence, Cross-entropy as a loss, Differential entropy and KL fits, Probability and Bayes' rule, Gradients of expectations
- Lossy compression: rate–distortion, the information bottleneck and the β-VAE · Needs: The ELBO and VAEs, Compression is prediction, Mutual information, Joint and conditional entropy, Differential entropy and KL fits, PCA and randomized SVD
Deep Learning
- MLPs and universal approximation · Needs: Matrices as maps, span and basis, Rank and the four subspaces
- Training a network: losses, mini-batches and the training loop · Needs: MLPs and universal approximation, Eigenvalues and Jordan form
- Backpropagation on computational graphs · Needs: Training a network, MLPs and universal approximation, Autodiff, LoRA, tensors, attention, Floating point and conditioning
- Activations and initialization from variance propagation · Needs: Backpropagation, MLPs and universal approximation, The SVD
- Normalization layers and residual connections · Needs: Activations and initialization, Backpropagation, Inverse, determinant and projection
- Regularization: dropout, weight decay, label smoothing, augmentation, early stopping · Needs: Normalization and residuals, Training a network, Backpropagation, The SVD
- Convolutional networks: filters, arithmetic, im2col and ResNet · Needs: Backpropagation, Normalization and residuals, Structured matrices in ML
- Recurrent networks, LSTMs and vanishing gradients · Needs: Backpropagation, Activations and initialization, Eigenvalues and Jordan form, Norms of vectors and matrices
- Attention: queries, keys, values and masks · Needs: RNNs and LSTMs, Backpropagation, Normalization and residuals, Matrix calculus and matrix functions
- Positional encodings: sinusoidal, learned, RoPE and ALiBi · Needs: Attention, Orthogonal matrices and change of basis
- The transformer: the block, model families and vision transformers · Needs: Positional encodings, Normalization and residuals, Convolutional networks, RNNs and LSTMs, Attention
- Training dynamics: warmup, clipping, loss spikes, large batches, mixed precision · Needs: Transformers and ViT, Training a network, Normalization and residuals, RNNs and LSTMs, Attention, Floating point and conditioning
- Graph neural networks: message passing, GCN and expressivity · Needs: MLPs and universal approximation, Attention, Eigenvalues and Jordan form, Structured matrices in ML
- Self-supervised learning: contrastive, non-contrastive and masked modelling · Needs: Attention, Convolutional networks
- Mixture of experts: routing, load balancing and capacity · Needs: Activations and initialization, Normalization and residuals, Attention, Transformers and ViT, Training dynamics
- State-space models: from linear recurrences to S4 and Mamba · Needs: Convolutional networks, RNNs and LSTMs, Attention, Matrix calculus and matrix functions, Structured matrices in ML, Eigenvalues and Jordan form
- Generalization: double descent and implicit regularization · Needs: Training a network, Regularization, Rank and the four subspaces, The SVD, Sketching, JL and random matrices
Generative Models
- Generative models, latent variables and the ELBO · Needs: Jensen and KL divergence, Differential entropy and KL fits, The ELBO and VAEs
- Variational autoencoders: reparameterization, posterior collapse, β-VAE and VQ-VAE · Needs: Latent variables and the ELBO, Gradients of expectations, Rate–distortion and β-VAE, Backpropagation
- Autoregressive models: the chain rule, MADE, PixelCNN and transformer language models · Needs: Latent variables and the ELBO, Cross-entropy as a loss, Convolutional networks, Attention
- Normalizing flows: change of variables, coupling, autoregressive and continuous flows · Needs: Autoregressive models, Latent variables and the ELBO, Integrals and change of variables, Jacobians, Hessians and Taylor, Hessian-vector products, Inverse, determinant and projection
- GANs and Wasserstein GANs: the optimal discriminator, training dynamics and W1 · Needs: Normalizing flows, Latent variables and the ELBO, Jensen and KL divergence, InfoNCE and contrastive learning, Lagrange multipliers, KKT, duality, SGD and batch size, Norms of vectors and matrices
- Energy-based models, score matching and Langevin dynamics · Needs: GANs and Wasserstein GANs, Latent variables and the ELBO, Loss surfaces and gradient descent
- Denoising diffusion (DDPM): forward process, forward posterior, ELBO and the noise-prediction loss · Needs: EBMs, score matching, Langevin, Latent variables and the ELBO, Variational autoencoders, The multivariate Gaussian
- Diffusion parameterizations: ε, x0, v and the score; SNR weighting; EDM preconditioning · Needs: Denoising diffusion (DDPM), EBMs, score matching, Langevin, Integrals and change of variables
- Reverse SDEs, the probability-flow ODE and samplers · Needs: Diffusion parameterizations, EBMs, score matching, Langevin, Denoising diffusion (DDPM), Time stepping and stiffness
- Flow matching and rectified flow · Needs: Reverse SDEs, PF-ODE and samplers, Normalizing flows, Diffusion parameterizations
- Guidance: classifier guidance and classifier-free guidance · Needs: Diffusion parameterizations, Reverse SDEs, PF-ODE and samplers, Bayesian inference
- Few-step generation: progressive distillation, consistency models and adversarial distillation · Needs: Guidance, Diffusion parameterizations, Reverse SDEs, PF-ODE and samplers, Flow matching and rectified flow
- Latent diffusion and diffusion transformers: autoencoders, the scale factor, cross-attention and DiT · Needs: Variational autoencoders, Diffusion parameterizations, Guidance, Attention, Transformers and ViT, Normalization and residuals
- Evaluating generative models: bits per dimension, FID, KID, precision and recall, CRPS and calibration · Needs: Latent variables and the ELBO, Normalizing flows, The multivariate Gaussian, Matrix calculus and matrix functions, Jensen and KL divergence, Probabilistic forecasting, Gaussian processes and UQ
- Diffusion models for inverse problems and data assimilation · Needs: Evaluating generative models, Guidance, Diffusion parameterizations, Reverse SDEs, PF-ODE and samplers, EBMs, score matching, Langevin, The multivariate Gaussian, Data assimilation
Reinforcement Learning
- Markov decision processes, returns and the Bellman equations · Needs: Reading math notation, Chance and data, Random variables and expectation, Joint distributions and covariance, Inverse, determinant and projection, Norms of vectors and matrices
- Dynamic programming: policy evaluation, policy iteration and value iteration · Needs: MDPs and Bellman equations, Norms of vectors and matrices, Reading and writing proofs
- Exploration and multi-armed bandits: ε-greedy, UCB and Thompson sampling · Needs: MDPs and Bellman equations, Chance and data, Concentration inequalities, Bayesian inference
- Learning values from experience: Monte Carlo and temporal-difference prediction · Needs: Bandits and exploration, MDPs and Bellman equations, Policy and value iteration, Monte Carlo and importance sampling
- TD control: SARSA, Q-learning and the maximization bias · Needs: Monte Carlo and TD prediction, Policy and value iteration, Bandits and exploration, Jensen and KL divergence
- Function approximation, DQN and learning from fixed data · Needs: SARSA and Q-learning, Monte Carlo and TD prediction, MLPs and universal approximation, Training a network, SGD and batch size, Partial derivatives and the gradient
- Policy gradients: the policy gradient theorem, REINFORCE and baselines · Needs: MDPs and Bellman equations, Monte Carlo and TD prediction, Gradients of expectations, Chain rule and computational graphs, Sigmoid, softmax, log-sum-exp, SGD and batch size
- Actor-critic methods: advantages, GAE, A2C and soft actor-critic · Needs: Policy gradients and REINFORCE, Monte Carlo and TD prediction, Function approximation and DQN, SARSA and Q-learning, Surprise, bits and entropy, Gradients of expectations
- Trust regions, PPO and RL for language models · Needs: Actor-critic, GAE and SAC, Policy gradients and REINFORCE, Monte Carlo and TD prediction, Jensen and KL divergence, Differential entropy and KL fits, Newton, BFGS and Gauss–Newton
- Models, planning and imitation: Dyna, MCTS and AlphaZero · Needs: Policy and value iteration, Bandits and exploration, SARSA and Q-learning, Policy gradients and REINFORCE, Cross-entropy as a loss
ML for Science
- Matrix calculus and reverse-mode automatic differentiation · Needs: Autodiff, LoRA, tensors, attention, Matrix calculus and matrix functions, Chain rule and computational graphs, Forward and reverse mode autodiff, Finite differences and gradient checks
- Time stepping: accuracy, stability and stiffness · Needs: Eigenvalues and Jordan form, Matrix calculus and matrix functions, Jacobians, Hessians and Taylor, Finite differences and gradient checks
- Adjoint methods for ODEs and neural ODEs · Needs: Time stepping and stiffness, Reverse-mode autodiff, Implicit differentiation, Normalization and residuals
- Inverse problems, regularization and seismic imaging · Needs: Adjoints and neural ODEs, The SVD, QR and least squares, Floating point and conditioning, Newton, BFGS and Gauss–Newton
- Chaos, predictability, Koopman, DMD and SINDy · Needs: Eigenvalues and Jordan form, The SVD, QR and least squares, Time stepping and stiffness, Adjoints and neural ODEs, Proximal methods and ADMM
- Data assimilation: Kalman filter, ensemble Kalman filter and 4D-Var · Needs: Chaos, DMD and SINDy, Adjoints and neural ODEs, Positive definite matrices and Cholesky, State space and Kalman filter
- Gaussian processes, scoring rules and calibration · Needs: Data assimilation, Positive definite matrices and Cholesky, Reverse-mode autodiff, Probabilistic forecasting
- Fourier spectral methods and Fourier neural operators · Needs: Structured matrices in ML, Time stepping and stiffness
- Spherical harmonics and spherical Fourier neural operators · Needs: Spectral methods and FNO, Structured matrices in ML, Gaussian integrals and Laplace
- Symmetry, group representations and E(3)-equivariant networks · Needs: Spherical harmonics and SFNO, Orthogonal matrices and change of basis, Structured matrices in ML, Graph neural networks
- Physics-informed neural networks and their failure modes · Needs: Reverse-mode autodiff, Time stepping and stiffness, Spectral methods and FNO, MLPs and universal approximation, Training a network, Convexity, smoothness, conditioning
- Stochastic differential equations, Itô calculus and the Fokker–Planck equation · Needs: Time stepping and stiffness, Jacobians, Hessians and Taylor, The multivariate Gaussian, Monte Carlo and importance sampling, Markov chains and MCMC
- Score matching, the reverse-time SDE and the probability-flow ODE · Needs: SDEs and Fokker–Planck, The multivariate Gaussian, EBMs, score matching, Langevin, Denoising diffusion (DDPM), Reverse SDEs, PF-ODE and samplers
- Flow matching, rectified flow and optimal transport · Needs: Score matching and diffusion, Flow matching and rectified flow, Positive definite matrices and Cholesky, Lagrange multipliers, KKT, duality, Joint distributions and covariance
- Flow matching on the sphere (Riemannian flow matching) · Needs: Flow matching and OT, Spherical harmonics and SFNO, Structured matrices in ML
- ML weather and climate models: architectures, training and evaluation · Needs: Chaos, DMD and SINDy, Data assimilation, Gaussian processes and UQ, Spherical harmonics and SFNO, Adjoints and neural ODEs, Score matching and diffusion, Graph neural networks, Transformers and ViT
ML Systems
- GPU architecture: SMs, warps, the memory hierarchy and tensor cores · Needs: Matrices as maps, span and basis, Floating point and conditioning
- The roofline model and arithmetic intensity · Needs: GPU architecture, Matrices as maps, span and basis, Attention
- Kernels, tiling, coalescing and fusion · Needs: Roofline and arithmetic intensity, GPU architecture
- FlashAttention and online softmax · Needs: Kernels, tiling and fusion, Roofline and arithmetic intensity, Attention, Autodiff, LoRA, tensors, attention, Training a network
- Mixed precision: formats, loss scaling and accumulation · Needs: GPU architecture, Roofline and arithmetic intensity, Floating point and conditioning, Backpropagation, AdaGrad, RMSProp, Adam, AdamW
- Training memory: model states, activations and checkpointing · Needs: Mixed-precision training, FlashAttention and online softmax, Backpropagation, Transformers and ViT, AdaGrad, RMSProp, Adam, AdamW
- Collective communication and the alpha-beta cost model · Needs: GPU architecture, Matrices as maps, span and basis
- Data parallelism, ZeRO and FSDP · Needs: Collectives and the α-β model, Training memory and checkpointing, SGD and batch size, AdaGrad, RMSProp, Adam, AdamW
- Tensor and pipeline parallelism, and choosing a layout · Needs: Data parallelism, ZeRO and FSDP, Training memory and checkpointing, Collectives and the α-β model, Matrices as maps, span and basis
- Sequence, context and expert parallelism · Needs: Tensor and pipeline parallelism, FlashAttention and online softmax, Training memory and checkpointing, Collectives and the α-β model, Attention, Mixture of experts
- Quantization for training and inference · Needs: Roofline and arithmetic intensity, Mixed-precision training, Random variables and expectation
- LLM inference serving: KV cache, batching, paging and speculative decoding · Needs: Quantization, Roofline and arithmetic intensity, FlashAttention and online softmax, Training memory and checkpointing, Transformers and ViT, Attention, Random variables and expectation
- Profiling, MFU and compilation · Needs: Roofline and arithmetic intensity, Kernels, tiling and fusion, Training memory and checkpointing, Collectives and the α-β model, Data parallelism, ZeRO and FSDP
MLOps
- Reproducible runs, versioning and data contracts · Needs: Python and NumPy for math, Common distributions
- Testing ML systems: unit, data, behavioural, slice and regression tests · Needs: Reproducible runs and data contracts, Common distributions, Hypothesis testing
- Containers, GPU images and CI pipelines · Needs: Testing ML systems, Reproducible runs and data contracts, GPU architecture
- Pipelines, Kubernetes and the cloud · Needs: Containers and CI, Common distributions, Derivatives in one variable
- Serving APIs, dynamic batching and queueing latency · Needs: Kubernetes and the cloud, Common distributions, Markov chains and MCMC
- Model registry, CD and safe deployment: shadow, canary, A/B · Needs: Serving and queueing, Reproducible runs and data contracts, Testing ML systems, Containers and CI, LLN, CLT and confidence intervals, Hypothesis testing, Bootstrap and A/B tests
- Distribution shift and drift statistics: PSI, KS and chi-square · Needs: Reproducible runs and data contracts, Jensen and KL divergence, Probability and Bayes' rule, Hypothesis testing
- Monitoring in production: alerts, delayed labels, feature stores and skew · Needs: Drift statistics, Serving and queueing, Registry and canary releases, Hypothesis testing
- LLMOps: versioning, eval gates, LLM judges and guardrails · Needs: Testing ML systems, Registry and canary releases, Hypothesis testing, Probability and Bayes' rule
Time Series and Forecasting
- Time series data: trend, seasonality, noise and decomposition
- Stationarity, autocorrelation, ACF and PACF · Needs: Time series and decomposition
- Benchmark forecasts and honest evaluation: backtesting, metrics and leakage · Needs: Stationarity and autocorrelation, Time series and decomposition
- Exponential smoothing: from simple smoothing to Holt-Winters and ETS · Needs: Baselines and backtesting, Time series and decomposition, Loss surfaces and gradient descent
- Autoregressive and moving-average models (AR, MA, ARMA) · Needs: Stationarity and autocorrelation, Baselines and backtesting, Eigenvalues and Jordan form, QR and least squares, Structured matrices in ML
- ARIMA and SARIMA: differencing, forecasting and prediction intervals · Needs: AR, MA and ARMA, Stationarity and autocorrelation, Exponential smoothing, Baselines and backtesting
- State-space models and the Kalman filter · Needs: ARIMA and SARIMA, Exponential smoothing, AR, MA and ARMA, Positive definite matrices and Cholesky
- Forecasting with machine learning: lag features, gradient boosting and multi-step strategies · Needs: Baselines and backtesting, AR, MA and ARMA, Stationarity and autocorrelation
- Deep learning for forecasting: RNNs, temporal CNNs, transformers and foundation models · Needs: ML for forecasting, Baselines and backtesting, State space and Kalman filter, Convolutional networks, RNNs and LSTMs, Attention, Transformers and ViT, State-space models
- Probabilistic forecasting: quantiles, CRPS and conformal intervals · Needs: Baselines and backtesting, ARIMA and SARIMA, ML for forecasting
- Anomaly and change-point detection in time series · Needs: Probabilistic forecasting, Time series and decomposition, Baselines and backtesting, State space and Kalman filter, Drift statistics
Causal Inference
- Correlation, causation and Simpson's paradox · Needs: Probability and Bayes' rule, Chance and data
- Potential outcomes, the fundamental problem and randomized experiments · Needs: Correlation vs causation, Random variables and expectation, LLN, CLT and confidence intervals, Hypothesis testing, Bootstrap and A/B tests
- Causal graphs: structural causal models, d-separation, confounders and colliders · Needs: Potential outcomes and experiments, Correlation vs causation, Joint distributions and covariance, The multivariate Gaussian
- Interventions and identification: the do-operator, backdoor and frontdoor adjustment, do-calculus · Needs: Causal graphs and d-separation, Potential outcomes and experiments, Joint distributions and covariance
- Adjustment, matching, propensity scores and inverse probability weighting · Needs: The do-operator and adjustment, Potential outcomes and experiments, Regression: the statistics view, Monte Carlo and importance sampling
- Instrumental variables: noncompliance, 2SLS and the local average treatment effect · Needs: Matching and propensity scores, Potential outcomes and experiments, The do-operator and adjustment, QR and least squares, Regression: the statistics view
- Regression discontinuity, difference-in-differences and synthetic control · Needs: Instrumental variables, Potential outcomes and experiments, Regression: the statistics view
- Heterogeneous effects and causal ML: meta-learners, double ML and causal forests · Needs: Potential outcomes and experiments, Matching and propensity scores, Inverse, determinant and projection
- Counterfactuals and mediation: questions about single cases and causal paths · Needs: Potential outcomes and experiments, Causal graphs and d-separation, The do-operator and adjustment, Bayesian inference
- Causal discovery: learning the graph from data · Needs: Causal graphs and d-separation, The do-operator and adjustment, Joint distributions and covariance, The multivariate Gaussian, Hypothesis testing
- Causality in ML practice: spurious features, distribution shift and off-policy evaluation · Needs: Correlation vs causation, Causal graphs and d-separation, Matching and propensity scores, Causal ML, Drift statistics, Bandits and exploration, Generalization
ML Interview Prep
- Arrays and strings: hashing, two pointers, sliding window
- Stacks, binary search, heaps and greedy algorithms · Needs: Hashing, two pointers, windows
- Trees and graphs: traversals, BFS and DFS, topological sort, union-find, Dijkstra · Needs: Stacks, binary search, heaps, Hashing, two pointers, windows
- Backtracking and dynamic programming · Needs: Trees and graphs, Stacks, binary search, heaps
- Practical coding rounds: key-value store, LRU cache, rate limiter, crawler · Needs: Hashing, two pointers, windows, Trees and graphs
- ML coding in NumPy: softmax, logistic regression, k-means, AUC, MLP backprop · Needs: Backprop: MLPs, losses, layers, Backpropagation, Matrix calculus and matrix functions
- A training loop from scratch: AdamW, accumulation, mixed precision, BPE · Needs: ML coding in NumPy, AdaGrad, RMSProp, Adam, AdamW, Schedules, warmup and clipping, Backpropagation, Floating point and conditioning
- A transformer decoder from scratch: attention, RoPE, KV cache and decoding · Needs: Training loop, AdamW, BPE, Attention, Positional encodings, Normalization and residuals, Transformers and ViT, Autodiff, LoRA, tensors, attention
- Breadth: classic ML, evaluation and A/B testing · Needs: ML coding in NumPy, Registry and canary releases
- Breadth: deep learning, from initialization to diffusion and flow matching · Needs: Training loop, AdamW, BPE, Transformer decoder from scratch, Activations and initialization, Normalization and residuals, Training dynamics, AdaGrad, RMSProp, Adam, AdamW, Schedules, warmup and clipping
- Breadth: LLM pretraining, scaling laws, fine-tuning with LoRA, RLHF, DPO and evals · Needs: Training loop, AdamW, BPE, Transformer decoder from scratch, Jensen and KL divergence, Cross-entropy as a loss, Autodiff, LoRA, tensors, attention
- Training at scale: memory, parallelism, rooflines and infrastructure design · Needs: LLM breadth, Training loop, AdamW, BPE, Transformer decoder from scratch, Training memory and checkpointing, Collectives and the α-β model, Data parallelism, ZeRO and FSDP, Tensor and pipeline parallelism, Roofline and arithmetic intensity
- LLM serving: KV cache, batching, paged attention and quantization · Needs: Training at scale, Transformer decoder from scratch, Roofline and arithmetic intensity, Quantization, LLM inference serving, Serving and queueing
- ML system design: the framework, recommendation, search and ads · Needs: LLM serving, Classic ML and A/B tests, Training at scale, Self-supervised learning, Jensen and KL divergence, Registry and canary releases, Drift statistics, Monitoring and skew
- GenAI system design: RAG, assistants, agents and text-to-image · Needs: ML system design, LLM breadth, LLM serving, LLM inference serving, InfoNCE and contrastive learning, LLMOps and evals
- Behavioral interviews and the research talk · Needs: Training at scale, ML system design