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How Does Math
Matter in Data
Science?
Prepared by Mutia Ulfi
Outline
Part I
Required Math in
Data Science
Part II
Algorithm Used in
Data Science
What Actually Data Science Is?
HACKING
SKILLS
DATA
SCIENCE
Math &
Stats
SUBSTANSIVE
EXPERTISE
DANGER
ZONE! TRADITIONAL
RESEARCH
What Are Needed in Data Science?
Part I
Required
Mathematics in
Data Science
25% 15%
35%
15%
10%
Required Mathematics in Data
Science
Probability and Statistics
Why Probability & Statistics?
ā€¢ To understand
whether data is meaningful,
including:
ā€¢ optimization,
ā€¢ inference,
ā€¢ testing,
ā€¢ and other methods.
ā€¢ Therefore, we are able to
analyze patterns
in data and using them to
predict, understand, and
improve results.
Prob: to
predict
likelihood
of future
Stats: to
analyze
frequency
of past
events
Calculus
Why Calculus?
Calculus:
to find
values
that
maximize
or
minimize
outcomes
Optimizing cost for online dating
Optimization
Why Optimization?
Opt: to
find values
that
maximize or
minimize
outcomes
Linear Algebra
Why Linear Algebra?
Linear
Algebra: to
simplify
codes by
understandi
ng matrix
algebra and
eigenvalues
Part II
Algorithms Used in
Data Science
Regression
Supervised Learning
Task Given
Probs & Stats
Linear Algebra
ā€¢ Linear Regression
ā€¢ Logistic Regression
ā€¢ Neural Network
Optimization
Linear Regression
ā€¢ Purpose ļƒ  to estimate real values based on
continuous variables (e.g. forecasting)
ā€¢ Mathematically speaking
š‘¦ = dependent variable
š‘Ž = slope
š‘„ = independent variable
š‘ = intercept
š‘¦ = š‘Žš‘„ + š‘
Linear Regression
ā€¢ The Code
Logistic Regression
ā€¢ Purpose ļƒ  to estimate the probability of a
binary response based on ā‰„ 1 predictor
variables (features)
ā€¢ Mathematically speaking
š‘¦ = dependent variable
š‘Ž = slope
š‘„ = independent variable
š‘ = intercept
ʐ = error
š‘¦ = {0 š‘’š‘™š‘ š‘’
1 š‘Žš‘„+š‘+ʐ
Logistic Regression
ā€¢ The Code
Neural Network
ā€¢ Purpose ļƒ  to find out the output of
complex input by modeling the
relationship
ā€¢ To find patterns in data (pattern
recognition)
ā€¢ To predict sampled functions given no form
of the functions (function estimation)
ā€¢ Mathematically speaking
Let input and
weight, then activation,
a = =
š‘„1, š‘„2, š‘„3, ā€¦ , š‘„ š‘› š‘¤1, š‘¤2, š‘¤3, ā€¦ , š‘¤ š‘›
š‘–=1
š‘›
š‘„š‘– š‘¤š‘–š‘„1 š‘¤1 + š‘„2 š‘¤2 + š‘„3 š‘¤3 + ā‹Æ + š‘¤ š‘›
Classification
ā€¢ Decision Tree
ā€¢ Random Forest
ā€¢ NaĆÆve Bayes
ā€¢ Support Vector
Machine
ā€¢ k-Nearest Neighbor
ā€¢ Neural Network
Supervised Learning
Task Given
Probs & Stats
Linear Algebra
Calculus
Decision Tree
ā€¢Categorical
ā€¢Continuous
Decision Tree
ā€¢ Purpose ļƒ  to model the relationships among the
features and the possible outcomes in tree structures
ā€¢ Mathematically speaking
ā€¢ Gini impurity
ā€¢ Information gain
ā€¢ Variance reduction
Decision Tree
ā€¢ The Code
Random Forest
ā€¢ Purpose ļƒ  to model the relationships among the
features and the possible outcomes in tree structures
(but bigger features than decision tree, weights are
also varied: BOOSTING)
ā€¢ Mathematically speaking
ā€¢ Predictions,
With , if š‘„š‘– is one of the š‘˜ā€™ points in the
same leaf as š‘„ā€™ , and 0 otherwise.
Random Forest
NaĆÆve Bayes
ā€¢ Purpose ļƒ  to describe the probability of
events and how probabilities should be revised
in the light of additional information.
ā€¢ Mathematically speaking
NaĆÆve Bayes
Support Vector Machine
ā€¢ Purpose ļƒ  to create flat boundary called a
hyperplane, which divides the space to create
fairly homogeneous partition on either side.
ā€¢ Mathematically Speaking
Kernel š¾ š‘„š‘–, š‘„š‘— = š‘„š‘–, š‘„š‘—
2
Support Vector Machine
k-Nearest Neighbor
ā€¢ Purpose ļƒ  to classify one of data into a class based
on its similarity to its nearest neighbor
ā€¢ Mathematically speaking
š‘¦ = argmax
š‘¦
š‘ š‘¦|š‘„, š·
š‘¦ = majority vote (predictor)
D = a set of points in the circle
š‘ š‘¦|š‘„, š· = portion of points in k-nearest points
We intend to find a class for
question-tagged object. HOW?
x
y
1. Make a circle to get k-nearest neighbors of object (itā€™s a majority vote of k-nearest points, refer to the figure).
2. Repeat the process
3. Calculate the distance between object and its nearest neighbors
4. Find the probability of object by portion of points in k-nearest points (refer to figure: portion of A and B in the
circles) , or we can write it mathematically as above.
k-Nearest Neighbor
Clustering
Supervised Learning
Task Given
Probs & Stats
Linear Algebra
ā€¢ k-Means Clustering
ā€¢ Association Rules
k-Means Clustering
ā€¢ Purpose ļƒ  to minimize the
differences within each cluster
and maximize the differences
between the clusters.
ā€¢ Mathematically speaking
ā€¢ Data assignment
š‘š‘– = collection of centroids
š¶š‘– = set of š‘š‘–
š‘„ = data point
ā€¢ Centroid update step
š‘š‘– = collection of centroids
š‘†š‘– = set of data point assignments for each š‘– š‘”ā„Ž
cluster centroid
š‘„š‘– = data point
k-Means Clustering
ā€¢ Purpose ļƒ  to give suggestion
of possible outcome by
predicting historical input
(e.g. recommendation of a
product to buy)
ā€¢ Mathematically speaking
Association Rules
Reinforcement Learning
Supervised Learning
Task Given
Probs & Stats
Linear Algebra
Calculus
Optimization
Tired of seeing
mathematical
equation?
me too
Itā€™s not about equation
BUT
Mathematical intuitions
ā€¢ Choose the right algorithms for problem
ā€¢ Make good choices on parameter settings, validation strategies
ā€¢ Recognize underfitting or overfitting
ā€¢ Troubleshoot poor or ambiguous results
ā€¢ Put appropriate bounds of confidence or uncertainty on results
ā€¢ Do a better job of coding algorithms or incorporating them into
more complex analysis pipelines
And the most important thing isā€¦
Understand the concept
NOT
The packages
Want to deep dive in particula
algorithm?
Simply request! :D
References
ā€¢ https://courses.washington.edu/css490/2012.Winter/lecture_slides/0
2_math_essentials.pdf
ā€¢ https://www.quora.com/How-do-I-learn-mathematics-for-machine-
learning
ā€¢ https://www.analyticsvidhya.com
ā€¢ https://en.wikipedia.org/wiki/Decision_tree_learning
ā€¢ http://csyue.nccu.edu.tw/ch/Cartoon%20Statistics.pdf
ā€¢ https://www.datascience.com/blog/k-means-clustering

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