Four Free Math Books for ML: Linear Algebra, Probability, Optimization, Information Theory
cneuralnetwork · x · 2026-11-10
A curated list of four free math books for machine learning, all free to read with exercises:
- Linear algebra: Mathematics for Machine Learning (Deisenroth et al.) — for attention, embeddings and SVD
- Probability: Introduction to Probability (Blitzstein & Hwang) — for sampling, distributions and uncertainty
- Optimization: Convex Optimization (Boyd & Vandenberghe) — for gradients, convexity and convergence
- Information theory: Information Theory, Inference, and Learning Algorithms (MacKay) — for entropy, KL divergence and compression
Links in the original thread.
Related event: Four Free Math Books to Build Your Machine Learning Foundations(2 posts)→
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