Reading List (Textbooks)

The ML/AI field is huge. It involves way too many fields and subfields. Since any number, whether directly recorded or derived from physical observations, or even psychological perceptions, can be considered “data”, hence there are simply too many subjects to be tagged “data science”.

Below I will begin compiling a list of books (though some may simply be manuscripts from professors) that are well known, read, and/or cited for Ph.D. students to grip the noteworthy theories and practices. I will update this list frequently so please feel free to come back often.

Introductory / Beginners level (ML overview):

Pattern Recognition and Machine Learning. Christopher Bishop.

Machine Learning: A Probabilistic Perspective. Kevin P. Murphy.

Deep Learning. Ian goodfellow, Yoshua Bengio, Aaron Courville.

Intermediate & Advanced (By topic)

Graphical Models:

Graphical Models, Exponential Families, and Variational Inference. Martin J. Wainwright, Michael I. Jordan.

Optimization:

Introductory Lectures on Convex Optimization. Yurii Nesterov.

Probability Theory

-TBA

Stochastic Process

-TBA

Linear Algebra

-TBA

Real Analysis

-TBA

Complex Analysis

-TBA

Functional Analysis

-TBA

Partial Differential Equations

-TBA

Differential Geometry

-TBA

Statistical Inference (classical)

-TBA

Bayesian Statistics

-TBA

Bayesian Approximate Inference

-TBA

Reinforcement Learning

-TBA

Causal Inference

-TBA

Information Retrieval

-TBA

Data Mining

-TBA

Econometrics

Mostly Harmless Econometrics: An Empiricist’s Companion. Joshua D. Angrist, Jörn-Steffen Pischke.

Mathematical Finance

-TBA

Quantum Physics / Chemistry

-TBA

Algebraic Game Theory

-TBA

Enjoy.

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