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I literally just grabbed the last (at the time) machine learning paper that'd crossed my feed, and started reading.

Whenever I encountered something I didn't know, I googled around until I had even a vague idea.

That said a) I don't know how do-able that would have been without the math background I've already got, and b) I haven't gotten much further in that reading that one paper ...yet.

Regarding the math - The only thing I know for sure to point you at is multivariable calculus, which is also (probably) the most useful math class I ever took. (It helps that the teacher was completely amazing). The set of concepts it introduced me to are amongst the most useful things I ever learned, and it's that understanding that has always given me a leg up on jumping into things at the deep end.

(I took multivar from UC berkeley in, I think, spring 2002? I went looking for video lectures, but did not find what I was looking for...)



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