
Data Science Handbook
A Complete Guide to Machine Learning, Optimization and AI — Mathematical Foundations & Practical Implementations
A comprehensive guide covering the mathematical foundations and practical implementations of machine learning, optimization, and artificial intelligence. From fundamental concepts to advanced techniques, this handbook provides both theoretical depth and real-world applications.
For
Data scientists, ML engineers, researchers, students, quants, math enthusiasts and anyone interested in the mathematical foundations of machine learning, optimization, and artificial intelligence.
Table of Contents
Part I: Foundations
R-squared
Understanding the coefficient of determination and model fit metrics
Gauss-Markov Assumptions
Coming SoonLinearity, independence, homoscedasticity, and normality for unbiased regression
Part II: Regression Models
Simple Linear Regression
Mathematical foundations, formulas, and step-by-step implementation
Ordinary Least Squares (OLS)
Coming SoonVector notation and matrix operations for regression
Multiple Linear Regression
Coming SoonExtending linear regression to multiple predictors
Lasso Regularization
Coming SoonL1 penalty for feature selection and overfitting prevention
Ridge Regularization
Coming SoonL2 penalty for handling multicollinearity and overfitting
Elastic Net Regularization
Coming SoonCombining L1 and L2 penalties for optimal regularization
Polynomial Regression
Coming SoonModeling non-linear relationships with polynomial features
Generalized Linear Models
Coming SoonExtending linear regression to non-normal distributions
Logistic Regression
Coming SoonBinary classification using the logistic function
Spline Regression
Coming SoonFlexible non-parametric regression using piecewise polynomials
Poisson Regression
Coming SoonModeling count data with Poisson distribution
Multinomial Logistic Regression
Coming SoonMulti-class classification extension of logistic regression
Part III: Tree-Based Models
CART (Classification and Regression Trees)
Coming SoonDecision trees with greedy splitting algorithms
Random Forest
Coming SoonEnsemble method combining multiple decision trees with bagging
Boosted Trees
Coming SoonGradient boosting for improved predictive performance
XGBoost
Coming SoonOptimized gradient boosting with advanced regularization techniques
LightGBM
Coming SoonFast gradient boosting with leaf-wise tree growth
CatBoost
Coming SoonGradient boosting with categorical feature handling
Isolation Forest
Coming SoonUnsupervised anomaly detection using random trees
Part IV: Explainability
SHAP (SHapley Additive exPlanations)
Coming SoonUnified framework for model interpretability
LIME (Local Interpretable Model-agnostic Explanations)
Coming SoonLocal model explanations for individual predictions
PCA (Principal Component Analysis)
Coming SoonDimensionality reduction and feature extraction
UMAP (Uniform Manifold Approximation and Projection)
Coming SoonNon-linear dimensionality reduction
t-SNE (t-Distributed Stochastic Neighbor Embedding)
Coming SoonNon-linear visualization technique
Part V: Unsupervised Learning
K-means Clustering
Coming SoonPartitioning data into k clusters using centroid-based approach
DBSCAN (Density-Based Spatial Clustering)
Coming SoonDensity-based clustering for arbitrary shaped clusters
HDBSCAN (Hierarchical DBSCAN)
Coming SoonHierarchical density-based clustering with varying density
Hierarchical Clustering
Coming SoonTree-based clustering with agglomerative or divisive methods
Part VI: Time Series
ETS (Exponential Smoothing)
Coming SoonClassical time series forecasting with trend and seasonality
SARIMA (Seasonal ARIMA)
Coming SoonAutoregressive integrated moving average with seasonal components
Prophet
Coming SoonFacebook's forecasting tool for business time series with holidays
N-BEATS
Coming SoonNeural basis expansion analysis for interpretable time series forecasting
N-HiTS
Coming SoonNeural hierarchical interpolation for time series forecasting
Part VII: Optimization
CP-SAT Rostering
Coming SoonConstraint programming for employee scheduling and rostering
MILP Factory
Coming SoonMixed integer linear programming for production planning
Min Cost Flow Slotting
Coming SoonNetwork flow optimization for resource allocation
VRPTW Routing
Coming SoonVehicle routing problem with time windows for logistics
QP Portfolio
Coming SoonQuadratic programming for portfolio optimization and risk management
Coming Soon
This comprehensive handbook is currently in development. Each chapter will be published as it's completed, with mathematical foundations, practical examples, and real-world applications.