Data Science Handbook Cover

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.

In Progress

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

1

R-squared

Understanding the coefficient of determination and model fit metrics

2

Gauss-Markov Assumptions

Coming Soon

Linearity, independence, homoscedasticity, and normality for unbiased regression

Part II: Regression Models

3

Simple Linear Regression

Mathematical foundations, formulas, and step-by-step implementation

4

Ordinary Least Squares (OLS)

Coming Soon

Vector notation and matrix operations for regression

5

Multiple Linear Regression

Coming Soon

Extending linear regression to multiple predictors

6

Lasso Regularization

Coming Soon

L1 penalty for feature selection and overfitting prevention

7

Ridge Regularization

Coming Soon

L2 penalty for handling multicollinearity and overfitting

8

Elastic Net Regularization

Coming Soon

Combining L1 and L2 penalties for optimal regularization

9

Polynomial Regression

Coming Soon

Modeling non-linear relationships with polynomial features

10

Generalized Linear Models

Coming Soon

Extending linear regression to non-normal distributions

11

Logistic Regression

Coming Soon

Binary classification using the logistic function

12

Spline Regression

Coming Soon

Flexible non-parametric regression using piecewise polynomials

13

Poisson Regression

Coming Soon

Modeling count data with Poisson distribution

14

Multinomial Logistic Regression

Coming Soon

Multi-class classification extension of logistic regression

Part III: Tree-Based Models

15

CART (Classification and Regression Trees)

Coming Soon

Decision trees with greedy splitting algorithms

16

Random Forest

Coming Soon

Ensemble method combining multiple decision trees with bagging

17

Boosted Trees

Coming Soon

Gradient boosting for improved predictive performance

18

XGBoost

Coming Soon

Optimized gradient boosting with advanced regularization techniques

19

LightGBM

Coming Soon

Fast gradient boosting with leaf-wise tree growth

20

CatBoost

Coming Soon

Gradient boosting with categorical feature handling

21

Isolation Forest

Coming Soon

Unsupervised anomaly detection using random trees

Part IV: Explainability

22

SHAP (SHapley Additive exPlanations)

Coming Soon

Unified framework for model interpretability

23

LIME (Local Interpretable Model-agnostic Explanations)

Coming Soon

Local model explanations for individual predictions

24

PCA (Principal Component Analysis)

Coming Soon

Dimensionality reduction and feature extraction

25

UMAP (Uniform Manifold Approximation and Projection)

Coming Soon

Non-linear dimensionality reduction

26

t-SNE (t-Distributed Stochastic Neighbor Embedding)

Coming Soon

Non-linear visualization technique

Part V: Unsupervised Learning

27

K-means Clustering

Coming Soon

Partitioning data into k clusters using centroid-based approach

28

DBSCAN (Density-Based Spatial Clustering)

Coming Soon

Density-based clustering for arbitrary shaped clusters

29

HDBSCAN (Hierarchical DBSCAN)

Coming Soon

Hierarchical density-based clustering with varying density

30

Hierarchical Clustering

Coming Soon

Tree-based clustering with agglomerative or divisive methods

Part VI: Time Series

31

ETS (Exponential Smoothing)

Coming Soon

Classical time series forecasting with trend and seasonality

32

SARIMA (Seasonal ARIMA)

Coming Soon

Autoregressive integrated moving average with seasonal components

33

Prophet

Coming Soon

Facebook's forecasting tool for business time series with holidays

34

N-BEATS

Coming Soon

Neural basis expansion analysis for interpretable time series forecasting

35

N-HiTS

Coming Soon

Neural hierarchical interpolation for time series forecasting

Part VII: Optimization

36

CP-SAT Rostering

Coming Soon

Constraint programming for employee scheduling and rostering

37

MILP Factory

Coming Soon

Mixed integer linear programming for production planning

38

Min Cost Flow Slotting

Coming Soon

Network flow optimization for resource allocation

39

VRPTW Routing

Coming Soon

Vehicle routing problem with time windows for logistics

40

QP Portfolio

Coming Soon

Quadratic 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.