Capla comments on The "best" mathematically-informed topics? - Less Wrong Discussion
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Learn about first and second derivatives and finding a maximum of a function. Then think about how you might find a maximum if you can only make little hops at a time.
Learn a little linear algebra (what a matrix inverse, determinant, etc. is). Understand the relationship between solving a system of linear equations and matrix inverse. Then think about what you might want to do if you have more equations than unknowns (can't invert exactly but can find something that's "as close to an inverse as possible" in some sense). A huge chunk of stuff that falls under the heading of "statistics/machine learning/neural networks/etc" is basically variations of that idea.
Read Structure and Interpretation of Computer Programs: one of the highest concept/page density for computer science books.
Important algorithmic ideas are, in my opinion: hashing, dynamic programming/memoization, divide and conquer by recursion, splitting up tasks to be done in parallel, and locality (things you want at a particular point are often close in space and time).
Locality is sort of like "a smoothness assumption on access." The reason your laptop is fast even though your hard disk is slow is due to locality being generally true.
"I will always link to my ingroup", says Scott. So it is with me: I always recommend learning about association vs causation. If you are into learning by doing, try to find some media articles that make claims of the form "scientists report that to [Y], do [X]," and look up the original study and think about if the media claim actually follows (it generally does not). This will also give you practice reading empirical papers, which is a good skill to have. Stuff the authors do in such papers isn't magic, after all: the set of statistical ideas that come up over and over again in them is fairly small.
Don't think like that. There are no wizards, just people doing sensible things.
Thank you!