latentspace.

Math Notation Cheat Sheet


  • Frequently and commonly used mathematical notation symbols in the ML ...

  • Math Notation Typical Meaning
    $a, b, c, \alpha, \beta, \gamma$ Scalars are lowercase
    $\boldsymbol{x}, \boldsymbol{y}, \boldsymbol{z}$ Vectors are bold lowercase
    $\boldsymbol{A}, \boldsymbol{B}, \boldsymbol{C}$ Matrices are bold uppercase
    $\boldsymbol{x}^\top, \boldsymbol{A}^\top$ Transpose of a vector or matrix
    $\boldsymbol{A}^{-1}$ Inverse of a matrix
    $\langle \boldsymbol{x}, \boldsymbol{y} \rangle$ Inner product of $\boldsymbol{x}$ and $\boldsymbol{y}$
    $\boldsymbol{x}^\top \boldsymbol{y}$ Dot product of $\boldsymbol{x}$ and $\boldsymbol{y}$
    $\mathbb{Z}, \, \mathbb{N}, \, \mathbb{R}$ Integers, natural numbers and real numbers respectively
    $\mathbb{R}^n$ $n$-dimensional vector space of real numbers
    $a := b$ $a$ is defined as $b$
    $a \approx b$ $a$ is approximately equal to $b$
    $a \simeq b$ $a$ is approximately equivalent to $b$ (stronger than $\approx$)
    $a \in \mathcal{A}$ $a$ is an element of set $\mathcal{A}$
    $A \subseteq B$ $A$ is a subset of $B$ (or equal to $B$)
    $A \setminus B$ Set difference: elements in $A$ that are not in $B$
    $\forall x \in \mathbb{R}$ For all $x$ in the set of real numbers
    $\boldsymbol{I}_m$ Identity matrix of size $m \times m$
    $\boldsymbol{0}_{m,n}$ Matrix of zeros of size $m \times n$
    $\boldsymbol{1}_{m,n}$ Matrix of ones of size $m \times n$
    $\text{rk}(\boldsymbol{A})$ Rank of matrix $\boldsymbol{A}$
    $\text{Im}(\Phi)$ Image of linear mapping $\Phi$
    $\text{ker}(\Phi)$ Kernel (null space) of a linear mapping $\Phi$
    $\text{span}[\boldsymbol{b}_1]$ Span (generating set) of $\boldsymbol{b}_1$
    $\text{det}(\boldsymbol{A})$ Determinant of $\boldsymbol{A}$
    $\|\cdot\|$ Norm; Euclidean, unless specified
    $\boldsymbol{x} \perp \boldsymbol{y}$ Vectors $\boldsymbol{x}$ and $\boldsymbol{y}$ are orthogonal
    $V$ Vector space
    $\boldsymbol{\theta}$ Parameters
    $\nabla$ Gradient (Nabla)
    $\sum_{n=1}^N x_n$ Sum of the $x_n$: $x_1 + \ldots + x_N$
    $\prod_{n=1}^N x_n$ Product of the $x_n$: $x_1 \times \ldots \times x_N$
    $\frac{\partial f}{\partial x}$ Partial derivative of $f$ with respect to $x$
    $\frac{df}{dx}$ Total derivative of $f$ with respect to $x$
    $P(A)$ Probability of event $A$
    $P(A|B)$ Conditional probability of $A$ given $B$
    $\mathbb{E}[X]$ Expected value of random variable $X$
    $\sigma$ Standard deviation
    $\mathcal{N}(\mu, \sigma^2)$ Normal distribution with mean $\mu$ and variance $\sigma^2$
    $\arg\max_x f(x)$ Value of $x$ that maximizes $f(x)$
    $\arg\min_x f(x)$ Value of $x$ that minimizes $f(x)$
    $L(y, \hat{y})$ Loss function comparing true value $y$ and predicted value $\hat{y}$
    $\hat{y}$ Predicted value of $y$ (y hat)
    $\boldsymbol{w}$ Weights
    $b$ Bias
    $\eta$ Learning rate in optimizer (Eta)
    $g(x)$ Activation function
    $x \sim p(x)$ Random variable $x$ is distributed according to a probability distribution $p(x)$
    $\mathbb{E}_{p_{x}}\,\,[\,\,\cdot\,\,]$ Expected value where $x$ is sampled from the data distribution
    $\mathbf{X} = \{x^{(i)}\}_{i=1}^N$ Dataset of N samples where $x^{(i)}$ represents the i-th sample
    $\odot$ Element-wise product