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I spent some time learning the high level concepts first—which I found to be a very useful initial orientation—but recently I've wanted to solidify my foundations and learn the math properly.

I've found the math primer (two sections: "Linear Algebra" and "Probability and Information Theory") in this free book to be excellent so far: http://www.deeplearningbook.org/ It's a little under 50 pages for both sections.

I've seen the basics of linear algebra covered in many different places, and I think this is the most insightful yet concise intro I've come across. I haven't started the probability section yet, so I can't comment on it.




I have been doing the same thing. I've also augmented each section with video lectures from Khan academy or other sources. For instance, their videos on the Jacobian were excellent for getting an intuitive understanding of it [1].

I also search for problems on the topic to help solidify my knowledge. You can almost always find a class that has posted problems for a section with answers.

[1] https://www.khanacademy.org/math/multivariable-calculus/mult...




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