Textbooks on Various Subjects

Well-written textbooks (or even theses) are the fastest way to learn technical topics that have achieved critical mass. Inspired by a similarly titled post on LessWrong, I have my own evolving list.

For obvious reasons, I have not read most books cover to cover. I have, however, read a few chapters of each to be convinced that the rest of the book would be worth reading. Often, multiple books cater to overlapping topics, and provide complementary strengths to aid understanding. When multiple books are specified within each (sub-)section, it is safe to assume that as a "soft" recommendation order.

General Mathematics

• Mathematical Methods for Physics and Engineering by K. F. Riley, ‎M. P. Hobson, ‎S. J. Bence (2006)

Linear Algebra

• Linear Algebra Done Right by Sheldon Axler (1995; 2015)

• Introduction to Linear Algebra by Gilbert Strang (1993; 2016)

Numerical Methods

• Numerical Linear Algebra by Lloyd N. Trefethen and David Bau, III (1997)

• Fundamentals of Matrix Computations by David S. Watkins (2010)

• Matrix Computations by G.H. Golub and C.F. Van Loan (2013)

Optimization

• Numerical Optimization by Jorge Nocedal, Stephen J. Wright (2006)

• Convex Optimization by Stephen Boyd and Lieven Vandenberghe (2004)

Differential Equations

• Introduction to Partial Differential Equations by Peter J. Olver (2016)

Machine Learning / Statistics

• Pattern Recognition and Machine Learning by Christopher Bishop (2006)

• Deep Learning by Ian Goodfellow and Yoshua Bengio and Aaron Courville (2016)

• Patterns, Predictions, and Actions: A Story about Machine Learning by Moritz Hardt and Benjamin Recht (2021)

• Reinforcement Learning: An Introduction by Richard S. Sutton and Andrew G. Barto (1998; 2018)

Bayesian Inference

• Information Theory, Inference and Learning Algorithms by David J. C. MacKay (2003)

• Probabilistic Machine Learning by Kevin Murphy (book series 2012, 2021, 2022)

• Bayesian Reasoning and Machine Learning by David Barber (2012)

• Gaussian Processes for Machine Learning by Carl Edward Rasmussen and Christopher K. I. Williams (2006)

Learning Theory

• Foundations of Machine Learning by Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar (2012; 2018)

• Understanding Machine Learning: From Theory to Algorithms by Shai Shalev-Shwartz and Shai Ben-David (2014)