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Glossary

Every term in this spine, crisply defined and cross-linked.

Every term in this spine, defined crisply. Filter to find one fast, or skim it to see how the pieces connect.

Arithmetic series
A sum whose terms change by a fixed step; its total grows quadratically, as in 1 + 2 + ... + n = n(n+1)/2.
Base case
The starting case of an induction, usually P(1), verified directly. It knocks over the first domino.
Base rate
The prior prevalence of an outcome in the population. A rare base rate can make even an accurate test mostly wrong on the occasions it fires.
Basis
A minimal set of independent vectors whose span is the whole space, so every point has exactly one address.
Bayes' theorem
P(A | B) = P(B | A)P(A) / P(B): the rule that flips a known conditional into the one you want, updating a prior belief with evidence.
Bernoulli distribution
One trial with success probability p: the distribution of a single yes/no outcome.
Bijective
Both injective and surjective, a perfect pairing, which makes the function reversible.
Binomial coefficient
The count C(n,k) of ways to choose k of n items; also the coefficient of a^(n-k) b^k in the expansion of (a+b)^n.
Binomial distribution
The number of successes in n independent Bernoulli trials, P(X = k) = C(n,k) p^k (1-p)^(n-k), with mean np.
Binomial theorem
The expansion (a+b)^n = sum_k C(n,k) a^(n-k) b^k, whose coefficients are row n of Pascal's triangle.
Catastrophic cancellation
Subtracting two nearly equal numbers, whose matching leading digits annihilate and leave only noisy low bits, exploding the relative error.
Chain rule
The derivative of f(g(x)) is f'(g(x)) times g'(x). Rates along a chain of functions multiply.
Characteristic equation
det(A - lambda·I) = 0, the equation whose roots are the eigenvalues of A.
Closed form
A formula with no loop or sum left in it, letting you read off a total, and its Big-O, in one glance, like sum i = n(n+1)/2.
Codomain
The declared target set a function maps into, distinct from the image it actually reaches.
Column space
The span of a matrix's columns: every output the matrix can produce.
Combination
An unordered selection of k items from n, C(n,k) = n! / (k!(n-k)!), read 'n choose k'. Related to permutations by P(n,k) = C(n,k)·k!.
Conditional probability
P(A | B) = P(A and B) / P(B): the probability of A once you know B happened, zooming into the slice of the world where B holds.
Contrapositive
The statement (not q) => (not p), which always shares the truth value of p => q, so proving it proves the original.
Convergence
When an infinite series adds up to a finite total; otherwise it diverges to infinity. For a geometric series the fate hinges on whether |r| < 1.
Converse
The statement q => p, obtained by swapping the two sides of an implication. It can be false even when the original is true.
Cosine similarity
The dot product divided by both lengths, giving cos(theta) in [-1, 1]. Blind to magnitude, it scores pure direction.
Covariance matrix
A symmetric matrix whose entries measure how features vary together. Its eigenvectors are the directions of greatest spread in the data.
Cross-entropy
The average surprise of the truth p scored with a model's probabilities q, H(p,q) = -sum p(x) log q(x). Never smaller than the entropy H(p).
Derivative
f'(x): the slope of the tangent line at x, the limit of the secant slope as the gap shrinks to zero.
Determinant
The signed area-scaling factor of a matrix, det = ad - bc for a 2x2: the area of the image of the unit square, negative when orientation flips, zero when space collapses.
Diagonalization
Factoring a matrix as A = Q Lambda Q^-1, with eigenvectors in Q and eigenvalues on the diagonal of Lambda: in its own eigenbasis the matrix is pure per-axis scaling.
Dimension
The number of vectors in a basis: how many independent directions the space has.
Direct proof
A proof that assumes p and reasons forward, step by step, to q.
Directional derivative
The slope along a chosen direction u, equal to the gradient dotted with u.
Domain
The set of all legal inputs to a function.
Dot product
a·b: sum of matching components, equal to |a||b|cos(theta). Measures how much one vector points along another.
Eigenvalue
The factor lambda by which a matrix scales its eigenvector, Av = lambda·v. Negative flips it; |lambda| > 1 grows and |lambda| < 1 decays under repeated application.
Eigenvector
A nonzero direction a matrix only stretches, never rotates: Av points along v. One of the transformation's own axes.
Entropy
The average surprisal of a distribution, H(p) = -sum p(x) log p(x): the irreducible uncertainty of a source.
Event
Any subset of the sample space, to which a probability is assigned.
Evidence
The total probability of the observed data across all hypotheses: the marginal P(B) in the denominator of Bayes' theorem.
Expectation
The mass-weighted average of a random variable, E[X], its balance point: sum of x·p(x) when discrete, the integral of x·f(x) when continuous.
Exponent
The bits of a float that set its magnitude as a biased power of two. The gap between neighbouring floats doubles every time the exponent does.
Exponential
b to the x: multiply the base b by itself x times. Growth when b > 1, decay when 0 < b < 1.
Factorial
n! = n(n-1)...1, the number of ways to arrange n distinct items in a row, with 0! = 1 by convention.
Floating point
Scientific notation in binary: a sign, an exponent for magnitude, and a mantissa for the leading digits. Representable numbers are dense near zero and sparse at large magnitudes.
Function
A relation where every input is paired with exactly one output. A trained model is literally a function from inputs to outputs.
Gaussian
The symmetric bell curve N(mu, sigma^2), also called the normal distribution, pinned down entirely by its mean and standard deviation. About 68, 95, and 99.7 percent of its mass lies within 1, 2, and 3 standard deviations of the mean.
Geometric series
A sum whose terms change by a fixed ratio r. It converges to 1/(1-r) when |r| < 1 and diverges otherwise.
Gradient
The vector of all partial derivatives. It points in the direction of steepest ascent, perpendicular to the contour.
Gradient descent
Repeatedly stepping in the negative gradient direction, p := p - alpha·grad f, to find a minimum.
Harmonic series
The sum 1 + 1/2 + 1/3 + ... + 1/n, which grows like ln n. It diverges, but only as slowly as a logarithm.
Identity matrix
Ones on the diagonal, zeros elsewhere: the 'do nothing' transform, so IA = A.
Image
The subset of the codomain that some input actually maps to. A function is surjective when its image equals its codomain.
Implication
'If p then q', written p => q, defined as false in only one case (p true, q false) and equal to (not p) or q.
Independence
Two events are independent when learning one changes nothing about the other: P(A | B) = P(A), equivalently P(A and B) = P(A)P(B).
Inductive hypothesis
The assumption that P(k) holds for some arbitrary k, borrowed to build P(k+1). Not the conclusion itself.
Inductive step
The proof that P(k) implies P(k+1) for every k, so each true case forces the next.
Injective
One-to-one: no two different inputs share the same output.
Joint probability
P(A and B), the probability that both events happen together: a single cell of a two-way table.
Kernel
The set of vectors a transformation crushes to the origin, also called the null space. It is nonzero exactly when the determinant is zero, and then the map is not invertible.
KL divergence
The gap between cross-entropy and entropy, D_KL(p || q) = H(p,q) - H(p) >= 0: the extra bits wasted by using q in place of the true p.
Law of large numbers
As the number of samples grows, the empirical histogram and sample mean converge to the true distribution and its expectation.
Learning rate
Alpha: the step size in gradient descent. Too small is slow, too large overshoots and can diverge.
Likelihood
How probable the observed evidence is under a hypothesis, P(B | A). Read as a function of the hypothesis with the data held fixed.
Linear combination
a·v + b·w: scale each vector by a number, then add. The basic move of a vector space.
Linear independence
No vector in a set is a linear combination of the others. In 2-D, the determinant of the pair is nonzero.
Linear transformation
A map of space that keeps grid lines straight, parallel, and evenly spaced and fixes the origin, obeying T(u+v) = T(u)+T(v) and T(cv) = cT(v). Its matrix columns are where the basis vectors land.
Log-likelihood
The logarithm of the likelihood, which turns the product of per-point probabilities into a sum without moving its maximum.
Log-sum-exp
The overflow-proof identity log sum e^(z_j) = m + log sum e^(z_j - m) with m = max z_j, which caps the largest exponentiated term at e^0 = 1.
Logarithm
The inverse of an exponential. log_b(x) is the power b must be raised to to reach x, and counts how many times you can halve.
Logical connective
An operator that builds a larger proposition from smaller ones: negation (not), conjunction (and), disjunction (or), and implication (if-then).
Mantissa
The fraction bits of a float that carry its precision, on top of an implicit leading 1. float32 gives about 7 decimal digits.
Marginal probability
A probability like P(A) obtained by summing the joint over everything you do not care about: a row or column total of the table.
Mathematical induction
A proof that certifies P(n) for all n from two facts: a base case and an inductive step. A finite argument covering infinitely many cases.
Matrix
A rectangle of numbers, m rows by n columns, encoding a linear transformation: each column is where one input axis lands.
Matrix multiplication
C = AB where C[i][j] is row i of A dotted with column j of B. It is function composition, not commutative.
Maximum likelihood estimation
Choosing the parameters that make the observed data most probable under the model. Training is MLE in disguise: MSE assumes Gaussian noise, cross-entropy assumes a categorical output.
Mean
The average of a set of values, their sum divided by the count. The balance point, or center of mass, of the data cloud.
NaN
'Not a Number', the result of undefined operations like infinity minus infinity. It spreads through every later computation it touches.
Negative log-likelihood
The negated log-likelihood, the quantity minimized during training. Minimizing it is the same as maximizing likelihood.
Norm
The length of a vector, the square root of the vector dotted with itself.
Numerical stability
The property of an algorithm that avoids overflow, underflow, and cancellation, for instance by subtracting the max before softmax or working in log-space.
Orthogonal
Perpendicular: two nonzero vectors whose dot product is zero.
Overflow
Exceeding the largest finite value (about 3.4e38 for float32), which yields infinity and can poison later operations into NaN.
Partial derivative
The slope of a multi-input function when you vary one input and hold all the others fixed. Written with a curly d.
Pascal's triangle
The triangle of binomial coefficients where every entry is the sum of the two above it, C(n,k) = C(n-1,k-1) + C(n-1,k). Each row sums to 2^n.
Permutation
An ordered selection of k items from n, P(n,k) = n! / (n-k)!.
Perplexity
The exponential of the cross-entropy, 2^H(p,q): the effective number of equally likely choices the model is unsure among.
Pigeonhole principle
If n items go into m boxes with n > m, some box holds at least two, and more sharply at least ceil(n/m) of them.
Posterior
The updated probability of a hypothesis after incorporating evidence, P(A | B): the output of Bayes' theorem.
Power rule
The derivative of x to the n is n times x to the n minus one.
Principal component analysis
Compressing data by keeping the eigenvectors of its covariance matrix with the largest eigenvalues: the perpendicular directions of maximum variance.
Prior
The probability of a hypothesis before seeing evidence, P(A), such as the base rate of a disease in the population.
Probability density function
For a continuous random variable, f(x) >= 0 gives density, not probability. Probability is the area under it over an interval, and the whole integrates to 1.
Probability distribution
An assignment of a total of 1.0 of probability mass across the values a random variable can take.
Probability mass function
For a discrete random variable, p(x) = P(X = x): the honest probability of each value. The values sum to 1.
Proof by contradiction
A proof that assumes the claim is false, then derives an impossibility, forcing the assumption to have been wrong.
Proposition
A statement that is exactly true or false, with no maybe.
Quantifier
A symbol scoping a claim over a collection: the universal 'for all' (forall) and the existential 'there exists' (exists). Negation swaps the two.
Random variable
A function that maps each outcome to a number, such as the count of heads in three coin flips.
Recursion
A function defined in terms of itself on smaller inputs, with a base case that stops it. The executable mirror of an inductive proof.
Relation
Any set of ordered pairs: a chosen selection of links between elements of two sets, a subset of their Cartesian product.
Rule of product
When a task is a sequence of independent stages, the total number of ways is the product of the per-stage option counts.
Rule of sum
When possibilities split into non-overlapping cases, the total is the sum of the case counts.
Sample space
The set of all possible outcomes of an experiment, written Omega. An event is any subset of it.
Scalar
A single number, used to stretch or flip a vector.
Set
A collection of distinct things, written in curly braces. Order and repeats do not matter.
Set-builder notation
Describing a set by a rule its members satisfy, read as 'the set of x such that ...', rather than listing them.
Softmax
A function turning raw scores (logits) into a probability distribution, softmax(z)_i = e^(z_i) / sum_j e^(z_j). Every entry is non-negative and they sum to 1, so it is a PMF over a vocabulary.
Span
Every linear combination a set of vectors can build: the region they can reach.
Standard deviation
The square root of the variance, sigma: the spread of the data expressed back in its own units.
Strong induction
Induction whose step may assume the whole run of earlier cases P(1) through P(k), not just the immediate predecessor. Equally powerful as ordinary induction.
Summation
Sigma notation for adding a sequence of terms, a for-loop written in one line. sum_{i=1}^{n} a_i adds a_i as i walks from 1 to n.
Surjective
Onto: every element of the codomain is hit by some input.
Surprisal
The information content of an outcome, -log p, measured in bits. Rare events carry more surprise; a sure thing carries none.
Tangent line
The straight line that touches a curve at one point with the same slope: the local linear approximation.
Telescoping sum
A sum where each term splits into pieces that cancel their neighbours, collapsing the whole thing to just its first and last terms.
Truth table
A table listing the truth value of an expression for every combination of its inputs, defining exactly what each connective means.
Underflow
Falling below the smallest representable magnitude, so a value rounds to exactly 0. A long product of probabilities underflows, which is why training sums logs instead.
Uniform distribution
A distribution in which every outcome is equally likely.
Variance
The average squared distance of values from their mean, sigma^2. Squaring stops positive and negative gaps from cancelling.
Vector
An object you can add and scale. Pictured as an arrow from the origin, stored as a list of coordinates.
Well-ordering principle
Every non-empty set of positive integers has a smallest element: the foundation that makes induction valid.
Z-score
A value recast as (x - mu)/sigma, counting how many standard deviations it sits from its mean. Standardizing gives data mean 0 and standard deviation 1 without changing its shape.