All topics
87 topics across 20 fields. Each one states its assumptions, proves what it claims, and says explicitly what is not proven. Fields are ordered by dependency: everything below a field assumes what is above it.
Foundations
Mathematical Foundations
3 topics · 12 problems
Linear algebra, matrix calculus and the analysis prerequisites every later section silently assumes.
- Linear Algebra for Machine LearningFoundations
Inner products, orthogonal projection, the spectral theorem, the SVD and the matrix norms that every later bound is written in.
- Multivariable and Matrix CalculusFoundations
Gradients, Jacobians, Hessians and Taylor expansion, set up so that backpropagation and every smoothness assumption later are routine.
- Analysis PrerequisitesFoundations
Suprema, limits, Lipschitz continuity, compactness and the two or three analysis facts that the probability and optimisation proofs quietly rely on.
Probability
Probability
3 topics · 10 problems
Probability spaces, expectation, conditional expectation and the four modes of convergence, stated precisely.
AssumesFoundations
- Probability Spaces and Random VariablesFoundations
The measure-theoretic setup, stated once and precisely, so that later statements about independence, conditioning and convergence have something to mean.
- Expectation, Variance and Conditional ExpectationCore
Expectation as an integral, the variance identities used in every bias–variance computation, and conditional expectation as an orthogonal projection.
- Modes of Convergence, LLN and CLTCore
The four notions of convergence for random variables, which implications hold between them, and the two limit theorems everything downstream depends on.
High-Dimensional Probability
5 topics · 28 problems
Sub-Gaussian and sub-exponential tails, concentration inequalities, nets, and the geometry of random vectors in large dimension.
AssumesProbability
- Sub-Gaussian and Sub-Exponential Random VariablesAdvanced
Orlicz norms, moment generating functions and the equivalent characterisations that make "has a Gaussian-like tail" a usable hypothesis.
- Concentration InequalitiesAdvanced
Markov to McDiarmid, each with its hypotheses, a complete proof, an interpretation and the regime in which it is the right tool.
- High-Dimensional Geometry and Concentration of the NormAdvanced
Why a Gaussian vector lives on a thin shell, why random directions are nearly orthogonal, and why almost all of a sphere's volume sits near any equator.
- Nets, Covering Numbers and Metric EntropyGraduate
How to reduce a supremum over an infinite set to a maximum over a finite one, and what that reduction costs.
- The Johnson–Lindenstrauss LemmaGraduate
A complete proof that random projection to O(log N / eps^2) dimensions preserves all pairwise distances, with the dimension requirement, the geometry and the limits of the result.
Random Matrix Theory
2 topics · 9 problems
Spectral norms of random matrices, singular value bounds, Wishart ensembles and the Marchenko–Pastur law.
AssumesHigh-Dim Probability
- Spectral Norm of Random MatricesGraduate
The net-plus-concentration argument that gives the sqrt(n) + sqrt(p) bound, and the semicircle law for Wigner matrices.
- Sample Covariance and the Marchenko–Pastur LawGraduate
What the spectrum of an empirical covariance matrix looks like when the dimension is comparable to the sample size, and why that breaks classical statistics.
High-Dimensional Statistics
2 topics · 10 problems
Estimation when the dimension grows with the sample size: covariance estimation, sparsity, the lasso and minimax rates.
AssumesHigh-Dim ProbabilityRandom Matrices
- Covariance Estimation and Sample ComplexityGraduate
How many samples are needed to estimate a covariance matrix in operator norm, and what the answer says about the curse of dimensionality.
- Sparse Recovery, Compressed Sensing and the LassoResearch
Restricted isometry, restricted eigenvalues, the lasso error bound, and why sparsity turns an impossible problem into a tractable one.
Optimization
Optimization
2 topics · 12 problems
Convex sets and functions, smoothness, strong convexity, and complete convergence proofs for gradient descent.
AssumesFoundations
- Convex Sets, Convex Functions, Smoothness and Strong ConvexityCore
The four properties that every convergence theorem quantifies over, with the equivalences and the counterexamples that show they are genuinely different.
- Gradient Descent and Its Convergence RatesAdvanced
Four complete convergence proofs — convex, strongly convex, non-smooth and non-convex — with the exact assumptions each one needs.
Advanced Optimization
4 topics · 17 problems
Proximal and projected methods, duality, acceleration, Newton and quasi-Newton methods, with Lyapunov analyses.
AssumesOptimization
- Lagrangian Duality and the KKT ConditionsAdvanced
Weak and strong duality, Slater's condition, and the five KKT conditions — set up so that the SVM derivation is a direct application.
- Projected, Proximal and Constrained First-Order MethodsGraduate
Projection, the proximal operator, mirror descent and Frank–Wolfe, and the single inequality that makes all of their proofs work.
- Momentum and Nesterov AccelerationGraduate
Heavy ball, Nesterov's method, the estimate-sequence proof of the O(1/t^2) rate, and why acceleration is fragile.
- Newton, Quasi-Newton and Conjugate GradientGraduate
Local quadratic convergence, the BFGS update, L-BFGS memory, and why second-order methods are rare in deep learning.
SGD & Optimization Dynamics
2 topics · 12 problems
Stochastic approximation, step-size schedules, variance reduction, adaptive methods and their convergence guarantees.
AssumesOptimizationProbability
- SGD — Convergence Under Every Standard AssumptionGraduate
Convex, strongly convex and non-convex SGD; constant versus decaying steps; Robbins–Monro; and the difference between expected and high-probability guarantees.
- Adaptive Methods and Variance ReductionGraduate
AdaGrad, RMSProp, Adam and AdamW derived from their design goals, plus SVRG and SAGA and what each one actually guarantees.
Theory
Statistical Learning Theory
3 topics · 16 problems
Empirical risk minimisation, uniform convergence, VC dimension, Rademacher complexity and PAC guarantees.
AssumesHigh-Dim Probability
- Empirical Risk Minimisation and Uniform ConvergenceGraduate
Why minimising training error can work, why it needs a uniform bound, and the finite-class and PAC guarantees that follow.
- VC Dimension, Sauer's Lemma and Rademacher ComplexityGraduate
The two standard measures of a hypothesis class's capacity, with complete proofs of Sauer's lemma and the Rademacher generalisation bound.
- Bias–Variance, Interpolation and Double DescentGraduate
The exact decomposition, the classical U-curve, the second descent past the interpolation threshold, and what is proved about each.
Why Does Deep Learning Optimization Work?
1 topics · 7 problems
What is actually proven about training deep networks — and, stated just as carefully, what is not.
Models
Classical Machine Learning
6 topics · 32 problems
Linear and logistic regression, nearest neighbours, kernels and RKHS, support vector machines, trees and ensembles.
AssumesOptimizationProbability
- Linear, Ridge and Lasso RegressionCore
The normal equations as orthogonal projection, the exact bias and variance of ridge, and why the unbiased estimator is rarely the best one.
- Logistic RegressionCore
The log-likelihood, its convexity, the Hessian as a weighted Gram matrix, and what happens when the data is separable.
- Nearest Neighbours and the Curse of DimensionalityAdvanced
Consistency of k-NN, the exact rate under smoothness, and the concentration argument that explains why it fails in high dimension.
- Trees, Bagging and BoostingAdvanced
Impurity and greedy splitting, the exact variance algebra behind bagging, and boosting derived as functional gradient descent.
- Kernels, RKHS and the Representer TheoremGraduate
Positive definite kernels, the reproducing property, a complete proof of the representer theorem, and kernel ridge regression.
- Support Vector Machines — Complete DerivationGraduate
Hard and soft margin, the Lagrangian, every KKT condition interpreted, both duals derived in full, the kernel trick, and the margin generalisation bound.
Deep Learning Mathematics
3 topics · 18 problems
Approximation theory, backpropagation as reverse-mode differentiation, convolutions, recurrence and transformers.
AssumesClassical MLOptimization
- Approximation Theory and BackpropagationAdvanced
Universal approximation with its exact hypotheses, why it says nothing about learnability, and backpropagation as reverse-mode differentiation on a computational graph.
- Convolution, Recurrence and NormalisationAdvanced
Equivariance as the defining property of convolution, the Fourier view, the vanishing-gradient computation for RNNs, and the LSTM gating equations derived from it.
- The Mathematics of TransformersGraduate
Attention derived from scratch, why the scaling is 1/sqrt(d_k), multi-head as a low-rank sum, positional encodings, residual and normalisation placement, and the exact complexity.
Modern AI / LLM Mathematics
3 topics · 14 problems
Autoregressive factorisation, cross-entropy, attention at scale, preference optimisation and scaling laws.
AssumesDeep Learning
- Language Modelling, Cross Entropy and PerplexityGraduate
The autoregressive factorisation, maximum likelihood as KL minimisation, what perplexity measures, and where the entropy floor comes from.
- RLHF, Bradley–Terry and DPOResearch
The preference model, the KL-regularised RL objective, its closed-form optimum, and the algebra that turns it into a supervised loss.
- Scaling Laws, Fine-Tuning and In-Context LearningResearch
The compute-optimal allocation computation, LoRA's rank argument, and what is actually known about how in-context learning works.
Fine-Tuning Mathematics
3 topics · 11 problems
Adapting a pretrained model: the low-rank hypothesis behind LoRA, the memory arithmetic that decides what fits on your GPU, and what is actually known about forgetting.
AssumesLLMsOptimization
- Low-Rank AdaptationAdvanced
LoRA's parameterisation, why B starts at zero and the update is scaled by α/r, and the low-rank hypothesis that the method rests on but does not prove.
- The Memory Arithmetic of TrainingAdvanced
Sixteen bytes per trainable parameter, the activation bill, and why checkpointing every √L layers is exactly the right thing to do.
- Forgetting and RegularisationGraduate
Where the quadratic penalty in elastic weight consolidation comes from, why the Fisher information is the right curvature, and what the derivation assumes that deep networks violate.
RAG Mathematics
3 topics · 16 problems
Embeddings, similarity geometry, approximate nearest-neighbour search, and retrieval as a latent-variable model.
AssumesLLMsHigh-Dim Probability
- Embedding Geometry and SimilarityGraduate
Cosine, dot product and Euclidean distance and the exact relations between them; why high-dimensional near-orthogonality is what makes retrieval possible; and the maximum-of-N problem that limits it.
- Vector Search — Exact and Approximate Nearest NeighboursGraduate
The complexity of exact search, why tree methods fail in high dimension, and the mathematics of LSH, IVF, product quantisation and HNSW.
- Retrieval as a Latent-Variable ModelResearch
RAG written as marginalisation over a latent document, the exact decomposition of its error, and why retrieval failures propagate rather than average out.
Agentic AI Mathematics
3 topics · 11 problems
Tool-using agents as decision processes: how per-step error compounds over a trajectory, the bandit view of tool selection, and what inference-time search buys.
- Error Compounding in Agent TrajectoriesAdvanced
Per-step reliability raised to the power of the horizon — why 95% per step is a failing agent, and what majority voting does and does not repair.
- Inference-Time Search and Best-of-nGraduate
What sampling more candidates actually buys — exponentially decaying failure for linear cost, an unbiased pass@k estimator, and the exact KL price of best-of-n.
- Tool Selection and RegretGraduate
An agent choosing among tools is running a bandit — and the logarithmic regret of UCB tells you exactly what exploration is worth.
Systems
Quantization Mathematics
3 topics · 11 problems
Number formats, rounding error and its propagation, the Hessian-weighted objective behind GPTQ, and why a handful of outlier features breaks naive INT8.
AssumesDeep LearningFoundations
- Uniform Quantization and Its ErrorAdvanced
Affine quantizers, the exact error bound, the additive-noise model that is not a theorem, and the clipping–resolution trade-off.
- Hessian-Aware RoundingGraduate
Rounding each weight to the nearest grid point is not optimal — the layer-wise reconstruction objective has a closed-form correction, and that is what GPTQ computes.
- Outlier Features and Scale MigrationGraduate
A handful of activation channels with huge magnitudes wrecks per-tensor quantization — and an exact diagonal invariance lets you move the difficulty somewhere it hurts less.
LLM Ops & Inference Mathematics
3 topics · 11 problems
Serving arithmetic: arithmetic intensity and the roofline, KV-cache growth, batching and queueing, and the acceptance algebra of speculative decoding.
AssumesLLMs
- Inference Arithmetic and the RooflineAdvanced
Why prefill is compute-bound and decode is memory-bound, derived from the FLOP and byte counts of a transformer forward pass.
- KV Cache, Batching and Little's LawAdvanced
The memory equation that decides how many sequences fit, and why static batching wastes a logarithmically growing fraction of the GPU.
- Speculative DecodingGraduate
A draft model proposes, the target model verifies — and a rejection-sampling argument makes the output distribution exactly the target's, with no approximation.
AI System Design
15 topics · 16 problems
The mathematics of putting a model into production: Little’s law and the utilisation wall, tail latency under fan-out, parallelism and collective-communication cost models, caching, load balancing, availability and cost per token.
AssumesLLM OpsProbability
- What a Serving System Must GuaranteeCore
The vocabulary the rest of this field is written in — offered load, utilisation, throughput, concurrency and latency percentiles — defined precisely enough to compute with.
- Little's Law and the Capacity of a Serving SystemCore
The one identity that holds for any queueing system whatsoever — L = λW — proved from an area argument, and the sizing rules that follow from it.
- Queueing and the Utilisation WallAdvanced
Why latency diverges like 1/(1−ρ) as a server approaches saturation, derived exactly for M/M/1 and M/G/1, and why variance costs as much as load.
- Tail Latency and Fan-Out AmplificationAdvanced
Why a request that touches a hundred machines is slow even when every machine is fast, and what hedging buys — derived from the distribution of a maximum.
- Scaling Limits — Amdahl, Gustafson and the Coherency PenaltyAdvanced
Three models of what happens when you add machines: a hard ceiling, an escape from it, and the case where throughput actually falls.
- Sizing a Serving Cluster End to EndAdvanced
Putting Little's law, the KV-cache budget and the utilisation wall together into a single sizing formula, and reading off which constraint actually binds.
- Caching — Hit Rates, Zipf and the Working SetAdvanced
What a cache of a given size actually buys under realistic popularity skew, and why prefix caching is governed by a different quantity than object caching.
- Load Balancing and the Power of Two ChoicesAdvanced
Why sampling two servers and taking the shorter queue is exponentially better than sampling one, and why least-outstanding-requests beats round robin for variable work.
- Availability, Redundancy and Correlated FailureAdvanced
The arithmetic of nines — why chains multiply, why replicas help less than they look like they should, and the floor that correlated failure puts under any amount of redundancy.
- The Economics of Serving — Cost per TokenAdvanced
Deriving unit cost from hardware price, throughput and utilisation, and the exact price of a tighter latency target.
- The Cost of Collective CommunicationGraduate
The alpha–beta model, and why a ring all-reduce moves a bounded amount of data per node no matter how many nodes there are.
- Splitting a Model Across DevicesGraduate
Data, tensor and pipeline parallelism compared by the one quantity that decides between them — bytes communicated per FLOP of useful work.
- Scheduling, Admission Control and FairnessGraduate
Why shortest-remaining-first minimises mean latency, what it costs the long requests, and why a bounded queue is a feature rather than a limitation.
- Autoscaling — Delay, Overshoot and Standing HeadroomGraduate
Why a scaling loop with a delay must keep spare capacity it never uses, and exactly how long a system stays behind after a load step.
- Rollout, Canaries and Online ExperimentsGraduate
How much traffic a canary needs before it can detect a regression, why stopping when the result looks good inflates the error rate, and what a guardrail suite costs in sensitivity.
AI Systems Engineering
18 topics · 0 problems
Building the system around the model: gateways, rate limiting and quota, the Model Context Protocol, tool loops, semantic caching, GPU routing, cold starts, data pipelines, drift detection, evaluation harnesses and observability.
AssumesAI Systems
- The Anatomy of an AI SystemCore
Everything a request passes through besides the model: the components, what each one owns, and why the boundaries fall where they do.
- API Design for Model EndpointsCore
Streaming, deadlines, cancellation, idempotency and versioning — the parts of a model API that are hard to change once anyone depends on them.
- Gateways, Authentication and QuotaAdvanced
What belongs in the gateway and what does not, how tenancy is resolved, and why quota and rate limiting are different mechanisms with different failure modes.
- Rate Limiting AlgorithmsAdvanced
Token bucket, sliding window and GCRA, what each actually guarantees, and the two problems unique to limiting an LLM: metering tokens you have not generated yet, and doing it across many instances.
- The Model Context ProtocolAdvanced
What MCP standardises, the three server primitives and what controls each, the message shapes on the wire, and the security properties a host must enforce because the protocol cannot.
- Semantic CachingAdvanced
Answering a question you have answered before when it is not phrased the same way — the threshold that decides it, the cost of getting it wrong, and what must never be cached.
- Autoscaling and Cold StartsAdvanced
Why a GPU replica takes minutes to become useful, what that does to a scaling policy, and the four techniques that shorten it.
- Guardrails and Safety LayersAdvanced
Input and output checks around the model, what each can and cannot catch, and why the precision/recall trade is a product decision rather than a threshold.
- Data Pipelines and LineageAdvanced
The pipeline that feeds a model — ingestion, validation, chunking, embedding, indexing — and the lineage records that make "why did it answer that?" a question with an answer.
- Reliability PatternsAdvanced
Timeouts, retries, jitter, circuit breakers, bulkheads and graceful degradation — and the arithmetic showing why an unbudgeted retry policy amplifies an outage.
- Observability for AI SystemsAdvanced
Tracing a request through prefill, tools and retrieval; accounting for tokens and cost per tenant; and keeping prompts out of your logs.
- Vector Search InfrastructureAdvanced
Index types and what each trades, the recall/latency dial, filtering, freshness and sharding.
- Deployment and RolloutAdvanced
Shipping a model change: the registry, shadow traffic, canaries, and why a config change deserves more caution than a code change.
- Tool Loops in ProductionGraduate
The agent loop as a piece of software: schema design, validation, parallelism, truncation, side effects and the termination conditions that stop it running forever.
- GPU Routing and Cache AffinityGraduate
Choosing which replica serves a request when the replicas are not interchangeable — prefix affinity, queue-aware placement, LoRA multiplexing and draining.
- Inference Server ArchitectureGraduate
The software inside a replica: the scheduler loop, continuous batching, paged KV memory, preemption, and what disaggregating prefill from decode buys.
- Drift DetectionGraduate
What PSI actually measures, how to monitor an embedding distribution, and how to detect quality regressions when the labels arrive weeks late or never.
- Evaluation HarnessesGraduate
Turning "is it good?" into a test suite that runs in CI — golden sets, graders, the failure modes of LLM-as-judge, and why a passing eval on a changed config proves nothing.