<p>Know linear algebra well, say, at the level of Peter Lax' book (start with the first 9 chapters). Also, some basic real analysis and probability theory should be a good place to start.</p>

CC BY-SA 4.0
2020-12-22T02:35:44.873Z
2020-12-22T02:35:44.873Z
Joe Shmo
<p>I am planning to join a CS Ph.D. program in 6 months. My topics of research will be in the area of Reinforcement Learning and Game Theory. Even though I have a good grasp of these two topics’ applications and empirical side, I struggle with the theory a lot when reading papers. For example, It is taking me a lot of time to understand the regret analysis of advanced Bandits. I have taken most of the essential math courses during my undergrad, including Differential + Integral + Multivariate calculus, Linnear Algebra, Probability, Stat, etc. But I feel most of those courses did not go deep enough. So I want to revisit some of my undergrad math and would also like to learn additional topics. Given my area of Ph.D., I would like to know the essential math topics I should study in the next six months to have a good grasp on the theoretical side and do well in graduate-level courses consistent with such a Ph.D.</p>

CC BY-SA 4.0
2020-12-22T17:48:13.580Z
I don't have a good answer but I would suggest to just deep dive into, say 10, relevant papers. And by deep dive I mean you being able to reconstruct the proofs on paper and really understand it. Nothing will beat that. Any tools that you don't know can be looked upon on a need to know basis.
karmanaut
<soft-question><advice-request><career>
What math courses should I revisit to prepare for a CS Ph.D. (Reinforcement learning and Game Theory)?
Fahim
# What math courses should I revisit to prepare for a CS Ph.D. (Reinforcement learning and Game Theory)?

(Asked by: username_0 on 2020-12-21)

I am planning to join a CS Ph.D. program in 6 months. My topics of research will be in the area of Reinforcement Learning and Game Theory. Even though I have a good grasp of these two topics’ applications and empirical side, I struggle with the theory a lot when reading papers. For example, It is taking me a lot of time to understand the regret analysis of advanced Bandits. I have taken most of the essential math courses during my undergrad, including Differential + Integral + Multivariate calculus, Linnear Algebra, Probability, Stat, etc. But I feel most of those courses did not go deep enough. So I want to revisit some of my undergrad math and would also like to learn additional topics. Given my area of Ph.D., I would like to know the essential math topics I should study in the next six months to have a good grasp on the theoretical side and do well in graduate-level courses consistent with such a Ph.D.

**Tags:** soft-question, advice-request, career

> **Comments:**
> **username_1**: I don't have a good answer but I would suggest to just deep dive into, say 10, relevant papers. And by deep dive I mean you being able to reconstruct the proofs on paper and really understand it. Nothing will beat that. Any tools that you don't know can be looked upon on a need to know basis.  

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## 1 answers

### Answer by username_2 on 2020-12-22. Score: 4

Know linear algebra well, say, at the level of Peter Lax' book (start with the first 9 chapters). Also, some basic real analysis and probability theory should be a good place to start.


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