Theoretical & Applied Mathematics for Deep Learning, Machine Learning and AI

Comprehensive books are always better than short-term online courses.

(Required)

Algebra:
Linear Algebra Done Right, S. Axler
Matrix Analysis and Applied Linear Algebra, Carl D. Meyer
Linear Algebra & Its Applications, David C. Lay

Probability:
A first course in Probability, Sheldon Ross
Probability & Random Processes, Grimmett & Stirzaker
A User's Guide to Measure Theoretic Probability, David Pollard

Statistics:
All of Statistics, L Wasserman
Elements of Large Sample Theory, Lehmann

An Introduction to Generalised Linear Models, Dobson
Generalised Linear Models, McCullagh & Nelder
Statistical Inference, Casella & Berger
Monte Carlo Statistical Methods, Robert & Casella
Bayesian Data Analysis, Gelman

Numerical Optimisation:
Numerical Optimisation, Nocedal & Wright
Introduction to Linear Optimisation, Bertsimas
Convex Optimisation, Boyd
Practical Optimisation, Antoniou & Lu
Practical Optimisation, Gill & Murray & Wright

Multivariable Calculus:
Vector Calculus, Linear Algebra and Differential Forms - A Unified Approach, Hubbard
Advanced Calculus,  Loomis & Sternberg


(Optional)

Functional Analysis:
Introductory Functional Analysis with Applications, Kreyszig
Functional Analysis, Rudin

Information Theory:

A Mathematical Theory of Communication,  Shannon, July 1948

Information Theory, Inference, and Learning Algorithms,  David Mackay
Elements of Information Theory,  Cover & Thomas
Symbols, Signals and Noise: The Nature and Process of Communication, Pierce 

Matrix Theory:
Matrix Computation, Golub & Loan
Matrix Analysis, Horn & Johnson

Numerical Analysis:
Numerical Methods for Scientist and Engineers, Hamming
Numerical Methods for Engineers, Chapra & Canale
Analysis and Numerical Methods, Issacson & Keller

Real Analysis:
Real and Complex Analysis, Rudin
Principles of Mathematical Analysis, Rudin
Understanding Analysis, Abbott

Combinatorial Optimisation:
Combinatorial Optimisation Algorithms and Complexity, Papadimitriou & Steiglitz
Combinatorial Optimisation Polyhedra and Efficiency, Alexander Schrijver
Combinatorial Optimisation , Korte & Vygen

Graph Theory:
Introduction to Graph Theory, Douglas West
Graduate Text in Mathematics Graph Theory, Reinhard Diestel
Graduate Texts in Mathematics Modern Graph Theory, Bollobas
Graph Theory with Applications, Bondy & Murty

Discrete Mathematics:
Discrete Mathematics and Its Applications, Rosen

Probabilistic Graphical Models:
Probabilistic Graphical Models Principles and Techniques, Koller & Friedman
Bayesian Reasoning and Machine Learning, David Barber