Book. Mathematics review from Chapter 2
and 3 of
Deep Learning (the book).
Book. Alternatively there is a recent book on the topic Mathematics for Machine Learning. I would suggest being comfortable with Chapters 2 and 6.
Video. Khan Academy -- Linear Algebra (Study "Vectors and spaces" and "Matrix transformations", you can skip "more deterrminnant depth")
Video. Khan Academy -- Probability and Statistics (You can skip "Basic set operations" and "Experimental probability")
More advanced reviews (mostly beyond the scope of our class):