Useful reviews for our class:
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):
Notes. Linear Algebra:
http://www.cs.mcgill.ca/~dprecup/courses/ML/Materials/linalg-review.pdf
Notes. Probability Theory:
https://www.cs.mcgill.ca/~dprecup/courses/ML/Materials/prob-review.pdf