I just started doing my Masters in AI this year after finishing a CS bachelor, and am intending to most likely continue on with a PhD in ML/DL (if I can). The problem is, now that I'm finally getting deep into studying ML/DL materials I'm finding that my math skills are really not good enough.
To give a specific example, I just started reading Machine Learning: A Probabilistic Perspective. Prior to picking this up, I also looked at the wildly praised Bishop's Pattern Recognition and the Elements of Statistical Learning, but it felt that the book I picked best matched the things I don't know about / want to learn.
But just as I'm working through the probability refresher chapter, I'm starting to feel my usual "I should know more about this" feeling. To be extra specific, just the mention of student's/laplace/gamma/beta distributions are something I never experienced in my previous studies. Or things like multi-variate distributions. Or even something like hypothesis testing is something that was almost untouched during my undergrad.
To give another example, I've been trying to catch up on the recent DL papers and most of the time I don't have trouble with the math, but last week I was reading the Wasserstein GAN paper and just a mention of Lipschitz continuity makes me feel like a first year undergrad.
There are many more things I could list, but you probably get the general idea.
To put this in more perspective, my undergrad was quite math-ish, yet there are things that clearly weren't covered, or they were and I have no intuition of them. There also aren't really any more courses I can take that teach more of the advanced stuff without actually taking classes with the math majors at a different faculty.
The reason I'm saying all of this, is that I can't really imagine myself finishing my thesis next year and going into a PhD where it might be expected of me to write a paper like the WGAN one.
I'm not sure how this compares to US, though I asked my professor at a deep learning seminar and he basically said that he knows of one university in Switzerland that teaches DL with lots of applied theory, and that otherwise there isn't really any course I can take to learn the more advanced stuff in probability / linear algebra / calculus.
For example, in my two probability courses we covered stuff like basic probability theory, and then moved on to markov chains, bits of queue theory, bits of poisson processes. But looking at the ML: A Prob Perspective book, it feels as if I had only taken the most basic probability theory. In Linear algebra, we did all the basic stuff, all the fun decompositions (SVD, QR, LU), eigenvalues, orthogonal matrices, etc., but we didn't touch any vector calculus, and I don't really have any intuition for any of the more advanced stuff, other than understanding the definitions/proofs. As for calculus, we kinda ended with Lagrange multipliers and did a bit about theory of metric spaces, but again, reading most of the papers, I feel like knowing what a Jacobian is is the only useful thing I know.
Any tips on how I should continue? What books to read? What online courses to take? What videos to watch?