TITLE: Does set theory help understand machine learning or make new machine learning algorithms?
QUESTION [6 upvotes]: When I was in a university, I didn't major in math but took some math classes. However, I dropped out of math classes pretty quick.
Some person recommended that I learn some set theory because it'll help me with Machine Learning . He recommended a book named Naive Set Theory by Halmos
Other people say it's not going to help much because set theory lives on a far higher abstraction level than mathematics used in machine learning do.
Since I don't know math well, I can't judge who's right.
Can anyone tell me how set theory is going to help me with machine learning ?

REPLY [3 votes]: TL;DR : Set theory is a good thing to know , but there is more math out there which is actually critical for Machine Learning

You should probably learn Math in this order :
1) Pick up this OR this and flirt with the sections on proofs , set theory and its notations , functions , combinatorics , graphs ; till the time you feel comfortable solving a simple non-trivial problem . Do not pick up books like Halmos , please , -- not discrediting the book in any way - just not required here .
2) Learn Single Variable Calculus from here and here . Once you understand the intuition behind it , pick up a standard textbook and solve a lot of problems .
3) Learn a bit of Multi-Variable Calculus from here
4) Learn Linear Algebra from Strang . Ah ! the joys of learning from Strang . Seriously . You can do yourself no further good . Hop around to other MOOCs like this one . 
5) Learn Probability and Statistics , IMO the most important math field required for ML . There are already pretty good resources and answers on the net , so will not repeat.
6) Learn how to apply statistics , probability theory to real-world problems intuitively by learning Data Mining and doing competitions on Kaggle
7) Take up Ng's Wonderful Course and embark on a hard yet fun journey of ML
Hope this helps :)
Disclaimer : I am not a ML Researcher , only a CS undergrad who has studied ML and is now working on a ML-based paper under a professor ; so it is possible that the order might vary according to your mileage