Update latex-math

Author: giuseppec

latex-math/Makefile

@@ -0,0 +1,34 @@
+MATHRMD=latex-math.Rmd
+MATHPDF=${MATHRMD:%.Rmd=%.pdf}
+
+TEXFILES=$(shell find . -iname "basic-*tex" -o -iname "ml-*tex")
+
+MATHCOMBINED=latex-math-combined.tex
+
+
+.PHONY: all pdf combined help
+all: $(MATHPDF) $(MATHCOMBINED)
+pdf: $(MATHPDF)
+combined: $(MATHCOMBINED)
+help:
+	@echo "Usage: make <target>:\n"
+	@echo "  pdf:      render $(MATHRMD) to $(MATHPDF)"
+	@echo "  combined: create the combined tex file $(MATHCOMBINED)"
+	@echo "  clean:    remove $(MATHPDF) and $(MATHCOMBINED)"
+	@echo "  all:      render $(MATHRMD) to $(MATHPDF) and create the combined tex file $(MATHCOMBINED)"
+	@echo "  help:     show this message"
+
+$(MATHPDF): $(MATHRMD) $(TEXFILES)
+	@echo rendering $<;
+	Rscript -e "rmarkdown::render('latex-math.Rmd')"
+
+$(MATHCOMBINED): $(TEXFILES)
+	@echo creating $@ from $(TEXFILES);
+	Rscript --quiet create-latex-math-combined.R
+
+.PHONY: clean
+clean:
+	@echo Removing $(MATHPDF) if it exists;
+	latexmk -C
+	test -f  $(MATHPDF) && rm  $(MATHPDF)
+	test -f combined-latex-and-math.tex && rm combined-latex-and-math.tex

latex-math/README.md

@@ -7,14 +7,27 @@
 The notation and shortcuts used in latex-files of lectures, papers, ... of the Chair of Statistical Learning and Data Science is defined and maintained in this repository. 
 Notation & shortcuts are split into multiple files depending on subject and can be integrated as needed. 
 
-+ `basic-math`: basic mathematical notation such as mathematical spaces, sums & products, linear algebra, basic probability and statistics
-+ `basic-ml`: basic machine learning notation such as notation for data (x, y), prediction functions, likelihood, loss functions, generalization error
-+ `ml-nn`: neural networks
-+ `ml-svm`: support vector machines
-+ `ml-trees`: decision trees
-+ `ml-interpretable`: IML / xAI
-
-:warning: **Important Usage Note**: If you encounter these files within a lecture or project repository, do not make any changes locally. Go to [slds-lmu/latex-math](https://github.com/slds-lmu/latex-math) and make your changes either directly or via pull request.
+- `basic-math`: Basic mathematical notation such as mathematical spaces, sums & products, linear algebra, basic probability and statistics
+- `basic-ml`: Basic machine learning notation such as notation for data (x, y), prediction functions, likelihood, loss functions, generalization error
+- `ml-ensembles`: Ensemble methods
+- `ml-eval`: Evaluation metrics, resampling
+- `ml-feature-sel`: Feature selection
+- `ml-gp`: Gaussian processes
+- `ml-hpo`: Hyperparameter optimization
+- `ml-infotheory`: Information theory
+- `ml-interpretable`: IML / xAI
+- `ml-mbo`: Model-based optimization / Bayesian optimization
+- `ml-multitarget`: Multi-target learning
+- `ml-nn`: Neural networks
+- `ml-online`:
+- `ml-regu`: Regularization
+- `ml-survival`: Survival analysis
+- `ml-svm`: Support vector machines
+- `ml-trees`: Decision trees
+
+
+:warning: **Important Usage Note**: If you encounter these files within a lecture or project repository, do not make any changes locally.  
+Go to [slds-lmu/latex-math](https://github.com/slds-lmu/latex-math) and make your changes either directly or via pull request.
 Any local changes are assumed to be spurious and *will be overridden* with upstream `slds-lmu/latex-math`.
 
 ## Using the notation
@@ -31,22 +44,34 @@ Note that some of the macros defined here may use additional Latex packages -- a
 \usepackage{mathtools}
 \usepackage{bm}      % basic-ml, ml-gp
 \usepackage{siunitx} % basic-ml
-\usepackage{dsfont}  % basic-math
+\usepackage{dsfont}  % basic-math, not package is called `doublestroke` when installing via tlmgr
 \usepackage{xspace}  % ml-mbo
 \usepackage{xifthen} % ml-interpretable
 ```
 
 See `latex-math.pdf` for all currently defined commands & definitions. 
 
+Note that the file `preamble.tex` contains packages required for `latex-math.Rmd` to be rendered, which are not necessarily all packages you would need in a fresh LaTeX project, since RMarkdown by default includes various required packages already.
+
 ## Updating / adding files
 
 - A new shortcut / notation that falls into the scope of one of the existing files should be added in the respective file with a short description.
 - Multiple shortcuts / notations belonging to another major subject should be summarized in a new .tex file. 
 - **ALWAYS** check if a command is already contained in one of the files - overwriting a command might result in compiling errors.  
 - **ALWAYS recompile `latex-math.Rmd` if you add new commands so it is kept up-to-date and to check that you have committed all the changes your notation requires to work.**
+- If you add a new file, make sure it is added as an `include` in the header of `latex-math.Rmd` such that it is included in the rendered preview
 
-To ensure recompilation is not forgotten, please install the pre-commit hook:
+## Building
+
+Use the included `Makefile` to render `latex-math.pdf` and to create the combined .tex file `latex-math-combined.tex`:
 
 ```sh
-cp service/pre-commit-check-pdf .git/hooks/pre-commit
+Usage: make <target>:
+
+  pdf:      render latex-math.Rmd to latex-math.pdf
+  combined: create the combined tex file latex-math-combined.tex
+  clean:    remove latex-math.pdf and latex-math-combined.tex
+  all:      render latex-math.Rmd to latex-math.pdf and create the combined tex file latex-math-combined.tex
+  help:     show this message
 ```
+

latex-math/basic-math.tex

@@ -20,10 +20,10 @@
 
 % basic math stuff
 \newcommand{\xt}{\tilde x} % x tilde
-\DeclareMathOperator*{\argmax}{arg\,max} % argmax
-\DeclareMathOperator*{\argmin}{arg\,min} % argmin
-\newcommand{\argminlim}{\mathop{\mathrm{arg\,min}}\limits} % argmax with limits
-\newcommand{\argmaxlim}{\mathop{\mathrm{arg\,max}}\limits} % argmin with limits
+\newcommand{\argmin}{\mathop{\mathrm{arg\,min}}} % argmin
+\newcommand{\argmax}{\mathop{\mathrm{arg\,max}}} % argmax
+\newcommand{\argminlim}{\argmin\limits} % argmin with limits
+\newcommand{\argmaxlim}{\argmax\limits} % argmax with limits
 \newcommand{\sign}{\operatorname{sign}} % sign, signum
 \newcommand{\I}{\mathbb{I}} % I, indicator
 \newcommand{\order}{\mathcal{O}} % O, order

latex-math/basic-ml.tex

@@ -112,6 +112,8 @@
 
 % prior probabilities
 \newcommand{\pik}[1][k]{\pi_{#1}} % pi_k, prior
+\newcommand{\pih}{\hat{\pi}} % pi hat, estimated prior (binary classification)
+\newcommand{\pikh}[1][k]{\hat{\pi}_{#1}} % pi_k hat, estimated prior
 \newcommand{\lpik}[1][k]{\log \pi_{#1}} % log pi_k, log of the prior
 \newcommand{\pit}{\pi(\thetav)} % Prior probability of parameter theta
 
@@ -136,7 +138,9 @@
 
 % probababilistic
 \newcommand{\bayesrulek}[1][k]{\frac{\P(\xv | y= #1) \P(y= #1)}{\P(\xv)}} % Bayes rule
-\newcommand{\muk}{\bm{\mu_k}} % mean vector of class-k Gaussian (discr analysis)
+\newcommand{\muv}{\bm{\mu}} % expectation vector of Gaussian
+\newcommand{\muk}[1][k]{\bm{\mu_{#1}}} % mean vector of class-k Gaussian (discr analysis)
+\newcommand{\mukh}[1][k]{\bm{\hat{\mu}_{#1}}} % estimated mean vector of class-k Gaussian (discr analysis)
 
 % residual and margin
 \newcommand{\eps}{\epsilon} % residual, stochastic

latex-math/create-latex-math-combined.R

@@ -0,0 +1,17 @@
+# Find all .tex files starting with `basic-` or `ml-`
+# !! If new file prefixes are added, they must be added to the regex pattern
+texfiles <- list.files(pattern = "(ml|basic)-.*\\.tex")
+
+combined <- vapply(seq_along(texfiles), \(i) {
+  lines <- readLines(texfiles[[i]])
+  chunk <- paste(lines, collapse = "\n")
+  chunk <- paste0(chunk, "\n")
+
+  paste(
+    sprintf("%% ------------- %s -------------", basename(texfiles[[i]])),
+    chunk,
+    sep = "\n\n"
+  )
+}, character(1))
+
+writeLines(combined, "latex-math-combined.tex")