A hands-on machine learning primer for social scientists : math, algorithms and code

This paper addresses the steep learning curve in Machine Learning faced by non-computer scientists, particularly social scientists, stemming from the absence of a primer on its fundamental principles. I adopt a pedagogical strategy inspired by the adage ”once you understand OLS, you can work your way up to any other estimator,” and apply it to Machine Learning. Focusing on a single-hidden-layer artificial neural network, the paper discusses its mathematical underpinnings, including the pivotal Universal Approximation Theorem - an essential ”existence theorem”. The exposition extends to the algorithmic exploration of solutions, specifically through “feed forward” and “back-propagation”, and rounds up with the practical implementation in Python. The objective of this primer is to equip readers with a solid elementary comprehension of first principles and fire some trailblazers to the forefront of AI and causal machine learning.