What problem does it solve? Answering "why does this ML method work" requires rigorous derivations that are easy to get wrong or hand-wave. This Skill provides a structured workflow for producing mathematically rigorous, well-notated explanations and proofs of machine learning theory, with explicit assumptions and labeled rigor levels. ## Core Features & Use Cases - Step-by-step derivations: Backpropagation, optimizer update rules (SGD, momentum, Adam/AdamW), loss functions, attention/softmax math, and diffusion objectives with every symbol defined before use. - Theory coverage: Probability and statistics (MLE/MAP, bias-variance), optimization theory (convexity, convergence), information theory (entropy, KL divergence), and learning theory (generalization, PAC intuition). - Rigor discipline: Each step is labeled as proof, informal argument, or empirical fact, with sanity checks on shapes and limiting cases, plus citations to authoritative references like Goodfellow and Boyd. - Use Case: Ask why cross-entropy pairs with softmax on logits, and receive a full derivation from the likelihood, a gradient computation, intuition, and the practical implication for numerical stability. ## Quick Start Ask the agent to derive the backpropagation update rule for a two-layer network and explain why Adam's bias correction matters.