Letter | Name | Common use |
|---|
α, β | alpha, beta | learning rate, coefficients |
γ | gamma | discount factor (RL) |
δ, Δ | delta | small change, difference |
ε | epsilon | small number, error |
θ | theta | parameters (ML models) |
λ | lambda | regularization, eigenvalue |
μ | mu | mean |
σ | sigma | standard deviation |
Σ | Sigma (capital) | summation |
π | pi | 3.14159... |
ω, Ω | omega | sample point / sample space |
Why does mathematics use Greek letters?
Historical reasons: Ancient Greece is the birthplace of Western mathematics (Euclid, Pythagoras, Archimedes, etc.), and later mathematicians inherited this tradition. Additionally, when the 26 letters of the English alphabet are not enough, Greek letters provide more options.
Complete Greek Alphabet
Lowercase | Uppercase | Name | Common uses in math/ML |
|---|
α | Α | alpha | learning rate, significance level |
β | Β | beta | coefficients, type II error |
γ | Γ | gamma | discount factor; Γ = gamma function |
δ | Δ | delta | small change; Δ = difference/change |
ε | Ε | epsilon | small number, error |
ζ | Ζ | zeta | (less common) |
η | Η | eta | learning rate |
θ | Θ | theta | parameters; Θ = big-theta notation |
ι | Ι | iota | (rarely used) |
κ | Κ | kappa | condition number |
λ | Λ | lambda | eigenvalue, regularization; Λ = diagonal matrix of eigenvalues |
μ | Μ | mu | mean |
ν | Ν | nu | (avoid - looks like v) |
ξ | Ξ | xi | random variable (less common) |
ο | Ο | omicron | (avoid - looks like o/O) |
π | Π | pi | 3.14159...; Π = product |
ρ | Ρ | rho | correlation, density |
σ | Σ | sigma | std deviation; Σ = summation |
τ | Τ | tau | time constant, Kendall's tau |
υ | Υ | upsilon | (rarely used) |
φ/ϕ | Φ | phi | activation function, golden ratio; Φ = cumulative normal distribution |
χ | Χ | chi | χ² distribution |
ψ | Ψ | psi | wave function (physics) |
ω | Ω | omega | sample point; Ω = sample space, ohm |
Δ, Σ, Π, Φ, Ω, Θ, Λ, Γ are the most common capital letters, and other capital letters are rarely used (because they are too similar to Latin letters).
For common ML notations, refers to https://www.cs.cmu.edu/~mgormley/courses/ml-primer/notation.html