>With higher level frameworks like Keras, how necessary is this?
I would wager that you've heard this line before, but it all depends on the particulars of what you are trying to do. If you want to develop a first principles understanding of what's going on its probably important. It will be less important if you just need to see the empirical performance of n established method on your new dataset.
>but have fallen flat on my face when learning the theory behind more complicated algorithms, e.g. Hessians from Andrew Ng's class
Reading in between the lines, maybe this is a question about Newton's method? One of the general strategies shared between software development and "mathematical" (for lack of a better word) science and engineering is to reduce a complex problem to a known use case. If you've got a grasp on linear regression, take a look at Newton's method in this case. You may be pleasantly surprised to see that the Hessian is constant. This might make it easier to make the connection to relevant topics such as the convergence rate of the method and the connection to the uncertainty in the fit.
I would wager that you've heard this line before, but it all depends on the particulars of what you are trying to do. If you want to develop a first principles understanding of what's going on its probably important. It will be less important if you just need to see the empirical performance of n established method on your new dataset.
>but have fallen flat on my face when learning the theory behind more complicated algorithms, e.g. Hessians from Andrew Ng's class
Reading in between the lines, maybe this is a question about Newton's method? One of the general strategies shared between software development and "mathematical" (for lack of a better word) science and engineering is to reduce a complex problem to a known use case. If you've got a grasp on linear regression, take a look at Newton's method in this case. You may be pleasantly surprised to see that the Hessian is constant. This might make it easier to make the connection to relevant topics such as the convergence rate of the method and the connection to the uncertainty in the fit.