having read a little bit of the book, it seems you should also take these standard math courses in parallel:
- Calc 1,2,3
-Differential Equations
- Geometric Algebra
while they may not have direct bearing on the ML topic, Calc 3 in particular works with vectors, surfaces and volumes and Differential Equations can lead to Partial Differential Equations which also does a lot with surfaces and volumes. It doesn't hurt to know more math. Geometric Algebra brings together many of the vector and tensor concepts that again may help in understanding some of the transformations that are done.
Set theory is important as a means to learn mathematical proof using the set definitions as a basis. Proof becomes more important as you move up the chain to Group Theory, Abstract Algebra, Pointset Topology and then Abstract.
When I was a Physics student I jumped into Abstract topology as a junior and was overwhelmed by the definitions and the proofs. At the time, I thought my understanding of proofs from HS Geometry would get me through. Nope. I would get lost is the nested nature of the definitions and found I couldn't prove a thing.
I guess I thought Abstract Topology would have more in common with the popular rubber sheet topology but its all very theoretical. My prof was kind and gave me some leeway, knowing that I was not a math major but that was more than forty years ago.
There's a book called All the Math You Missed but Need to Know for Graduate School by Prof Thomas Garrity
https://www.amazon.com/dp/1009009192/?tag=pfamazon01-20
that might help here too. It summarizes some of the courses I mentioned earlier as chapters in the book ie Point Set topology, linear algebra, calculus 1,2,3, abstract algebra, and parts of geometric algebra in the form of differential forms.