μ (mu)	mean value, a measure of location
π, Π (pi)	lower-case: ratio of circumference to diameter for a circle; upper-case: product operator
σ, Σ (sigma)	as a variable: standard deviation (lower-case) or covariance matrix (upper-case), measuring dispersion; as an operator: summation
AIC	Akaike (pronounced "A-kye-ih-key") Information Criterion
ANOVA	ANalysis Of VAriance
AUC	Area Under the Curve (typically the ROC curve)
BIC	Bayesian Information Criterion
C_p	Colin Mallow's selection criterion for 'p' predictors
CEO	Chief Executive Officer
CSV	Comma Separated Values
CV	Cross Validation
df	degrees of freedom
DOI	Digital Object Identifier
EM	Expectation Maximization
ESL	The Elements of Statistical Learning
F	A variable that arises as the ratio of two chi-squared variables; named for Ronald Fisher, as in F statistic, F distribution, F test
FN	False Negative [Actual = Positive; Prediction = Negative]
FP	False Positive [Actual = Negative; Prediction = Positive]
GAM	Generalized Additive Model
GLM	Generalized Linear Model
HTTP	Hyper Text Transfer Protocol
ISBN	International Standard Book Number
ISL	Introduction to Statistical Learning
ISLR	An Introduction to Statistical Learning with Applications in R
ISSN	International Standard Serial Number
K	A variable that represents a count; e.g. K Nearest Neighbor, K Fold Cross Validation, K Means
KNN	K Nearest Neighbor
l0, l1, l2	Lesbegue space, where the norm is defined as the "p"-th root of the sum of abolute values raised to the "p"-th power
LASSO	Least Absolut Shrinkage and Selection Operator
LDA	Linear Discriminant Analysis
log	logarithm [base is 'e' (Euler's number), unless specified otherwise]
MASS	Modern Applied Statistics with S
ML	Machine Learning
MLP	Multi-Layer Perceptron
MNIST	Modified National Institute of Standards and Technology data
MSE	Mean Squared Error
n	A variable that represents the number of observations in a sample
NaN	Not a Number
NCI	National Cancer Institute
NLL	Negative Log Likelihood
OJ	Orange Juice
OOB	Out Of Bag
p	A variable that represents the number of predictors
p value	the probability of a false rejection of the null hypothesis
PCA	Principal Components Analysis
PCR	Principal Components Regression
PLS	Partial Least Squares
PVE	Proportion of Variance Explained
QDA	Quadratic Discriminant Analysis
R	A freeware version of the S language for statistical analysis by Robert and Ross (Robert Gentleman and Ross Ihaka)
R^2	A measure of error reduction for a model (compared to the null model, with no predictors)
ROC	Receiver Operating Characteristic
RSE	Residual Standard Error
RSS	Residual Sum of Squares
S	A language for statistical analysis
SGD	Stochastic Gradient Descent
SSE	Sum of Squared Errors
SVD	Singular Value Decomposition
SVM	Support Vector Machine
t	A variable often used for a test statistic, as in t statistic, t distribution, t test
^T	Transpose: an 'n' x 'p' matrix is changed to a 'p' x 'n' matrix by exchanging the row and column indices; i.e. element[i,j] becomes element[j,i]
TN	True Negative [Actual = Negative; Prediction = Negative]
TP	True Positive [Actual = Positive; Prediction = Positive]
TSS	Total Sum of Squares
TSV	Tab Separated Values
US	United States
USA	United States of America