Basic vector and matrix operations. The first half of a typical freshman linear algebra course is more than enough. But like I said, there is a matrix review in the beginning, so if you're willing to study those extra lectures, then almost no prior knowledge is needed.

Also being able to take derivatives helps in a couple of places, but is not necessary.

Some calculus and linear algebra. The majority is linear algebra.

Haven't done the course, but from the preview of the videos, they cover the math you need and it's just basic, high-school level knowledge of linear algebra.