Recommendations for maths courses choice to study AI
Mathematical analysis III
  


Probably overkill, but it depends on the actual content. You will need some multivariate analysis (partial derivatives, Jacobians, Hessians), but I suspect it's already in the first two courses.


  
  Combinatorics and Graphs II
  


Maybe not specifically for AI, but in general it should be a useful course for a computer scientist. Again, it may depend on the actual program; if it is set up as a very abstract course then it may be overkill.


  
  Set theory
  


Not so useful. Probably more abstract stuff that you'll ever need as a computer scientist.


  
  Numerical mathematics
  


Very useful. Matrix computations, stability and the floating point model, basic root-finding and optimization algorithms... That's all stuff that you will probably need.
 I'm surprised that it is not mandatory for a computer scientist (but I work in that area, so maybe I'm biased).


  
  Algebra II
  


Not so useful. Probably more abstract stuff that you'll ever need as a computer scientist.

Other courses: look out for a course on optimization (it might also fall in the "numerical mathematics" category). Neural networks are based on optimization/fitting algorithms.