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Course Outline

Introduction

This section offers a general overview of when to apply machine learning, the key considerations involved, and the underlying meaning of the discipline, including its advantages and disadvantages. Topics covered include data types (structured/unstructured/static/streamed), data validity and volume, data-driven versus user-driven analytics, and the comparison between statistical models and machine learning models. Additional challenges such as unsupervised learning, the bias-variance trade-off, iteration and evaluation processes, cross-validation approaches, and the distinctions between supervised, unsupervised, and reinforcement learning are also addressed.

MAJOR TOPICS

1. Understanding naive Bayes

  • Core concepts of Bayesian methods
  • Probability theory
  • Joint probability
  • Conditional probability using Bayes' theorem
  • The naive Bayes algorithm
  • Naive Bayes classification
  • The Laplace estimator
  • Applying numeric features with naive Bayes

2. Understanding decision trees

  • Divide and conquer strategy
  • The C5.0 decision tree algorithm
  • Selecting the optimal split
  • Pruning the decision tree

3. Understanding neural networks

  • Transition from biological to artificial neurons
  • Activation functions
  • Network topology
  • Number of layers
  • Direction of information flow
  • Number of nodes per layer
  • Training neural networks via backpropagation
  • Deep Learning

4. Understanding Support Vector Machines

  • Classification using hyperplanes
  • Finding the maximum margin
  • Handling linearly separable data
  • Handling non-linearly separable data
  • Utilizing kernels for non-linear spaces

5. Understanding clustering

  • Clustering as a machine learning task
  • The k-means clustering algorithm
  • Using distance metrics for cluster assignment and updates
  • Determining the appropriate number of clusters

6. Measuring performance for classification

  • Working with classification prediction data
  • In-depth look at confusion matrices
  • Using confusion matrices to assess performance
  • Beyond accuracy – other performance metrics
  • The kappa statistic
  • Sensitivity and specificity
  • Precision and recall
  • The F-measure
  • Visualizing performance trade-offs
  • ROC curves
  • Estimating future performance
  • The holdout method
  • Cross-validation
  • Bootstrap sampling

7. Tuning stock models for better performance

  • Using caret for automated parameter tuning
  • Creating a simple tuned model
  • Customizing the tuning process
  • Improving model performance with meta-learning
  • Understanding ensembles
  • Bagging
  • Boosting
  • Random forests
  • Training random forests
  • Evaluating random forest performance

MINOR TOPICS

8. Understanding classification using nearest neighbors

  • The kNN algorithm
  • Calculating distance
  • Selecting an appropriate k
  • Preparing data for use with kNN
  • Why is the kNN algorithm lazy?

9. Understanding classification rules

  • Separate and conquer approach
  • The One Rule algorithm
  • The RIPPER algorithm
  • Deriving rules from decision trees

10. Understanding regression

  • Simple linear regression
  • Ordinary least squares estimation
  • Correlations
  • Multiple linear regression

11. Understanding regression trees and model trees

  • Incorporating regression into trees

12. Understanding association rules

  • The Apriori algorithm for association rule learning
  • Measuring rule interest – support and confidence
  • Building a set of rules using the Apriori principle

Extras

  • Spark/PySpark/MLlib and Multi-armed bandits

Requirements

Knowledge of Python

 21 Hours

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