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Course Outline

Introduction

This section offers a general overview of when to apply 'machine learning', key considerations, and its implications, including the advantages and disadvantages. It also covers data types (structured/unstructured/static/streamed), data validity and volume, data-driven versus user-driven analytics, statistical models versus machine learning models, the challenges of unsupervised learning, the bias-variance trade-off, iteration and evaluation, cross-validation approaches, and supervised, unsupervised, and reinforcement learning.

MAJOR TOPICS

1. Understanding Naive Bayes

  • Basic concepts of Bayesian methods
  • Probability
  • 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 approach
  • The C5.0 decision tree algorithm
  • Selecting the optimal split
  • Pruning the decision tree

3. Understanding Neural Networks

  • Transitioning from biological to artificial neurons
  • Activation functions
  • Network topology
  • Determining the number of layers
  • The direction of information flow
  • Setting the number of nodes per layer
  • Training neural networks via backpropagation
  • Deep Learning

4. Understanding Support Vector Machines

  • Classification using hyperplanes
  • Identifying 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 objective
  • The k-means clustering algorithm
  • Using distance metrics to assign and update clusters
  • Selecting the appropriate number of clusters

6. Measuring Classification Performance

  • Processing classification prediction data
  • In-depth analysis of confusion matrices
  • Utilizing confusion matrices for performance assessment
  • Performance metrics beyond accuracy
  • The kappa statistic
  • Sensitivity and specificity
  • Precision and recall
  • The F-measure
  • Visualizing performance trade-offs
  • ROC curves
  • Forecasting future performance
  • The holdout method
  • Cross-validation
  • Bootstrap sampling

7. Tuning Stock Models for Enhanced Performance

  • Leveraging caret for automated parameter tuning
  • Constructing a simple tuned model
  • Customizing the tuning workflow
  • Enhancing model performance via meta-learning
  • Understanding ensembles
  • Bagging
  • Boosting
  • Random forests
  • Training random forests
  • Assessing random forest performance

MINOR TOPICS

8. Classification Using Nearest Neighbors

  • The kNN algorithm
  • Distance calculation
  • Selecting an appropriate k value
  • Data preparation for kNN
  • Understanding why the kNN algorithm is lazy

9. Understanding Classification Rules

  • Separate and conquer strategy
  • 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. Regression Trees and Model Trees

  • Incorporating regression into trees

12. Understanding Association Rules

  • The Apriori algorithm for association rule learning
  • Measuring rule interest via support and confidence
  • Constructing rule sets using the Apriori principle

Extras

  • Spark/PySpark/MLlib and Multi-armed bandits

Requirements

Python Knowledge

 21 Hours

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