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Course Outline

Introduction

This section offers a general overview of when to apply 'machine learning', key considerations, and what it entails, including its advantages and limitations. It covers data types (structured/unstructured/static/streamed), data validity and volume, data-driven versus user-driven analytics, statistical models versus machine learning models, challenges in unsupervised learning, the bias-variance trade-off, iteration and evaluation, cross-validation approaches, and the distinctions between 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
  • Using numeric features with Naive Bayes

2. Understanding Decision Trees

  • Divide and conquer
  • The C5.0 decision tree algorithm
  • Choosing the best split
  • Pruning the decision tree

3. Understanding Neural Networks

  • From biological to artificial neurons
  • Activation functions
  • Network topology
  • The number of layers
  • The direction of information flow
  • The number of nodes in each layer
  • Training neural networks using backpropagation
  • Deep Learning

4. Understanding Support Vector Machines

  • Classification with hyperplanes
  • Finding the maximum margin
  • The case of linearly separable data
  • The case of non-linearly separable data
  • Using kernels for non-linear spaces

5. Understanding Clustering

  • Clustering as a machine learning task
  • The k-means algorithm for clustering
  • Using distance to assign and update clusters
  • Choosing the appropriate number of clusters

6. Measuring Performance for Classification

  • Working with classification prediction data
  • A closer look at confusion matrices
  • Using confusion matrices to measure performance
  • Beyond accuracy – other performance measures
  • The kappa statistic
  • Sensitivity and specificity
  • Precision and recall
  • The F-measure
  • Visualising 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
  • Customising 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 the Nearest Neighbours

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

9. Understanding Classification Rules

  • Separate and conquer
  • The One Rule algorithm
  • The RIPPER algorithm
  • 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

  • Adding regression to 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

Python Knowledge

 21 Hours

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