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Course Outline

Introduction

This section offers a general overview of when to utilise 'machine learning', the factors to consider, and what it encompasses, including the advantages and disadvantages. Topics include 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 with Bayes' theorem
  • The naive Bayes algorithm
  • The 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 travel
  • The number of nodes in each layer
  • Training neural networks with 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 measures of performance
  • The kappa statistic
  • Sensitivity and specificity
  • Precision and recall
  • The F-measure
  • Visualizing performance tradeoffs
  • 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 the nearest neighbors

  • 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 with the Apriori principle

Extras

  • Spark/PySpark/MLlib and Multi-armed bandits

Requirements

Knowledge of Python

 21 Hours

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