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Course Outline

Machine Learning

Introduction to Machine Learning

  • Applications of machine learning
  • Supervised versus unsupervised learning
  • Machine learning algorithms
    • Regression
    • Classification
    • Clustering
    • Recommender Systems
    • Anomaly Detection
    • Reinforcement Learning

Regression

  • Simple and Multiple Regression
    • Least Squares Method
    • Estimating Coefficients
    • Assessing the Accuracy of Coefficient Estimates
    • Assessing Model Accuracy
    • Post-Estimation Analysis
    • Other Considerations in Regression Models
    • Qualitative Predictors
    • Extensions of Linear Models
    • Potential Issues
    • Bias-variance trade-off (under-fitting/over-fitting) for regression models

Resampling Methods

  • Cross-Validation
  • The Validation Set Approach
  • Leave-One-Out Cross-Validation
  • k-Fold Cross-Validation
  • Bias-Variance Trade-Off for k-Fold
  • The Bootstrap

Model Selection and Regularisation

  • Subset Selection
    • Best Subset Selection
    • Stepwise Selection
    • Choosing the Optimal Model
  • Shrinkage Methods/Regularisation
    • Ridge Regression
    • Lasso and Elastic Net
  • Selecting the Tuning Parameter
  • Dimension Reduction Methods
    • Principal Components Regression
    • Partial Least Squares

Classification

Logistic Regression

  • The Logistic Model Cost Function
  • Estimating Coefficients
  • Making Predictions
  • Odds Ratio
  • Performance Evaluation Matrices
    • Sensitivity/Specificity/PPV/NPV
    • Precision
    • ROC Curve
  • Multiple Logistic Regression
  • Logistic Regression for >2 Response Classes
  • Regularised Logistic Regression

Linear Discriminant Analysis

  • Using Bayes' Theorem for Classification
  • Linear Discriminant Analysis for p=1
  • Linear Discriminant Analysis for p>1

Quadratic Discriminant Analysis

K-Nearest Neighbours

  • Classification with Non-Linear Decision Boundaries

Support Vector Machines

  • Optimisation Objective
  • The Maximal Margin Classifier
  • Kernels
  • One-Versus-One Classification
  • One-Versus-All Classification

Comparison of Classification Methods

Deep Learning

Introduction to Deep Learning

Artificial Neural Networks (ANNs)

  • Biological neurons and artificial neurons
  • Non-linear Hypothesis
  • Model Representation
  • Examples and Intuitions
  • Transfer Function/Activation Functions
  • Typical Classes of Network Architectures
    • Feedforward ANN
    • Multi-layer Feedforward Networks
  • Backpropagation Algorithm
  • Backpropagation – Training and Convergence
  • Functional Approximation with Backpropagation
  • Practical and Design Issues of Backpropagation Learning

Deep Learning

  • Artificial Intelligence and Deep Learning
  • Softmax Regression
  • Self-Taught Learning
  • Deep Networks
  • Demos and Applications

Lab:

Getting Started with R

  • Introduction to R
  • Basic Commands and Libraries
  • Data Manipulation
  • Importing and Exporting Data
  • Graphical and Numerical Summaries
  • Writing Functions

Regression

  • Simple and Multiple Linear Regression
  • Interaction Terms
  • Non-Linear Transformations
  • Dummy Variable Regression
  • Cross-Validation and the Bootstrap
  • Subset Selection Methods
  • Penalisation (Ridge, Lasso, Elastic Net)

Classification

  • Logistic Regression, LDA, QDA, and KNN
  • Resampling and Regularisation
  • Support Vector Machine

Notes:

  • For machine learning algorithms, case studies will be used to discuss their application, advantages, and potential issues.
  • Analysis of different datasets will be performed using R.

Requirements

  • Basic knowledge of statistical concepts is desirable

Audience

  • Data scientists
  • Machine learning engineers
  • Software developers with an interest in AI
  • Researchers working on data modelling
  • Professionals seeking to apply machine learning in business or industry contexts
 21 Hours

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