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 Duration 21 hours

Course Outline

Introduction

This section offers a foundational overview of when to apply 'machine learning', the key considerations involved, and the broader implications, including its advantages and limitations. It covers data types (structured/unstructured/static/streamed), data validity/volume, the distinction between data-driven and user-driven analytics, the comparison between statistical and machine learning models, the challenges of unsupervised learning, the bias-variance trade-off, iterative evaluation, cross-validation strategies, and the paradigms of supervised/unsupervised/reinforcement learning.

MAJOR TOPICS

1. Understanding naive Bayes

  • Fundamental concepts of Bayesian methods
  • Probability theory
  • Joint probability
  • Conditional probability via Bayes' theorem
  • The naive Bayes algorithm
  • Naive Bayes classification
  • The Laplace estimator
  • Incorporating numeric features into naive Bayes

2. Understanding decision trees

  • The divide and conquer approach
  • The C5.0 decision tree algorithm
  • Selecting optimal splits
  • Pruning decision trees

3. Understanding neural networks

  • The evolution from biological to artificial neurons
  • Activation functions
  • Network architecture
  • Determining the number of layers
  • The flow of information
  • Configuring node counts per layer
  • Training neural networks via backpropagation
  • Deep Learning

4. Understanding Support Vector Machines

  • Classification utilizing hyperplanes
  • Identifying the maximum margin
  • Scenarios involving linearly separable data
  • Scenarios involving non-linearly separable data
  • Employing kernels for non-linear spaces

5. Understanding clustering

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

6. Measuring performance for classification

  • Interpreting classification prediction data
  • In-depth analysis of confusion matrices
  • Assessing performance using confusion matrices
  • Exploring performance metrics beyond accuracy
  • The kappa statistic
  • Sensitivity and specificity
  • Precision and recall
  • The F-measure
  • Visualizing performance trade-offs
  • ROC curves
  • Predicting future performance
  • The holdout method
  • Cross-validation
  • Bootstrap sampling

7. Tuning stock models for better performance

  • Automating parameter tuning with caret
  • Constructing a basic tuned model
  • Customizing the tuning workflow
  • Enhancing model performance through meta-learning
  • Grasping the concept of ensembles
  • Bagging
  • Boosting
  • Random forests
  • Training random forests
  • Assessing random forest performance

MINOR TOPICS

8. Understanding classification using the nearest neighbors

  • The kNN algorithm
  • Distance calculation
  • Selecting an appropriate k value
  • Data preparation for kNN
  • The lazy nature of the kNN algorithm

9. Understanding classification rules

  • The 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
  • Correlation analysis
  • Multiple linear regression

11. Understanding regression trees and model trees

  • Integrating regression into tree structures

12. Understanding association rules

  • The Apriori algorithm for learning association rules
  • Measuring rule significance – support and confidence
  • Constructing rule sets based on the Apriori principle

Extras

  • Spark/PySpark/MLlib and Multi-armed bandits

Requirements

Python Knowledge

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