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Course Outline

Introduction

This section offers a broad overview of when to employ 'machine learning', the critical considerations involved, and its overall significance, 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, the challenges of unsupervised learning, the bias-variance trade-off, iterative evaluation, cross-validation strategies, and the distinctions between supervised, unsupervised, and reinforcement learning.

MAJOR TOPICS

1. Understanding naive Bayes

  • Foundational concepts of Bayesian methods
  • Probability theory
  • Joint probability
  • Conditional probability and Bayes' theorem
  • The naive Bayes algorithm
  • Classification using naive Bayes
  • 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

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

4. Understanding Support Vector Machines

  • Classification using hyperplanes
  • Determining the maximum margin
  • Handling linearly separable data
  • Handling non-linearly separable data
  • Applying kernels for non-linear spaces

5. Understanding clustering

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

6. Measuring performance for classification

  • Processing classification prediction data
  • In-depth analysis of confusion matrices
  • Evaluating performance with confusion matrices
  • 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

  • Leveraging caret for automated parameter tuning
  • Developing a simple tuned model
  • Customizing the tuning workflow
  • Enhancing model performance through meta-learning
  • Understanding 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
  • Correlations
  • Multiple linear regression

11. Understanding regression trees and model trees

  • Integrating regression into tree structures

12. Understanding association rules

  • The Apriori algorithm for association rule mining
  • Evaluating rule relevance via support and confidence
  • Generating rule sets using the Apriori principle

Extras

  • Spark/PySpark/MLlib and Multi-armed bandits

Requirements

Proficiency in Python

 21 Hours

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