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Course Outline

1. Grasping Classification via Nearest Neighbors

  • The kNN algorithm
  • Computing distance
  • Selecting an optimal k
  • Preparing data for kNN application
  • Why is the kNN algorithm considered lazy?

2. Grasping Naive Bayes

  • Core concepts of Bayesian methods
  • Probability
  • Joint probability
  • Conditional probability with Bayes' theorem
  • The Naive Bayes algorithm
  • Naive Bayes classification
  • The Laplace estimator
  • Utilizing numeric features with Naive Bayes

3. Grasping Decision Trees

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

4. Grasping Classification Rules

  • Separate and conquer
  • The One Rule algorithm
  • The RIPPER algorithm
  • Deriving rules from decision trees

5. Grasping Regression

  • Simple linear regression
  • Ordinary least squares estimation
  • Correlations
  • Multiple linear regression

6. Grasping Regression Trees and Model Trees

  • Incorporating regression into trees

7. Grasping 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

8. Grasping Support Vector Machines

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

9. Grasping Association Rules

  • The Apriori algorithm for association rule learning
  • Measuring rule interest – support and confidence
  • Constructing a set of rules with the Apriori principle

10. Grasping Clustering

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

11. Evaluating 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

12. Tuning Stock Models for Enhanced Performance

  • Utilizing caret for automated parameter tuning
  • Constructing 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

13. Deep Learning

  • Three Classes of Deep Learning
  • Deep Autoencoders
  • Pre-trained Deep Neural Networks
  • Deep Stacking Networks

14. Discussion of Specific Application Areas

 21 Hours

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