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Course Outline

Introduction

This section offers a comprehensive overview of when to apply 'machine learning,' key considerations, and fundamental definitions, including advantages and disadvantages. Topics cover data types (structured, unstructured, static, streamed), data validity and volume, data-driven versus user-driven analytics, and the distinctions between statistical models and machine learning models. It also addresses challenges in unsupervised learning, the bias-variance trade-off, iteration and evaluation processes, cross-validation strategies, and the differences between supervised, unsupervised, and reinforcement learning.

MAJOR TOPICS

1. Understanding Naive Bayes

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

2. Understanding Decision Trees

  • Divide and conquer strategy
  • The C5.0 decision tree algorithm
  • Selecting the optimal split
  • Pruning decision trees

3. Understanding Neural Networks

  • From biological neurons to artificial neurons
  • Activation functions
  • Network topology
  • Determining the number of layers
  • Direction of information flow
  • Node count per layer
  • Training neural networks via backpropagation
  • Deep Learning concepts

4. Understanding Support Vector Machines

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

5. Understanding Clustering

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

6. Measuring Performance for Classification

  • Working with classification prediction data
  • In-depth analysis of confusion matrices
  • Using confusion matrices to assess performance
  • Beyond accuracy – alternative performance measures
  • The kappa statistic
  • Sensitivity and specificity
  • Precision and recall
  • The F-measure
  • Visualizing performance trade-offs
  • 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 Nearest Neighbors

  • The kNN algorithm
  • Calculating distance
  • Selecting an appropriate k
  • Preparing data for use with kNN
  • Why the kNN algorithm is lazy

9. Understanding Classification Rules

  • Separate and conquer approach
  • 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

  • Incorporating regression into trees

12. Understanding Association Rules

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

Extras

  • Spark/PySpark/MLlib and Multi-armed bandits

Requirements

Knowledge of Python

 21 Hours

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