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Course Outline

Introduction

This section offers a comprehensive overview of the appropriate contexts for applying 'machine learning', key considerations, and underlying concepts, including advantages and limitations. It covers datatypes (structured/unstructured/static/streamed), data validity and volume, the distinction between data-driven and user-driven analytics, comparisons between statistical and machine learning models, challenges in unsupervised learning, the bias-variance trade-off, iteration and evaluation, cross-validation approaches, and the paradigms of supervised, unsupervised, and reinforcement learning.

MAJOR TOPICS

1. Grasping Naive Bayes

  • Foundational 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. Grasping Decision Trees

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

3. Grasping Neural Networks

  • Transitioning from biological to artificial neurons
  • Activation functions
  • Network architecture
  • Determining the number of layers
  • Direction of information flow
  • Number of nodes per layer
  • Training neural networks using backpropagation
  • Deep Learning

4. Grasping Support Vector Machines

  • Classification utilizing hyperplanes
  • Maximizing the margin
  • Handling linearly separable data
  • Handling non-linearly separable data
  • Applying kernels for non-linear spaces

5. Grasping Clustering

  • Clustering as a machine learning objective
  • The k-means clustering algorithm
  • Assigning and updating clusters using distance metrics
  • Determining the optimal number of clusters

6. Evaluating Classification Performance

  • Working with classification prediction datasets
  • Examining confusion matrices in detail
  • Utilizing confusion matrices for performance assessment
  • Metric alternatives 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. Optimizing Stock Models for Enhanced Performance

  • Automated parameter tuning with caret
  • Constructing a simple tuned model
  • Customizing the tuning workflow
  • Boosting model performance via meta-learning
  • Comprehending ensembles
  • Bagging
  • Boosting
  • Random forests
  • Training random forests
  • Assessing random forest performance

MINOR TOPICS

8. Grasping Classification via Nearest Neighbors

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

9. Grasping Classification Rules

  • The separate-and-conquer approach
  • The One Rule algorithm
  • The RIPPER algorithm
  • Deriving rules from decision trees

10. Grasping Regression

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

11. Grasping Regression Trees and Model Trees

  • Integrating regression into trees

12. Grasping Association Rules

  • The Apriori algorithm for association rule learning
  • Measuring rule interest via support and confidence
  • Constructing rule sets using the Apriori principle

Extras

  • Spark/PySpark/MLlib and Multi-armed bandits

Requirements

Python Proficiency

 21 Hours

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