Course Outline
Machine learning
Introduction to Machine Learning
- Applications of machine learning
- Supervised Versus Unsupervised Learning
- Machine Learning Algorithms
- Regression
- Classification
- Clustering
- Recommender System
- Anomaly Detection
- Reinforcement Learning
Regression
- Simple & Multiple Regression
- Least Square Method
- Estimating the Coefficients
- Assessing the Accuracy of the Coefficient Estimates
- Assessing the Accuracy of the Model
- Post Estimation Analysis
- Other Considerations in the Regression Models
- Qualitative Predictors
- Extensions of the Linear Models
- Potential Problems
- Bias-variance trade off [under-fitting/over-fitting] for regression models
Resampling Methods
- Cross-Validation
- The Validation Set Approach
- Leave-One-Out Cross-Validation
- k-Fold Cross-Validation
- Bias-Variance Trade-Off for k-Fold
- The Bootstrap
Model Selection and Regularization
- Subset Selection [Best Subset Selection, Stepwise Selection, Choosing the Optimal Model]
- Shrinkage Methods/ Regularization [Ridge Regression, Lasso & Elastic Net]
- Selecting the Tuning Parameter
- Dimension Reduction Methods
- Principal Components Regression
- Partial Least Squares
Classification
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Logistic Regression
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The Logistic Model cost function
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Estimating the Coefficients
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Making Predictions
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Odds Ratio
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Performance Evaluation Matrices
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[Sensitivity/Specificity/PPV/NPV, Precision, ROC curve etc.]
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Multiple Logistic Regression
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Logistic Regression for >2 Response Classes
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Regularized Logistic Regression
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Linear Discriminant Analysis
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Using Bayes’ Theorem for Classification
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Linear Discriminant Analysis for p=1
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Linear Discriminant Analysis for p >1
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Quadratic Discriminant Analysis
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K-Nearest Neighbors
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Classification with Non-linear Decision Boundaries
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Support Vector Machines
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Optimization Objective
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The Maximal Margin Classifier
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Kernels
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One-Versus-One Classification
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One-Versus-All Classification
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Comparison of Classification Methods
Introduction to Deep Learning
ANN Structure
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Biological neurons and artificial neurons
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Non-linear Hypothesis
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Model Representation
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Examples & Intuitions
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Transfer Function/ Activation Functions
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Typical classes of network architectures
Feed forward ANN.
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Structures of Multi-layer feed forward networks
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Back propagation algorithm
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Back propagation - training and convergence
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Functional approximation with back propagation
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Practical and design issues of back propagation learning
Deep Learning
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Artificial Intelligence & Deep Learning
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Softmax Regression
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Self-Taught Learning
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Deep Networks
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Demos and Applications
Lab:
Getting Started with R
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Introduction to R
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Basic Commands & Libraries
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Data Manipulation
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Importing & Exporting data
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Graphical and Numerical Summaries
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Writing functions
Regression
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Simple & Multiple Linear Regression
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Interaction Terms
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Non-linear Transformations
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Dummy variable regression
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Cross-Validation and the Bootstrap
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Subset selection methods
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Penalization [Ridge, Lasso, Elastic Net]
Classification
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Logistic Regression, LDA, QDA, and KNN,
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Resampling & Regularization
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Support Vector Machine
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Resampling & Regularization
Note:
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For ML algorithms, case studies will be used to discuss their application, advantages & potential issues.
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Analysis of different data sets will be performed using R
Requirements
Basic knowledge of statistical concepts is desirable.
Testimonials
We have gotten a lot more insight in to the subject matter. Some nice discussion were made with some real subjects within our company.
Sebastiaan Holman
The training provided the right foundation that allows us to further to expand on, by showing how theory and practice go hand in hand. It actually got me more interested in the subject than I was before.
Jean-Paul van Tillo
I really enjoyed the coverage and depth of topics.
Anirban Basu
way of conducting and example given by the trainer
ORANGE POLSKA S.A.
Possibility to discuss the proposed issues yourself