Machine learning

Machine Learning

An introduction to machine learning, from data preparation, regression and classification to model selection, trees and ensembles, clustering, neural networks and responsible deployment.

  • Introductory
  • 91 lessons
  • Free

About this course

Machine learning builds models from data. Most often the model is a prediction rule fitted to past examples and judged by how well it predicts new cases, while other methods find structure in unlabeled data or learn from rewards which actions to take. It is useful when a decision depends on something not yet known that can be predicted from recorded examples, such as a delivery time, an equipment failure or next week’s demand. This course starts by turning a practical question into a learning task and preparing data without leaking information, then covers regression and classification, model selection and uncertainty, margin methods, trees and ensembles, clustering, neural networks, convolutional networks, text and sequence models, recommendations and forecasting, reinforcement learning and responsible use, and it ends with three projects.

The videos are coming out one at a time, in course order. Every lesson already has its own page with precise definitions, a worked example for each key term and a few exercises with answers, so you can read ahead of the videos.

The reference sheet collects the definitions, formulas, metrics and algorithms unit by unit, with the assumptions each one needs and links to the lessons that explain them.

The course is self-contained. School algebra, functions, coordinates, powers and logarithms are enough to start. The vectors, matrices, derivatives, probability and statistics the methods need are taught in the course itself, mostly in the Linear Algebra and Calculus for Learning and Probability and Statistical Reasoning units, and eigenvectors and the singular value decomposition are introduced with principal component analysis. Basic Python helps, and the Python Arrays and Tables for Machine Learning lesson introduces the NumPy arrays and pandas tables the course works with, but this is not a programming course.

Other courses on the site are optional further study, not prerequisites. Linear Algebra I develops projections, least squares, eigenvalues and the singular value decomposition in full, and Calculus does the same for derivatives and the chain rule. Introduction to Probability goes further into random variables, distributions and limit theorems, and Statistics into estimation, confidence intervals, hypothesis tests and regression. Multivariate Statistical Analysis treats principal components, discriminant analysis and cluster analysis as statistical methods built on mean vectors and covariance matrices.

Good to know first

  • School arithmetic and algebra
  • Functions and coordinates
  • Powers and logarithms
  • Basic Python is helpful but not required

Course outline

1 of 91 lessons are on YouTube so far. Each lesson is one video. Open a unit to see its lessons, or follow a lesson for its definitions and examples.

  1. Learning Problems, Data, and a First Model

    1 of 10 lessons on YouTube
    Open the Learning Problems, Data, and a First Model unit page

    Learning Tasks and Data Tables

    1. Video 1

      machine learning, supervised learning, regression, classification, unsupervised learning, reinforcement learning, baseline and prediction versus causation

    2. Video 2

      feature, target, label, unit of observation, prediction time, prediction horizon, data schema and target leakage

      Builds on What Is Machine Learning?.

    3. Video 3

      NumPy array, pandas DataFrame, array shape, indexing and slicing, array axis, elementwise multiplication, broadcasting and notebook

      Builds on Features, Targets, and Prediction Time. Also uses basic Python variables and functions.

    Splitting Data Honestly

    1. Video 4

      training set, validation set, test set, model parameter, hyperparameter, constant baseline, generalization and deployment population

      Builds on What Is Machine Learning?, Features, Targets, and Prediction Time and Python Arrays and Tables for Machine Learning.

    2. Video 5

      data leakage, information boundary, random row split, group split, temporal split, duplicate leakage and preprocessing leakage

      Builds on Features, Targets, and Prediction Time, Python Arrays and Tables for Machine Learning and Training, Validation, and Test Sets.

    Data Quality and Feature Preparation

    1. Video 6

      exploratory data analysis, data quality, empirical distribution, mean, median, quantile, histogram and outlier

      Builds on Features, Targets, and Prediction Time, Python Arrays and Tables for Machine Learning, Training, Validation, and Test Sets and Data Leakage and Honest Splitting.

    2. Video 7

      missing value, missing completely at random, missing at random, missing not at random, imputation, missingness indicator, complete-case analysis and missing target

      Builds on Exploratory Data Analysis and Data Quality and Data Leakage and Honest Splitting.

    3. Video 8

      feature scaling, standardization, standard deviation, min-max scaling, train-only fit, one-hot encoding, ordinal category and unknown category

      Builds on Python Arrays and Tables for Machine Learning, Data Leakage and Honest Splitting and Missing Data and Reliable Imputation.

    A First Model and Overfitting

    1. Video 9

      k-nearest neighbors, Euclidean distance, majority vote, k-nearest neighbor regression, number of neighbors and tie-breaking rule

      Builds on Python Arrays and Tables for Machine Learning, Training, Validation, and Test Sets, Data Leakage and Honest Splitting and Feature Scaling and Categorical Encoding. Also uses points on a coordinate plane and the Pythagorean theorem.

    2. Video 10

      overfitting, underfitting, model complexity, training error, validation error and memorizing predictor

      Builds on Training, Validation, and Test Sets, Data Leakage and Honest Splitting and K-Nearest Neighbors.

  2. Linear Algebra and Calculus for Learning

    4 lessons coming soon
    Open the Linear Algebra and Calculus for Learning unit page

    Linear Algebra for Predictions

    1. Video 11

      feature vector, dot product, matrix, design matrix, matrix-vector product, intercept column and linear prediction

      Builds on Python Arrays and Tables for Machine Learning and K-Nearest Neighbors.

    2. Video 12

      Euclidean norm, orthogonal projection, span, column space, linear independence, rank, singular matrix and conditioning

      Builds on Vectors, Matrices, and Linear Predictions.

    Calculus for Optimization

    1. Video 13

      derivative, differentiability, partial derivative, gradient, chain rule, directional derivative and finite-difference approximation

      Builds on Vectors, Matrices, and Linear Predictions.

    2. Video 14

      objective function, gradient descent, learning rate, stationary point, local minimum, global minimum, convex function and Hessian matrix

      Builds on Derivatives, Partial Derivatives, and the Chain Rule and Vectors, Matrices, and Linear Predictions.

  3. Probability and Statistical Reasoning

    4 lessons coming soon
    Open the Probability and Statistical Reasoning unit page

    Conditional Probability and Distributions

    1. Video 15

      event, joint probability, conditional probability, Bayes' rule, base rate, posterior probability, independence and conditional independence

      Builds on Features, Targets, and Prediction Time and Feature Scaling and Categorical Encoding.

    2. Video 16

      random variable, summation notation, probability mass function, cumulative distribution function, integral as area, probability density function, binomial distribution and normal distribution

      Builds on Conditional Probability and Bayes' Rule. Also uses exponential functions.

    Expectation and Sampling Uncertainty

    1. Video 17

      expected value, linearity of expectation, variance, covariance, correlation, covariance matrix and conditional expectation

      Builds on Random Variables and Probability Distributions and Vectors, Matrices, and Linear Predictions.

    2. Video 18

      estimator, sampling distribution, independent and identically distributed, law of large numbers, standard error, confidence interval and selection bias

      Builds on Random Variables and Probability Distributions and Expectation, Variance, and Covariance.

  4. Regression, Loss, and Regularization

    8 lessons coming soon
    Open the Regression, Loss, and Regularization unit page

    Fitting Linear Regression Models

    1. Video 19

      loss function, squared error, absolute error, empirical risk, population risk, conditional mean, training objective and evaluation metric

      Builds on Training, Validation, and Test Sets, Vectors, Matrices, and Linear Predictions, Random Variables and Probability Distributions and Expectation, Variance, and Covariance.

    2. Video 20

      simple linear regression, least squares, slope, intercept, fitted value, residual and extrapolation

      Builds on Vectors, Matrices, and Linear Predictions, Loss Functions and Empirical Risk, Gradient Descent and Optimization and Expectation, Variance, and Covariance.

    3. Video 21

      multiple linear regression, normal equations, least-squares projection, full column rank, partial effect and QR decomposition

      Builds on Simple Linear Regression and Vector Geometry, Rank, and Projection.

    4. Video 22

      stochastic gradient descent, stochastic gradient, mini-batch, epoch, full-batch gradient descent, learning-rate schedule and convergence

      Builds on Data Leakage and Honest Splitting, Gradient Descent and Optimization, Feature Scaling and Categorical Encoding and Sampling, Estimation, and Statistical Uncertainty.

    Feature Engineering and Regularization

    1. Video 23

      feature engineering, polynomial feature, interaction term, basis function, linear in parameters, indicator variable and spline

      Builds on Multiple Linear Regression and Least Squares and Feature Scaling and Categorical Encoding.

    2. Video 24

      regularization, ridge regression, lasso, elastic net, regularization strength, coefficient shrinkage and regularization path

      Builds on Loss Functions and Empirical Risk, Multiple Linear Regression and Least Squares, Gradient Descent and Optimization, Stochastic Gradient Descent and Mini-Batches, Polynomial Features and Interactions and Overfitting, Underfitting, and Model Complexity.

    Regression Metrics and Loss Choice

    1. Video 25

      mean absolute error, mean squared error, root mean squared error, R-squared, mean baseline, median baseline and mean absolute percentage error

      Builds on Loss Functions and Empirical Risk, Simple Linear Regression and Expectation, Variance, and Covariance.

    2. Video 26

      robust regression, Huber loss, pinball loss, quantile regression, conditional quantile and asymmetric cost

      Builds on Loss Functions and Empirical Risk, Gradient Descent and Optimization, Random Variables and Probability Distributions, Expectation, Variance, and Covariance and Regression Metrics and Baseline Comparisons.

  5. Classification, Probabilities, and Decisions

    9 lessons coming soon
    Open the Classification, Probabilities, and Decisions unit page

    Logistic Regression and Likelihood

    1. Video 27

      binary classification, logistic regression, sigmoid function, odds, log-odds, odds ratio and decision boundary

      Builds on Multiple Linear Regression and Least Squares, Conditional Probability and Bayes' Rule, Random Variables and Probability Distributions and Gradient Descent and Optimization. Also uses exponential functions and natural logarithms.

    2. Video 28

      likelihood, maximum likelihood estimation, Bernoulli likelihood, log likelihood, negative log likelihood, binary cross-entropy, maximum a posteriori estimation and prior distribution

      Builds on Loss Functions and Empirical Risk, Gradient Descent and Optimization, Conditional Probability and Bayes' Rule, Random Variables and Probability Distributions, Logistic Regression and Ridge, Lasso, and Elastic Net. Also uses rules of logarithms.

    3. Video 29

      multiclass classification, multilabel classification, softmax function, class probability vector, multiclass cross-entropy, log-sum-exp trick and one-vs-rest

      Builds on Vectors, Matrices, and Linear Predictions, Logistic Regression and Maximum Likelihood and Cross-Entropy.

    Decisions, Metrics and Calibration

    1. Video 30

      positive class, decision threshold, confusion matrix, false positive, false negative, sensitivity, specificity and expected cost

      Builds on Training, Validation, and Test Sets, Conditional Probability and Bayes' Rule, Logistic Regression and Expectation, Variance, and Covariance.

    2. Video 31

      accuracy, precision, recall, F1 score, ROC curve, ROC AUC, precision-recall curve and average precision

      Builds on Confusion Matrices and Decision Thresholds.

    3. Video 32

      class imbalance, prevalence, balanced accuracy, macro average, micro average, class weight, SMOTE and cost-sensitive learning

      Builds on Confusion Matrices and Decision Thresholds, Precision, Recall, and Classification Metrics and Data Leakage and Honest Splitting.

    4. Video 33

      probability calibration, reliability diagram, Brier score, log loss, discrimination, Platt scaling, isotonic regression and calibration set

      Builds on Data Leakage and Honest Splitting, Maximum Likelihood and Cross-Entropy, Confusion Matrices and Decision Thresholds, Precision, Recall, and Classification Metrics and Imbalanced Classes and Cost-Sensitive Learning.

    Generative Classifiers

    1. Video 34

      naive Bayes classifier, generative classifier, class prior, naive Bayes assumption, Laplace smoothing and log-probability score

      Builds on Conditional Probability and Bayes' Rule, Maximum Likelihood and Cross-Entropy, Confusion Matrices and Decision Thresholds and Random Variables and Probability Distributions.

    2. Video 35

      Gaussian discriminant analysis, class-conditional density, multivariate Gaussian distribution, positive-definite covariance matrix, linear discriminant analysis, quadratic discriminant analysis and shared covariance matrix

      Builds on Vectors, Matrices, and Linear Predictions, Conditional Probability and Bayes' Rule, Naive Bayes Classification, Random Variables and Probability Distributions, Expectation, Variance, and Covariance and Vector Geometry, Rank, and Projection.

  6. Generalization and Reliable Model Selection

    9 lessons coming soon
    Open the Generalization and Reliable Model Selection unit page

    Bias, Variance and Cross-Validation

    1. Video 36

      bias-variance decomposition, squared bias, prediction variance, irreducible error, bias-variance tradeoff and training randomness

      Builds on Overfitting, Underfitting, and Model Complexity, Expectation, Variance, and Covariance, Sampling, Estimation, and Statistical Uncertainty and Ridge, Lasso, and Elastic Net.

    2. Video 37

      k-fold cross-validation, stratified folds, grouped folds, temporal folds, preprocessing pipeline and fold leakage

      Builds on Data Leakage and Honest Splitting, Ridge, Lasso, and Elastic Net, Precision, Recall, and Classification Metrics, Probability Calibration, Feature Scaling and Categorical Encoding and Bias, Variance, and Irreducible Error.

    Hyperparameter Search and Diagnostics

    1. Video 38

      hyperparameter tuning, grid search, random search, search budget, nested cross-validation, inner and outer folds and optimistic selection bias

      Builds on Ridge, Lasso, and Elastic Net and Cross-Validation and Preprocessing Pipelines.

    2. Video 39

      learning curve, training set size, error analysis, error slice and subgroup evaluation

      Builds on Precision, Recall, and Classification Metrics, Overfitting, Underfitting, and Model Complexity, Cross-Validation and Preprocessing Pipelines, Hyperparameter Search and Nested Evaluation and Regression Metrics and Baseline Comparisons.

    Uncertainty and Learning Guarantees

    1. Video 40

      bootstrap resampling, bootstrap distribution, percentile interval, metric uncertainty, paired comparison and independent sampling unit

      Builds on Precision, Recall, and Classification Metrics, Cross-Validation and Preprocessing Pipelines, Sampling, Estimation, and Statistical Uncertainty and Regression Metrics and Baseline Comparisons.

    2. Video 41

      prediction interval, aleatoric uncertainty, epistemic uncertainty, conformity score, split conformal prediction, exchangeability and marginal coverage

      Builds on Bootstrap Uncertainty and Model Comparisons, Sampling, Estimation, and Statistical Uncertainty and Robust Regression and Quantile Prediction.

    3. Video 42

      finite hypothesis class, Hoeffding's inequality, union bound, uniform convergence, generalization bound, capacity, inductive bias and no free lunch theorem

      Builds on Loss Functions and Empirical Risk, Overfitting, Underfitting, and Model Complexity, Random Variables and Probability Distributions, Sampling, Estimation, and Statistical Uncertainty, Bias, Variance, and Irreducible Error and Hyperparameter Search and Nested Evaluation.

    Feature Selection and a Complete Workflow

    1. Video 43

      collinearity, feature redundancy, coefficient interpretation, feature selection and post-selection inference

      Builds on Multiple Linear Regression and Least Squares, Polynomial Features and Interactions, Ridge, Lasso, and Elastic Net, Cross-Validation and Preprocessing Pipelines and Hyperparameter Search and Nested Evaluation.

    2. Video 44

      supervised learning workflow, data contract, baseline comparison, development data, refitting after selection, final evaluation and reproducibility

      Builds on Probability Calibration, Hyperparameter Search and Nested Evaluation, Learning Curves and Error Analysis, Bootstrap Uncertainty and Model Comparisons, Feature Selection and Collinearity, Regression Metrics and Baseline Comparisons and Prediction Intervals and Split Conformal Prediction.

  7. Margins, Trees, and Ensembles

    8 lessons coming soon
    Open the Margins, Trees, and Ensembles unit page

    Margins and Kernels

    1. Video 45

      linear classifier, separating hyperplane, perceptron, perceptron update rule, linear separability and perceptron convergence theorem

      Builds on Vectors, Matrices, and Linear Predictions, Logistic Regression, Overfitting, Underfitting, and Model Complexity and Vector Geometry, Rank, and Projection.

    2. Video 46

      support vector machine, functional margin, geometric margin, hinge loss, soft margin and support vector

      Builds on Loss Functions and Empirical Risk, Ridge, Lasso, and Elastic Net and Perceptrons and Separating Hyperplanes.

    3. Kernel MethodsComing soon

      Video 47

      feature space, kernel function, kernel trick, Gram matrix, positive semidefinite kernel, polynomial kernel, radial basis function kernel and kernel SVM

      Builds on Polynomial Features and Interactions, Hyperparameter Search and Nested Evaluation, Support Vector Machines and Soft Margins and Vector Geometry, Rank, and Projection.

    Decision Trees

    1. Video 48

      classification tree, Gini impurity, entropy, information gain, weighted child impurity, greedy splitting and leaf probability

      Builds on Conditional Probability and Bayes' Rule, Confusion Matrices and Decision Thresholds, Overfitting, Underfitting, and Model Complexity and Random Variables and Probability Distributions.

    2. Video 49

      regression tree, squared-error split, leaf mean, tree depth, minimum leaf size and cost-complexity pruning

      Builds on Loss Functions and Empirical Risk, Simple Linear Regression, Hyperparameter Search and Nested Evaluation and Classification Trees.

    Ensemble Methods

    1. Video 50

      bagging, bootstrap sample, random forest, random feature subsets, out-of-bag error, ensemble variance and correlation between trees

      Builds on Bias, Variance, and Irreducible Error, Bootstrap Uncertainty and Model Comparisons, Classification Trees and Regression Trees and Pruning.

    2. Video 51

      gradient boosting, stagewise additive model, weak learner, negative gradient, residual fitting, shrinkage, number of stages and AdaBoost

      Builds on Gradient Descent and Optimization, Hyperparameter Search and Nested Evaluation, Regression Trees and Pruning and Bagging and Random Forests.

    3. Video 52

      model comparison, stacking, meta-model, out-of-fold prediction and ensemble selection

      Builds on Hyperparameter Search and Nested Evaluation, Learning Curves and Error Analysis, Bagging and Random Forests and Boosting and Gradient-Boosted Trees.

  8. Clustering and Dimensionality Reduction

    9 lessons coming soon
    Open the Clustering and Dimensionality Reduction unit page

    Distance and Clustering

    1. Video 53

      distance measure, cosine similarity, feature weighting, curse of dimensionality and distance concentration

      Builds on K-Nearest Neighbors, Vectors, Matrices, and Linear Predictions, Feature Scaling and Categorical Encoding, Expectation, Variance, and Covariance and Vector Geometry, Rank, and Projection.

    2. Video 54

      k-means clustering, centroid, within-cluster sum of squares, assignment step, update step, k-means initialization and number of clusters

      Builds on Loss Functions and Empirical Risk, Hyperparameter Search and Nested Evaluation and Distance and the Curse of Dimensionality.

    3. Video 55

      agglomerative clustering, linkage, single linkage, complete linkage, Ward's criterion, dendrogram and cluster stability

      Builds on Distance and the Curse of Dimensionality and K-Means Clustering.

    4. Video 56

      DBSCAN, epsilon neighborhood, core point, border point, noise point, density reachability and density connectivity

      Builds on Distance and the Curse of Dimensionality, K-Means Clustering and Hierarchical Clustering.

    5. Video 57

      Gaussian mixture model, latent variable, soft assignment, responsibility, expectation-maximization algorithm, E step, M step and covariance collapse

      Builds on Conditional Probability and Bayes' Rule, Maximum Likelihood and Cross-Entropy, Gaussian Discriminant Analysis, K-Means Clustering, Random Variables and Probability Distributions and Expectation, Variance, and Covariance.

    Principal Components and Dimensionality Reduction

    1. Video 58

      centering, sample covariance matrix, projected variance, eigenvector, eigenvalue, principal direction and principal component analysis

      Builds on Vectors, Matrices, and Linear Predictions, Distance and the Curse of Dimensionality, Expectation, Variance, and Covariance and Vector Geometry, Rank, and Projection.

    2. Video 59

      singular value decomposition, singular value, principal component scores, explained variance, low-rank reconstruction and reconstruction error

      Builds on Multiple Linear Regression and Least Squares and Covariance, Eigenvectors, and PCA.

    3. Video 60

      dimensionality reduction, PCA pipeline, information loss, t-SNE, perplexity, UMAP and local neighborhood structure

      Builds on Cross-Validation and Preprocessing Pipelines, Hyperparameter Search and Nested Evaluation, Feature Selection and Collinearity and PCA with SVD and Reconstruction.

    Detecting Unusual Observations

    1. Video 61

      anomaly detection, novelty detection, reference population, anomaly score, isolation forest, training contamination and alert threshold

      Builds on Confusion Matrices and Decision Thresholds, Precision, Recall, and Classification Metrics, Distance and the Curse of Dimensionality, Density-Based Clustering with DBSCAN and Dimensionality Reduction and Visualization.

  9. Neural Network Foundations

    5 lessons coming soon
    Open the Neural Network Foundations unit page

    Forward and Backward Computation

    1. Video 62

      neural network, hidden layer, activation function, ReLU, forward propagation, output layer, tensor shape and universal approximation theorem

      Builds on Vectors, Matrices, and Linear Predictions, Logistic Regression, Multiclass Classification and Softmax and Perceptrons and Separating Hyperplanes.

    2. Video 63

      computational graph, backpropagation, multivariable chain rule, reverse-mode automatic differentiation and gradient check

      Builds on Gradient Descent and Optimization, Maximum Likelihood and Cross-Entropy, Neural Networks and Forward Propagation and Derivatives, Partial Derivatives, and the Chain Rule.

    Training and Evaluating Networks

    1. Video 64

      training loop, weight initialization, vanishing gradient, exploding gradient, momentum, Adam optimizer and batch normalization

      Builds on Stochastic Gradient Descent and Mini-Batches, Cross-Validation and Preprocessing Pipelines, Neural Networks and Forward Propagation and Backpropagation and Automatic Differentiation.

    2. Video 65

      weight decay, decoupled weight decay, dropout, early stopping, validation loss, training and evaluation modes and checkpoint selection

      Builds on Ridge, Lasso, and Elastic Net, Overfitting, Underfitting, and Model Complexity, Cross-Validation and Preprocessing Pipelines and Training Neural Networks.

    3. Video 66

      neural network classifier, logistic regression baseline, network architecture, data roles and random seed

      Builds on Precision, Recall, and Classification Metrics, Probability Calibration, Learning Curves and Error Analysis and Neural Regularization and Early Stopping.

  10. Representations, Vision, and Learning from Few Labels

    5 lessons coming soon
    Open the Representations, Vision, and Learning from Few Labels unit page

    Convolution and Transfer Learning

    1. Video 67

      convolution, convolutional neural network, filter, feature map, stride and padding, receptive field and pooling

      Builds on Python Arrays and Tables for Machine Learning, Neural Networks and Forward Propagation, Backpropagation and Automatic Differentiation and Training Neural Networks.

    2. Video 68

      embedding, representation learning, pretrained model, transfer learning, frozen feature extractor, prediction head and fine-tuning

      Builds on Vectors, Matrices, and Linear Predictions, Neural Networks and Forward Propagation, Neural Regularization and Early Stopping and Convolutional Neural Networks.

    Learning from Unlabeled Data

    1. Video 69

      autoencoder, encoder, decoder, bottleneck, latent representation, reconstruction loss, denoising autoencoder and nonlinear dimensionality reduction

      Builds on Neural Networks and Forward Propagation, Backpropagation and Automatic Differentiation, Neural Regularization and Early Stopping and PCA with SVD and Reconstruction.

    2. Video 70

      semi-supervised learning, pseudo-labeling, consistency regularization, self-supervised learning, contrastive learning, positive and negative pairs, representation collapse and active learning

      Builds on Embeddings and Transfer Learning, Autoencoders and Nonlinear Representations and Cross-Validation and Preprocessing Pipelines.

    Image Classification in Practice

    1. Video 71

      image classification, data augmentation, label-preserving augmentation, subject-level split and frozen-feature model

      Builds on Data Leakage and Honest Splitting, Precision, Recall, and Classification Metrics, Learning Curves and Error Analysis, Convolutional Neural Networks, Embeddings and Transfer Learning and Semi-Supervised and Self-Supervised Learning.

  11. Text, Sequences, and Modern Generative Models

    6 lessons coming soon
    Open the Text, Sequences, and Modern Generative Models unit page

    Sparse Text Features and Classification

    1. Video 72

      tokenization, vocabulary, bag of words, document-term matrix, term frequency, document frequency, TF-IDF and sparse matrix

      Builds on Python Arrays and Tables for Machine Learning, Vectors, Matrices, and Linear Predictions, Conditional Probability and Bayes' Rule, Naive Bayes Classification and Distance and the Curse of Dimensionality.

    2. Video 73

      text classification, multinomial naive Bayes, regularized logistic regression, sparse pipeline, text leakage and collection artifact

      Builds on Data Leakage and Honest Splitting, Precision, Recall, and Classification Metrics, Probability Calibration, Cross-Validation and Preprocessing Pipelines and Text Features and TF-IDF.

    Recurrence, Attention and Transformers

    1. Video 74

      recurrent neural network, hidden state, backpropagation through time, long short-term memory, gated recurrent unit, sequence padding, sequence mask and teacher forcing

      Builds on Neural Networks and Forward Propagation, Backpropagation and Automatic Differentiation, Training Neural Networks and Text Features and TF-IDF.

    2. Video 75

      query vector, key vector, value vector, scaled dot-product attention, attention weights, attention mask, causal mask and multi-head attention

      Builds on Vectors, Matrices, and Linear Predictions, Multiclass Classification and Softmax, Neural Networks and Forward Propagation, Embeddings and Transfer Learning, Text Features and TF-IDF and Sequence Models and Recurrent Neural Networks.

    3. Video 76

      transformer block, token embedding, positional encoding, layer normalization, residual connection, masked language modeling, next-token prediction and decoder-only model

      Builds on Attention, Queries, Keys, and Values, Backpropagation and Automatic Differentiation, Training Neural Networks, Embeddings and Transfer Learning and Semi-Supervised and Self-Supervised Learning.

    Generative Models

    1. Video 77

      generative model, autoregressive factorization, latent-variable model, variational autoencoder, evidence lower bound, generative adversarial network, mode collapse and diffusion model

      Builds on Random Variables and Probability Distributions, Maximum Likelihood and Cross-Entropy, Gaussian Mixtures and Expectation-Maximization, Autoencoders and Nonlinear Representations and Transformers and Self-Supervised Language Models.

  12. Recommendations and Forecasting

    3 lessons coming soon
    Open the Recommendations and Forecasting unit page

    Recommender Systems

    1. Video 78

      recommender system, content-based recommendation, collaborative filtering, matrix factorization, explicit and implicit feedback, cold start, precision at k and normalized discounted cumulative gain

      Builds on Vectors, Matrices, and Linear Predictions, Ridge, Lasso, and Elastic Net, Hyperparameter Search and Nested Evaluation, Distance and the Curse of Dimensionality and PCA with SVD and Reconstruction.

    Time-Series Forecasting

    1. Video 79

      time series, forecast origin, forecast horizon, lag feature, seasonality, naive forecast and seasonal-naive forecast

      Builds on Features, Targets, and Prediction Time, Data Leakage and Honest Splitting, Polynomial Features and Interactions, Cross-Validation and Preprocessing Pipelines and Regression Metrics and Baseline Comparisons.

    2. Video 80

      rolling-origin evaluation, time-series backtesting, sliding window, expanding window, forecast error, drift and update policy

      Builds on Learning Curves and Error Analysis, Bootstrap Uncertainty and Model Comparisons, Boosting and Gradient-Boosted Trees, Time-Series Features and Forecasting and Prediction Intervals and Split Conformal Prediction.

  13. Reinforcement Learning and Sequential Decisions

    3 lessons coming soon
    Open the Reinforcement Learning and Sequential Decisions unit page

    Exploration in Bandit Problems

    1. Video 81

      multi-armed bandit, action value, incremental mean update, exploration and exploitation, epsilon-greedy policy, upper confidence bound and regret

      Builds on Random Variables and Probability Distributions, Expectation, Variance, and Covariance and Sampling, Estimation, and Statistical Uncertainty.

    Markov Decision Processes and Value Learning

    1. Video 82

      Markov decision process, Markov property, transition probability, policy, discounted return, value function, Bellman expectation equation and Bellman optimality equation

      Builds on Random Variables and Probability Distributions, Expectation, Variance, and Covariance and Multi-Armed Bandits and Exploration.

    2. Video 83

      temporal-difference learning, TD error, bootstrapping, Q-learning, on-policy learning, off-policy learning and terminal state

      Builds on Markov Decision Processes and Bellman Equations, Multi-Armed Bandits and Exploration and Gradient Descent and Optimization.

  14. Responsible Use and Deployment

    5 lessons coming soon
    Open the Responsible Use and Deployment unit page

    Fairness and Interpretation

    1. Video 84

      algorithmic fairness, subgroup metric, group base rate, selection rate, demographic parity, equality of opportunity, equalized odds and decision tradeoff

      Builds on Features, Targets, and Prediction Time, Conditional Probability and Bayes' Rule, Confusion Matrices and Decision Thresholds, Precision, Recall, and Classification Metrics and Bootstrap Uncertainty and Model Comparisons.

    2. Video 85

      interpretability, global importance, local explanation, permutation importance, partial dependence, individual conditional expectation, SHAP values and background distribution

      Builds on Feature Selection and Collinearity, Bagging and Random Forests, Boosting and Gradient-Boosted Trees and Dimensionality Reduction and Visualization.

    Distribution Shift, Privacy and Security

    1. Video 86

      distribution shift, covariate shift, label shift, concept shift, stress test, out-of-distribution input, feedback loop and abstention

      Builds on Data Leakage and Honest Splitting, Probability Calibration, Learning Curves and Error Analysis, Bootstrap Uncertainty and Model Comparisons, Fairness and Subgroup Evaluation and Model Interpretation and Feature Importance.

    2. Video 87

      personal data, dataset license, memorization, membership inference, differential privacy, privacy budget, data poisoning and adversarial input

      Builds on Features, Targets, and Prediction Time, Data Leakage and Honest Splitting and Distribution Shift and Robustness.

    Deployment and Documentation

    1. Video 88

      inference pipeline, training-serving consistency, schema validation, model versioning, drift monitoring, delayed label, rollback and model card

      Builds on A Complete Supervised Learning Workflow, Stacking and Ensemble Comparison, Rolling Forecast Evaluation, Model Interpretation and Feature Importance, Distribution Shift and Robustness and Privacy, Data Rights, and Model Security.

  15. Integrated Projects

    3 lessons coming soon
    Open the Integrated Projects unit page

    Regression and Classification Projects

    1. Video 89

      data audit, protected test set, regularized linear model, tree ensemble, residual analysis, signed mean error and out-of-range inputs

      Builds on A Complete Supervised Learning Workflow, Stacking and Ensemble Comparison, Model Interpretation and Feature Importance, Distribution Shift and Robustness and Deployment, Monitoring, and Model Documentation.

    2. Video 90

      rare-event classification, event definition, calibration sample, cost-based threshold, review capacity, frozen procedure and subgroup audit

      Builds on Probability Calibration, A Complete Supervised Learning Workflow, Stacking and Ensemble Comparison, Fairness and Subgroup Evaluation, Model Interpretation and Feature Importance, Distribution Shift and Robustness and Deployment, Monitoring, and Model Documentation.

    Capstone Study

    1. Video 91

      study protocol, post-outcome information, independent unit of analysis, failed alternative, reproducibility versus validity, stated limitation and critical review

      Builds on Deployment, Monitoring, and Model Documentation, Regression Project from Data to Evaluation and Rare-Event Classification Project.