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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
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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.
Learning Problems, Data, and a First Model
1 of 10 lessons on YouTubeOpen the Learning Problems, Data, and a First Model unit pageLearning Tasks and Data Tables
- What Is Machine Learning?On YouTube
Video 1
machine learning, supervised learning, regression, classification, unsupervised learning, reinforcement learning, baseline and prediction versus causation
- Features, Targets, and Prediction TimeComing soon
Video 2
feature, target, label, unit of observation, prediction time, prediction horizon, data schema and target leakage
Builds on What Is Machine Learning?.
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
- Training, Validation, and Test SetsComing soon
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.
- Data Leakage and Honest SplittingComing soon
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
- Exploratory Data Analysis and Data QualityComing soon
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.
- Missing Data and Reliable ImputationComing soon
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.
- Feature Scaling and Categorical EncodingComing soon
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
- K-Nearest NeighborsComing soon
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.
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.
Linear Algebra and Calculus for Learning
4 lessons coming soonOpen the Linear Algebra and Calculus for Learning unit pageLinear Algebra for Predictions
- Vectors, Matrices, and Linear PredictionsComing soon
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.
- Vector Geometry, Rank, and ProjectionComing soon
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
Video 13
derivative, differentiability, partial derivative, gradient, chain rule, directional derivative and finite-difference approximation
Builds on Vectors, Matrices, and Linear Predictions.
- Gradient Descent and OptimizationComing soon
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.
Probability and Statistical Reasoning
4 lessons coming soonOpen the Probability and Statistical Reasoning unit pageConditional Probability and Distributions
- Conditional Probability and Bayes' RuleComing soon
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.
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
- Expectation, Variance, and CovarianceComing soon
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.
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.
Regression, Loss, and Regularization
8 lessons coming soonOpen the Regression, Loss, and Regularization unit pageFitting Linear Regression Models
- Loss Functions and Empirical RiskComing soon
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.
- Simple Linear RegressionComing soon
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.
- Multiple Linear Regression and Least SquaresComing soon
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.
- Stochastic Gradient Descent and Mini-BatchesComing soon
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
- Polynomial Features and InteractionsComing soon
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.
- Ridge, Lasso, and Elastic NetComing soon
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
- Regression Metrics and Baseline ComparisonsComing soon
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.
- Robust Regression and Quantile PredictionComing soon
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.
Classification, Probabilities, and Decisions
9 lessons coming soonOpen the Classification, Probabilities, and Decisions unit pageLogistic Regression and Likelihood
- Logistic RegressionComing soon
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.
- Maximum Likelihood and Cross-EntropyComing soon
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.
- Multiclass Classification and SoftmaxComing soon
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
- Confusion Matrices and Decision ThresholdsComing soon
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.
Video 31
accuracy, precision, recall, F1 score, ROC curve, ROC AUC, precision-recall curve and average precision
Builds on Confusion Matrices and Decision Thresholds.
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.
- Probability CalibrationComing soon
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
- Naive Bayes ClassificationComing soon
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.
- Gaussian Discriminant AnalysisComing soon
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.
Generalization and Reliable Model Selection
9 lessons coming soonOpen the Generalization and Reliable Model Selection unit pageBias, Variance and Cross-Validation
- Bias, Variance, and Irreducible ErrorComing soon
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.
- Cross-Validation and Preprocessing PipelinesComing soon
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
- Hyperparameter Search and Nested EvaluationComing soon
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.
- Learning Curves and Error AnalysisComing soon
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
- Bootstrap Uncertainty and Model ComparisonsComing soon
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.
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.
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
- Feature Selection and CollinearityComing soon
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.
- A Complete Supervised Learning WorkflowComing soon
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.
Margins, Trees, and Ensembles
8 lessons coming soonOpen the Margins, Trees, and Ensembles unit pageMargins and Kernels
- Perceptrons and Separating HyperplanesComing soon
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.
- Support Vector Machines and Soft MarginsComing soon
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.
- 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
- Classification TreesComing soon
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.
- Regression Trees and PruningComing soon
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
- Bagging and Random ForestsComing soon
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.
- Boosting and Gradient-Boosted TreesComing soon
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.
- Stacking and Ensemble ComparisonComing soon
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.
Clustering and Dimensionality Reduction
9 lessons coming soonOpen the Clustering and Dimensionality Reduction unit pageDistance and Clustering
- Distance and the Curse of DimensionalityComing soon
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.
- K-Means ClusteringComing soon
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.
- Hierarchical ClusteringComing soon
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.
- Density-Based Clustering with DBSCANComing soon
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.
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
- Covariance, Eigenvectors, and PCAComing soon
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.
- PCA with SVD and ReconstructionComing soon
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.
- Dimensionality Reduction and VisualizationComing soon
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
- Anomaly and Novelty DetectionComing soon
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.
Neural Network Foundations
5 lessons coming soonOpen the Neural Network Foundations unit pageForward and Backward Computation
- Neural Networks and Forward PropagationComing soon
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.
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
- Training Neural NetworksComing soon
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.
- Neural Regularization and Early StoppingComing soon
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.
- A Complete Neural Classification ExampleComing soon
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.
Representations, Vision, and Learning from Few Labels
5 lessons coming soonOpen the Representations, Vision, and Learning from Few Labels unit pageConvolution and Transfer Learning
- Convolutional Neural NetworksComing soon
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.
- Embeddings and Transfer LearningComing soon
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
- Autoencoders and Nonlinear RepresentationsComing soon
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.
- Semi-Supervised and Self-Supervised LearningComing soon
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
- Image Classification and AugmentationComing soon
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.
Text, Sequences, and Modern Generative Models
6 lessons coming soonOpen the Text, Sequences, and Modern Generative Models unit pageSparse Text Features and Classification
- Text Features and TF-IDFComing soon
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.
- Text Classification PipelinesComing soon
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
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.
- Attention, Queries, Keys, and ValuesComing soon
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.
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
- Generative Models and Their EvaluationComing soon
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.
Recommendations and Forecasting
3 lessons coming soonOpen the Recommendations and Forecasting unit pageRecommender Systems
- Recommender Systems and Matrix FactorizationComing soon
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
- Time-Series Features and ForecastingComing soon
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.
- Rolling Forecast EvaluationComing soon
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.
Reinforcement Learning and Sequential Decisions
3 lessons coming soonOpen the Reinforcement Learning and Sequential Decisions unit pageExploration in Bandit Problems
- Multi-Armed Bandits and ExplorationComing soon
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
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.
- Temporal-Difference Learning and Q-LearningComing soon
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.
Responsible Use and Deployment
5 lessons coming soonOpen the Responsible Use and Deployment unit pageFairness and Interpretation
- Fairness and Subgroup EvaluationComing soon
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.
- Model Interpretation and Feature ImportanceComing soon
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
- Distribution Shift and RobustnessComing soon
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.
- Privacy, Data Rights, and Model SecurityComing soon
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
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.
Integrated Projects
3 lessons coming soonOpen the Integrated Projects unit pageRegression and Classification Projects
- Regression Project from Data to EvaluationComing soon
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.
- Rare-Event Classification ProjectComing soon
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
- Design and Defend a Machine Learning StudyComing soon
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.