typos
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@@ -38,13 +38,14 @@ o Readings and Videos:
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The algorithm described here can be applied to both classification and regression problems.
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We will grow of forest of say $B$ trees.
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o For $b=1:B$
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* For $b=1:B$
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o Draw a bootstrap sample from the training data organized in our $\bm{X}$ matrix.
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o We grow then a random forest tree $T_b$ based on the bootstrapped data by repeating the steps outlined till we reach the maximum node size is reached
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o we select $m \le p$ variables at random from the $p$ predictors/features
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o pick the best split point among the $m$ features using for example the CART algorithm and create a new node
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o split the node into daughter nodes
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o Output then the ensemble of trees $\{T_b\}_1^{B}$ and make predictions for either a regression type of problem or a classification type of problem.
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Finally we output then the ensemble of trees $\{T_b\}_1^{B}$ and make predictions for either a regression type of problem or a classification type of problem.
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@@ -925,22 +926,21 @@ o Not discussed: Principal Component Analysis to reduce the number of features.
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!split
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===== Machine learning =====
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The following topics will be covered
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o Linear methods for regression and classification:
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* Linear methods for regression and classification:
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o Ordinary Least Squares
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o Ridge regression
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o Lasso regression
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o Logistic regression
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o Neural networks and deep learning:
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* Neural networks and deep learning:
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o Feed Forward Neural Networks
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o Convolutional Neural Networks
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o Recurrent Neural Networks
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o Decisions trees and ensemble methods:
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* Decisions trees and ensemble methods:
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o Decision trees
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o Bagging and voting
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o Random forests
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o Boosting and gradient boosting
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o Not discussed this year: Support vector machines
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* Not discussed this year: Support vector machines
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o Binary classification and multiclass classification
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o Kernel methods
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o Regression
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@@ -1011,43 +1011,41 @@ o Based on your results, feedback loop to earliest possible point
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!split
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===== Choose a Model and Algorithm =====
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o Supervised?
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o Start with the simplest model that fits your problem
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o Start with minimal processing of data
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* Supervised?
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* Start with the simplest model that fits your problem
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* Start with minimal processing of data
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!split
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===== Preparing Your Data =====
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o Shuffle your data
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o Mean center your data
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* Shuffle your data
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* Mean center your data
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* Why?
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o Normalize the variance
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* Normalize the variance
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* Why?
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o _Whitening_
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* _Whitening_
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* Decorrelates data
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* Can be hit or miss
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o When to do train/test split?
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* When to do train/test split?
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!split
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===== Which activation and weights to choose in neural networks =====
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o RELU? ELU? GELU? etc
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o Sigmoid or Tanh?
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o Set all weights to 0?
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* Terrible idea
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o Set all weights to random values?
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* Small random values
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* RELU? ELU? GELU? etc
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* Sigmoid or Tanh?
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* Set all weights to 0? Terrible idea
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* Set all weights to random values? Small random values
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!split
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===== Optimization Methods and Hyperparameters =====
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o Stochastic gradient descent
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o Stochastic gradient descent + momentum
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o State-of-the-art approaches:
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* RMSProp
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* Adam
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* and more
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* Stochastic gradient descent
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* Stochastic gradient descent + momentum
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* State-of-the-art approaches:
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o RMSProp
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o Adam
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o and more
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Which regularization and hyperparameters? $L_1$ or $L_2$, soft
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classifiers, depths of trees and many other. Need to explore a large
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