COURSE OUTLINE

Session 1

Machine Learning general overview. Supervised and Unsupervised learning problem statements. Metrics. kNN.
Maximum Likelihood estimation. Naive Bayesian Classification.

Introduction, overview and metric algorithms

Session 4

SVM, kernel trick. Linear algebra recap: eigendecomposition of a matrix, SVD. PCA

Linear classification & dimensionality reduction

Session 5

Bias-Variance decomposition. Train-Validation-Test framework. Hyperparameters tuning.

Model construction and validation

Session 2

Gauss-Markov theorem. L1 and L2 regularization. Matrix differentiation.

Linear regression

Session 3

Margin. Logistic regression. Multiclass classification strategies.

Linear classification

Session 6

Construction procedure. Bootstrap recap. Bagging. Random Subspace Method. Random Forest. Out of Bag error.

Decision trees & ensembling methods

Session 7

Stacking. Blending. Gradient boosting.

Ensembling methods

Session 8

Feature engineering and missing values. Feature importance estimation.

Midterm

Session 9

Motivation & timeline. Intuition, forward pass. NN specific terminologyBackpropagation mechanism.  Activation functions.

Intro to Deep Learning

Session 10

SGD refinements. Weights initialization. NN overfitting and regularization methods.

Optimization & regularization in Deep Learning

Session 11

Recurrent neural networks, sequence modeling. Vanishing gradient problem.

Deep learning for structured data

Session 12

Convolutional layers. Upconvolutions. Pooling. Most influential architectures overview.

Deep Learning for structured data 

Session 13

Text vectorization. Autoencoders. Embeddings.

Embeddings

Session 14

Manifold learning. Dimensionality reduction. Clustering algorithms.

Unsupervised learning

Session 15

Final test 

General recap. Extra themes.