In this course, you will learn the basics of Machine Learning and Data Mining; almost everything you need to get started. You will understand what Big Data is and what Data Science and Data Analytics is. You will learn algorithms such as Linear Regression, Logistic Regression, Support Vector Machine, K-Nearest Neighbor, Decision Trees, and Neural Networks. You'll also understand how to combine algorithms into ensembles. Preprocessing data will be taught and you will understand how to clean your data, transform it, how to handle categorical features, and how to handle unbalanced data.

Scikit-learn has evolved as a robust library for machine learning applications in Python with support for a wide range of supervised and unsupervised learning algorithms. This course begins by taking you through videos on evaluating the statistical properties of data and generating synthetic data for machine learning modeling. As you progress through the sections, you will come across videos that will teach you to implement techniques such as data pre-processing, linear regression, logistic regression, and K-NN. You will also look at Pre-Model and Pre-Processing workflows, to help you choose the right models. Finally, you'll explore dimensionality reduction with various parameters.

Tree boosting has empirically proven to be efficient for predictive mining for both classification and regression. For many years, MART (multiple additive regression trees) has been the tree boosting method of choice. But a starting from 2015, a first to try, always winning algorithm surged to the surface: XGBoost. This algorithm re-implements the tree boosting and gained popularity by winning Kaggle and other data science competition. In the thesis Tree Boosting With XGBoost – Why Does XGBoost Win "Every" Machine Learning Competition, the author Didrik Nielsen from Norwegian University of Science and Technology is trying to: The paper introduce in first place the supervised learning task and discuss the model selection techniques.

Data Science is quite a large and diverse field. As a result, it is really difficult to be a jack of all trades. Traditionally, Data Science would focus on mathematics, computer science and domain expertise. While I will briefly cover some computer science fundamentals, the bulk of this blog will mostly cover the mathematical basics one might either need to brush up on (or even take an entire course). In most data science workplaces, software skills are a must. While I understand most of you reading this are more math heavy by nature, realize the bulk of data science (dare I say 80%) is collecting, cleaning and processing data into a useful form.

Concentration inequalities form an essential toolkit in the study of high-dimensional statistical methods. Most of the relevant statistics literature is based on the assumptions of sub-Gaussian/sub-exponential random vectors. In this paper, we bring together various probability inequalities for sums of independent random variables under much weaker exponential type (sub-Weibull) tail assumptions. These results extract a part sub-Gaussian tail behavior in finite samples, matching the asymptotics governed by the central limit theorem, and are compactly represented in terms of a new Orlicz quasi-norm - the Generalized Bernstein-Orlicz norm - that typifies such tail behaviors. We illustrate the usefulness of these inequalities through the analysis of four fundamental problems in high-dimensional statistics. In the first two problems, we study the rate of convergence of the sample covariance matrix in terms of the maximum elementwise norm and the maximum k-sub-matrix operator norm which are key quantities of interest in bootstrap procedures and high-dimensional structured covariance matrix estimation. The third example concerns the restricted eigenvalue condition, required in high dimensional linear regression, which we verify for all sub-Weibull random vectors under only marginal (not joint) tail assumptions on the covariates. To our knowledge, this is the first unified result obtained in such generality. In the final example, we consider the Lasso estimator for linear regression and establish its rate of convergence under much weaker tail assumptions (on the errors as well as the covariates) than those in the existing literature. The common feature in all our results is that the convergence rates under most exponential tails match the usual ones under sub-Gaussian assumptions. Finally, we also establish a high-dimensional CLT and tail bounds for empirical processes for sub-Weibulls.

This tutorial was written by Manish Saraswat. "The road to machine learning starts with Regression. If you are aspiring to become a data scientist, regression is the first algorithm you need to learnmaster. Not just to clear job interviews, but to solve real world problems. Till today, a lot of consultancy firms continue to use regression techniques at a larger scale to help their clients.

Logistic Regression is one of the most powerful classification methods within machine learning and can be used for a wide variety of tasks. Think of pre-policing or predictive analytics in health; it can be used to aid tuberculosis patients, aid breast cancer diagnosis, etc. Think of modeling urban growth, analysing mortgage pre-payments and defaults, forecasting the direction and strength of stock market movement, and even predicting sport outcomes. Reading all of this, the theory[1] of Maximum Entropy Classification might look difficult. In my experience, the average Developer does not believe they can design a proper Maximum Entropy / Logistic Regression Classifier from scratch. I strongly disagree: not only is the mathematics behind is relatively simple, it can also be implemented with a few lines of code.

'There is no terror in the bang, only is the anticipation of it' - Alfred Hitchcock. Yet there is everything in correctly anticipating the bang a movie would make in the box-office. Movies make a high profile, billion dollar industry and prediction of movie revenue can be very lucrative. Predicted revenues can be used for planning both the production and distribution stages. For example, projected gross revenue can be used to plan the remuneration of the actors and crew members as well as other parts of the budget [1]. Success or failure of a movie can depend on many factors: star-power, release date, budget, MPAA (Motion Picture Association of America) rating, plot and the highly unpredictable human reactions. The enormity of the number of exogenous variables makes manual revenue prediction process extremely difficult. However, in the era of computer and data sciences, volumes of data can be efficiently processed and modelled. Hence the tough job of predicting gross revenue of a movie can be simplified with the help of modern computing power and the historical data available as movie databases [2].

Ability for accurate hospital case cost modelling and prediction is critical for efficient health care financial management and budgetary planning. A variety of regression machine learning algorithms are known to be effective for health care cost predictions. The purpose of this experiment was to build an Azure Machine Learning Studio tool for rapid assessment of multiple types of regression models. The tool offers environment for comparing 14 types of regression models in a unified experiment: linear regression, Bayesian linear regression, decision forest regression, boosted decision tree regression, neural network regression, Poisson regression, Gaussian processes for regression, gradient boosted machine, nonlinear least squares regression, projection pursuit regression, random forest regression, robust regression, robust regression with mm-type estimators, support vector regression. The tool presents assessment results arranged by model accuracy in a single table using five performance metrics. Evaluation of regression machine learning models for performing hospital case cost prediction demonstrated advantage of robust regression model, boosted decision tree regression and decision forest regression. The operational tool has been published to the web and openly available for experiments and extensions.

Hospital readmissions have become one of the key measures of healthcare quality. Preventable readmissions have been identified as one of the primary targets for reducing costs and improving healthcare delivery. However, most data driven studies for understanding readmissions have produced black box classification and predictive models with moderate performance, which precludes them from being used effectively within the decision support systems in the hospitals. In this paper we present an application of structured sparsity-inducing norms for predicting readmission risk for patients based on their disease history and demographics. Most existing studies have focused on hospital utilization, test results, etc., to assign a readmission label to each episode of hospitalization. However, we focus on assigning a readmission risk label to a patient based on their disease history. Our emphasis is on interpreting the models to improve the understanding of the readmission problem. To achieve this, we exploit the domain induced hierarchical structure available for the disease codes which are the features for the classification algorithm. We use a tree based sparsity-inducing regularization strategy that explicitly uses the domain hierarchy. The resulting model not only outperforms standard regularization procedures but is also highly sparse and interpretable. We analyze the model and identify several significant factors that have an effect on readmission risk. Some of these factors conform to existing beliefs, e.g., impact of surgical complications and infections during hospital stay. Other factors, such as the impact of mental disorder and substance abuse on readmission, provide empirical evidence for several pre-existing but unverified hypotheses. The analysis also reveals previously undiscovered connections such as the influence of socioeconomic factors like lack of housing and malnutrition.