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Statistics Level II: Regression and Bayesian (ML Foundations Series)

Published by Pearson

Intermediate content levelIntermediate

Quantifying Our Confidence about Results and Making Predictions of the Future

  • Predictive modeling: Leverage powerful and widely used regression models for making predictions, highlighting applications to machine learning in particular.
  • Bayesian introduction: Gain exposure to the highly flexible world of Bayesian statistics, which allows for the incorporation of prior knowledge into data modeling.
  • Expanding statistical toolkit: Further develops your statistical skills and understanding, building upon the foundation laid in the live course, Intro to Statistics (ML Foundations Series).

The Machine Learning Foundations series of online trainings provides a comprehensive overview of all of the subjects — mathematics, statistics, and computer science — that underlie contemporary machine learning techniques, including deep learning and other artificial intelligence approaches. Extensive curriculum detail can be found at the course’s GitHub repo.

All of the classes in the ML Foundations series bring theory to life through the combination of vivid full-color illustrations, straightforward Python examples within hands-on Jupyter notebook demos, and comprehension exercises with fully-worked solutions.

The focus is on providing you with a practical, functional understanding of the content covered. Context will be given for each topic, highlighting its relevance to machine learning. You will be better positioned to understand cutting-edge machine learning papers and you will be provided with resources for digging even deeper into topics that pique your curiosity.

There are 14 classes in the series, organized into four subject areas:

Linear Algebra (three classes)

  • Intro to Linear Algebra
  • Linear Algebra II: Matrix Tensors
  • Linear Algebra III: Eigenvectors

Calculus (four classes)

  • Intro to Calculus
  • Calculus II: Automatic Differentiation
  • Calculus III: Partial Derivatives
  • Calculus IV: Gradients and Integrals

Probability and Statistics (four classes)

  • Intro to Probability
  • Probability II and Information Theory
  • Intro to Statistics
  • Statistics II: Regression and Bayesian

Computer Science (three classes)

  • Intro to Data Structures and Algorithms
  • DSA II: Hashing, Trees, and Graphs
  • Optimization

Each of the four subject areas are fairly independent, however theory within a given subject area generally builds over the 3-4 classes — topics in later classes of a given subject area often assume an understanding of topics from earlier classes. Work through the individual classes based on your particular interests or your existing familiarity with the material.

(Note that at any given time, only a subset of the ML Foundations classes will be scheduled and open for registration.)

This class, Statistics Level II: Regression and Bayesian, builds on the Intro to Stats class in order to use powerful, widely-useful regression models to make predictions about the future. You’ll also be exposed to the wonderful world of Bayesian statistics, an exceptionally flexible data-modeling technique that can incorporate prior knowledge.

What you’ll learn and how you can apply it

  • Appreciate when causal inferences may be drawn from a statistically significant correlation between two probability distributions.
  • Use historical data to predict the future using regression models that take advantage of frequentist statistical theory (for smaller data sets) and modern machine learning theory (for larger data sets), including why we may want to consider applying deep learning to a given problem.
  • Understand what Bayesian statistics is, how it varies from the frequentist statistical approach, and when it may be advantageous to use it.

This live event is for you because...

  • You use high-level software libraries (e.g., scikit-learn, the Keras API, PyTorch Lightning) to train or deploy machine learning algorithms, and would now like to understand the fundamentals underlying the abstractions, enabling you to expand your capabilities
  • You’re a software developer who would like to develop a firm foundation for the deployment of machine learning algorithms into production systems
  • You’re a data scientist who would like to reinforce your understanding of the subjects at the core of your professional discipline
  • You’re a data analyst or A.I. enthusiast who would like to become a data scientist or data/ML engineer, and so you’re keen to deeply understand the field you’re entering from the ground up (very wise of you!)

Prerequisites

  • Programming: All code demos will be in Python so experience with it or another object-oriented programming language would be helpful for following along with the code examples.
  • Mathematics: You should either have attended the Intro to Stats live course with Jon Krohn, or be familiar with the content in Lessons 7-8 of Jon Krohn’s Probability and Statistics for ML LiveLessons.

Course Set-up

  • During class, we’ll work on Jupyter notebooks interactively in the cloud via Google Colab. This requires zero setup and instructions will be provided in class.

Recommended Preparation

If you’re feeling extremely ambitious, you can get a headstart on the content we’ll be covering in class by viewing Lessons 9-11 of Jon Krohn’s Probability and Statistics for ML LiveLessons.

Note: The remainder of Jon’s ML Foundations curriculum is split across the following videos:

Recommended Follow-up

Schedule

The time frames are only estimates and may vary according to how the class is progressing.

Segment 1: Correlation and Causation (60 min)

  • Pearson Correlation Coefficient
  • R-Squared Coefficient of Determination
  • Correlation vs Causation
  • Correcting for Multiple Comparisons
  • Q&A: 5 minutes
  • Break: 10 minutes

Segment 2: Regression (105 min)

  • Features: Independent vs Dependent Variables
  • Linear Regression to Predict Continuous Values
  • Fitting a Line to Points on a Cartesian Plane
  • Ordinary Least Squares
  • Logistic Regression to Predict Categories
  • Q&A: 5 minutes
  • Break: 10 minutes

Segment 3: Bayesian Statistics (30 min)

  • (Deep) ML vs Frequentist Statistics
  • When to use Bayesian Statistics
  • Prior Probabilities
  • Bayes’ Theorem
  • PyMC3 Notebook
  • Resources for Further Study of Probability and Statistics
  • Final Exercises
  • Q&A: 15 minutes

Course wrap-up and next steps (15 minutes)

Your Instructor

  • Jon Krohn

    Jon Krohn is Co-Founder of the AI software firm Y Carrot and a Fellow at Lightning AI. He authored the book Deep Learning Illustrated, an instant #1 bestseller that was translated into seven languages. He is also the host of SuperDataScience, the data science industry’s most listened-to podcast. Jon is renowned for his compelling lectures, which he offers at leading universities and conferences, as well as via his award-winning YouTube channel. He holds a PhD from Oxford and has been publishing on machine learning in prominent academic journals since 2010.

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Skills covered

  • Statistics
  • Machine Learning