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Course Content


Topic outline

  • Introduction to Statistical Learning

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      Modelling for prediction versus modelling for interference Page
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      Parametric versus Non Parametric Methods Page
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      Model Prediction Accuracy and Model Interpretability Trade Off Page
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      Supervised versus Unsupervised Learning Page
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      Regression versus Classification Page
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      Assessing Model Accuracy - Measury of Quality of Fit Page
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      Bias Variance Trade Off Page
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      Assessing Model Accuracy Classification Setting Page
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      Classification Example K Nearest Neighbours KNN Page
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      Confidence Intervals for Coefficient Estimates: Simple Linear Regression Page
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      Estimating Model Coefficients: Simple Linear Regression Page
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      Hypothesis Test of Coefficient Estimates: Simple Linear Regression Page
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      Accuracy of Coefficient Estimates: Simple Linear Regression Page
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  • Linear Regression

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      Introduction to Linear Regression Page
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      Assessing Simple Linear Model Accuracy Page
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      Residual Standard Error (RSE) Page
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      R- Squared Statistic Page
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      Multiple Linear Regression Page
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      Estimating Multiple Linear Regression Coefficients Page
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      Question 1 - Is There a Relationship Between Response and Predictors Page
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      Question 2 - Variable Selection Page
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      Question 3 - Model Accuracy Page
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      Dealing with Qualitative Variables Page
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      Including Interaction Terms in the Model (Non additive Linear Models) Page
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      Including Non Linear Terms in Linear Models Page
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      Problem #1 - Non linearity of the Data Page
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      Problem #2 - Correlation of the Error Terms Page
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      Problem #3 - Nonconstant Variance of Error Terms Page
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      Problem #4 - Outliers Page
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      Problem #5 - High Leverage Points Page
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      Problem #6 - Collinearity Page
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  • Classification

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      Introduction to Classification Page
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      Why Linear Regression Will Not Work Perfectly In Classification Page
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      Introduction to Logistic Regression Page
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      The Logistic Model Page
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      Estimating Logistic Regression Coefficients Maximum Likelihood Method Page
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      Making Predictions with Logistic Regression Page
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      Multiple Logistic Regression Page
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      Introduction to Linear Discriminant Analysis (LDA) Page
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      Bayes' Theorem of Classification Page
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      Linear Discriminant Analysis One Predictor Clean Page
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      Linear Discriminant Analysis with More Predictors Page
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      The Confusion Matrix, Sensitity and Specificity Page
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      The ROC Curve Page
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      Quadratic Discriminant Analysis Page
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  • Validation and The Bootstrap Methods

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      Introduction to Resampling Methods Page
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      Method 1 - Validation Set Approach Page
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      Method 2 - Leave One Out Cross Validation Page
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      Method 3 - k-Fold Cross Validation Page
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      Cross Validation for Classification Settings Page
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      The Bootstrap Method Page
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  • Linear Model Selection and Regularization

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      Introduction to Model Selection and Regularization Page
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      Best Subset Selection Method Page
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      Forward Stepwise Selection Method Page
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      Backward Stepwise Selection Method Page
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      Model Selection Choosing the Optimal Model Page
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      Cp Estimate for Test Error Page
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      Akaike Information Criterion (AIC) Estimate for Test Error Page
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      Bayesian Information Criterion (BIC) Estimate for Test Error Page
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      Adjusted R-Squared Estimate for Test Error Page
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      Validation Set and Cross Validation Estimates for Test Error Page
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      Introduction to Shrinkage Methods Page
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      Introduction to Ridge Regression Page
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      Ridge Regression Example Page
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      The Lasso Page
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      The Lasso Example Page
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      Lasso & Ridge Rigression using Mathematical Optimisation Page
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  • Dimension Reduction Methods

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      Introduction to Dimension Reduction Methods Page
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      Principal Component Analysis Page
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      Principal Component Analysis Example Page
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      Scree Plots and How PCA Actually Reduces Dimension Page
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      Principal Component Regression Page
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  • Tree Based Methods

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      Introduction to Tree Based Methods Page
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      Regression Decision Trees Page
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      Predicting Using a Regression Decision Tree Page
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      Pruning Decision Trees Page
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