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Machine Learning: Regression · LearnSpace
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Machine Learning: Regression

Курс от University of Washington
Уровень не указан≈ 22.4 чАнглийский
О курсеНавыкиПрограммаПреподаватели

О курсе

Case Study - Predicting Housing Prices In our first case study, predicting house prices, you will create models that predict a continuous value (price) from input features (square footage, number of bedrooms and bathrooms,...). This is just one of the many places where regression can be applied. Other applications range from predicting health outcomes in medicine, stock prices in finance, and power usage in high-performance computing, to analyzing which regulators are important for gene expression. In this course, you will explore regularized linear regression models for the task of prediction and feature selection. You will be able to handle very large sets of features and select between models of various complexity. You will also analyze the impact of aspects of your data -- such as outliers -- on your selected models and predictions. To fit these models, you will implement optimization algorithms that scale to large datasets. Learning Outcomes: By the end of this course, you will be able to: -Describe the input and output of a regression model. -Compare and contrast bias and variance when modeling data. -Estimate model parameters using optimization algorithms. -Tune parameters with cross validation. -Analyze the performance of the model. -Describe the notion of sparsity and how LASSO leads to sparse solutions. -Deploy methods to select between models. -Exploit the model to form predictions. -Build a regression model to predict prices using a housing dataset. -Implement these techniques in Python.

Навыки, которые вы освоите

Regression AnalysisModel EvaluationModel OptimizationFeature EngineeringMachine Learning MethodsPredictive ModelingMachine Learning AlgorithmsStatistical MethodsStatistical ModelingMachine LearningStatistical Machine LearningApplied Machine LearningData PreprocessingModel TrainingSupervised Learning

Программа курса

8 модулей · 162 учебных материалов

01Welcome9 материалов

What is this course about?

Important Update regarding the Machine Learning SpecializationЧтениеSlides presented in this moduleЧтениеWelcome!ВидеоWhat is the course about?Видео

Учитесь у экспертов

Emily Fox

Amazon Professor of Machine Learning

Carlos Guestrin

Amazon Professor of Machine Learning

Machine Learning: Regression
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Новые знания — в удобное для вас время.

Начать на Coursera

Обучение откроется на Coursera
в новой вкладке

Обучение на Coursera

≈ 22.4 ч

8 модулей

Язык: Английский

Субтитры: Арабский, Французский, Бенгальский, Узбекский, Украинский, Китайский (Китай), Греческий, Итальянский, Бразильский португальский, Вьетнамский, Нидерландский, Корейский, Немецкий, Пушту, Урду, Русский, Тайский, Индонезийский, Шведский, Турецкий, Азербайджанский, Испанский, Дари, Хинди, Японский, Казахский, Венгерский, Польский

Часть программы вашего университета
Outlining the first half of the courseВидео
Outlining the second half of the courseВидео
Assumed backgroundВидео
Reading: Software tools you'll needЧтение
Get help and meet other learners. Join your Community!Чтение
02Simple Linear Regression32 материалов

Regression fundamentals

Slides presented in this moduleЧтениеA case study in predicting house pricesВидеоRegression fundamentals: data & modelВидеоRegression fundamentals: the taskВидеоRegression ML block diagramВидео

The simple linear regression model, its use, and interpretation

The simple linear regression modelВидеоThe cost of using a given lineВидеоUsing the fitted lineВидеоInterpreting the fitted lineВидео

An aside on optimization: one dimensional objectives

Defining our least squares optimization objectiveВидеоFinding maxima or minima analyticallyВидеоMaximizing a 1d function: a worked exampleВидеоFinding the max via hill climbingВидеоFinding the min via hill descentВидеоChoosing stepsize and convergence criteriaВидео

An aside on optimization: multidimensional objectives

Gradients: derivatives in multiple dimensionsВидеоGradient descent: multidimensional hill descentВидео

Finding the least squares line

Computing the gradient of RSSВидеоApproach 1: closed-form solutionВидеоOptional reading: worked-out example for closed-form solutionЧтениеApproach 2: gradient descentВидеоOptional reading: worked-out example for gradient descentЧтениеComparing the approachesВидео

Discussion and summary of simple linear regression

Download notebooks to follow alongЧтениеInfluence of high leverage points: exploring the dataВидеоInfluence of high leverage points: removing Center CityВидеоInfluence of high leverage points: removing high-end townsВидеоAsymmetric cost functionsВидеоA brief recapВидео

Programming assignment

Fitting a simple linear regression model on housing dataЧтениеFitting a simple linear regression model on housing dataЗадание
03Multiple Regression27 материалов

Multiple features of one input

Slides presented in this moduleЧтениеMultiple regression introВидеоPolynomial regressionВидеоModeling seasonalityВидеоWhere we see seasonalityВидеоRegression with general features of 1 inputВидео

Incorporating multiple inputs

Motivating the use of multiple inputsВидеоDefining notationВидеоRegression with features of multiple inputsВидеоInterpreting the multiple regression fitВидео

Setting the stage for computing the least squares fit

Optional reading: review of matrix algebraЧтениеRewriting the single observation model in vector notationВидеоRewriting the model for all observations in matrix notationВидеоComputing the cost of a D-dimensional curveВидео

Computing the least squares D-dimensional curve

Computing the gradient of RSSВидеоApproach 1: closed-form solutionВидеоDiscussing the closed-form solutionВидеоApproach 2: gradient descentВидеоFeature-by-feature updateВидеоAlgorithmic summary of gradient descent approachВидео

Summarizing multiple regression

A brief recapВидеоMultiple RegressionЗадание

Programming assignment 1

Exploring different multiple regression models for house price predictionЧтениеExploring different multiple regression models for house price predictionЗадание

Programming assignment 2

Numpy tutorialЧтениеImplementing gradient descent for multiple regressionЧтениеImplementing gradient descent for multiple regressionЗадание
04Assessing Performance18 материалов

Defining how we assess performance

Slides presented in this moduleЧтениеAssessing performance introВидеоWhat do we mean by "loss"?Видео

3 measures of loss and their trends with model complexity

Training error: assessing loss on the training setВидеоGeneralization error: what we really wantВидеоTest error: what we can actually computeВидеоDefining overfittingВидеоTraining/test splitВидео

3 sources of error and the bias-variance tradeoff

Irreducible error and biasВидеоVariance and the bias-variance tradeoffВидеоError vs. amount of dataВидео

OPTIONAL ADVANCED MATERIAL: Formally defining and deriving the 3 sources of error

Formally defining the 3 sources of errorВидеоFormally deriving why 3 sources of errorВидео

Putting the pieces together

Training/validation/test split for model selection, fitting, and assessmentВидеоA brief recapВидеоAssessing PerformanceЗадание

Programming assignment

Polynomial RegressionЧтениеExploring the bias-variance tradeoffЗадание
05Ridge Regression24 материалов

Characteristics of overfit models

Slides presented in this moduleЧтениеSymptoms of overfitting in polynomial regressionВидеоDownload the notebook and follow alongЧтениеOverfitting demoВидеоOverfitting for more general multiple regression modelsВидео

The ridge objective

Balancing fit and magnitude of coefficientsВидеоThe resulting ridge objective and its extreme solutionsВидеоHow ridge regression balances bias and varianceВидеоDownload the notebook and follow alongЧтениеRidge regression demoВидеоThe ridge coefficient pathВидео

Optimizing the ridge objective

Computing the gradient of the ridge objectiveВидеоApproach 1: closed-form solutionВидеоDiscussing the closed-form solutionВидеоApproach 2: gradient descentВидео

Tying up the loose ends

Selecting tuning parameters via cross validationВидеоK-fold cross validationВидеоHow to handle the interceptВидеоA brief recapВидеоRidge RegressionЗадание

Programming Assignment 1

Observing effects of L2 penalty in polynomial regressionЧтениеObserving effects of L2 penalty in polynomial regressionЗадание

Programming Assignment 2

Implementing ridge regression via gradient descentЧтениеImplementing ridge regression via gradient descentЗадание
06Feature Selection & Lasso29 материалов

Feature selection via explicit model enumeration

Slides presented in this moduleЧтениеThe feature selection taskВидеоAll subsetsВидеоComplexity of all subsetsВидеоGreedy algorithmsВидеоComplexity of the greedy forward stepwise algorithmВидео

Feature selection implicitly via regularized regression

Can we use regularization for feature selection?ВидеоThresholding ridge coefficients?ВидеоThe lasso objective and its coefficient pathВидео

Geometric intuition for sparsity of lasso solutions

Visualizing the ridge costВидеоVisualizing the ridge solutionВидеоVisualizing the lasso cost and solutionВидеоDownload the notebook and follow alongЧтениеLasso demoВидео

Setting the stage for solving the lasso

What makes the lasso objective differentВидеоCoordinate descentВидеоNormalizing featuresВидеоCoordinate descent for least squares regression (normalized features)Видео

Optimizing the lasso objective

Coordinate descent for lasso (normalized features)ВидеоAssessing convergence and other lasso solversВидеоCoordinate descent for lasso (unnormalized features)Видео

OPTIONAL ADVANCED MATERIAL: Deriving the lasso coordinate descent update

Deriving the lasso coordinate descent updateВидео

Tying up loose ends

Choosing the penalty strength and other practical issues with lassoВидеоA brief recapВидеоFeature Selection and LassoЗадание

Programming Assignment 1

Using LASSO to select featuresЧтениеUsing LASSO to select featuresЗадание

Programming Assignment 2

Implementing LASSO using coordinate descentЧтениеImplementing LASSO using coordinate descentЗадание
07Nearest Neighbors & Kernel Regression17 материалов

Motivating local fits

Slides presented in this moduleЧтениеLimitations of parametric regressionВидео

Nearest neighbor regression

1-Nearest neighbor regression approachВидеоDistance metricsВидео1-Nearest neighbor algorithmВидео

k-Nearest neighbors and weighted k-nearest neighbors

k-Nearest neighbors regressionВидеоk-Nearest neighbors in practiceВидеоWeighted k-nearest neighborsВидео

Kernel regression

From weighted k-NN to kernel regressionВидеоGlobal fits of parametric models vs. local fits of kernel regressionВидео

k-NN and kernel regression wrapup

Performance of NN as amount of data growsВидеоIssues with high-dimensions, data scarcity, and computational complexityВидеоk-NN for classificationВидеоA brief recapВидеоNearest Neighbors & Kernel RegressionЗадание

Programming Assignment

Predicting house prices using k-nearest neighbors regressionЧтениеPredicting house prices using k-nearest neighbors regressionЗадание
08Closing Remarks6 материалов

What we've learned

Slides presented in this moduleЧтениеSimple and multiple regressionВидеоAssessing performance and ridge regressionВидеоFeature selection, lasso, and nearest neighbor regressionВидео

Summary and what's ahead in the specialization

What we covered and what we didn't coverВидеоThank you!Видео
Simple Linear RegressionЗадание