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Foundations of Statistical Learning & Algorithms

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Foundations of Statistical Learning & Algorithms

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Gain insight into a topic and learn the fundamentals.
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace

Gain insight into a topic and learn the fundamentals.
2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace

There are 4 modules in this course

This course covers linear algebra, probability, and optimization. It begins with systems of equations, matrix operations, vector spaces, and eigenvalues. Advanced topics include Cholesky and singular value decomposition. Probability modules address Bayes' theorem, Gaussian distribution, and inference techniques. The course concludes with model selection methods and an introduction to optimization.

This module provides a foundational understanding of linear algebra concepts essential for statistical learning and algorithms. You will explore the principles of linear systems, matrix operations, vector spaces, orthogonality, and projections. These topics will lay the groundwork for understanding more advanced machine learning and statistical modeling techniques.

What's included

4 videos20 readings3 assignments1 app item1 discussion prompt

4 videosβ€’Total 20 minutes
  • Course Introductionβ€’2 minutes
  • Meet Your Instructorβ€’1 minute
  • Matricesβ€’9 minutes
  • Vector Spaceβ€’8 minutes
20 readingsβ€’Total 249 minutes
  • Course Overviewβ€’2 minutes
  • Syllabusβ€’10 minutes
  • Academic Integrityβ€’1 minute
  • Introduction to Machine Learningβ€’25 minutes
  • Introduction to Linear Algebraβ€’4 minutes
  • Why Linear Algebra and Mathematics?β€’2 minutes
  • Notationβ€’5 minutes
  • Foundational Concepts of Systems of Linear Equationsβ€’20 minutes
  • Solved Example and Recommended Resourcesβ€’20 minutes
  • Matrices and Matrix Operationsβ€’20 minutes
  • Helpful Resources and Solved Examplesβ€’10 minutes
  • Foundations of Vector Spaces: Operations and Subspacesβ€’20 minutes
  • Vector Space Propertiesβ€’10 minutes
  • Subspaceβ€’1 minute
  • Introduction to Orthogonal Complementβ€’20 minutes
  • Introduction to Orthogonal Projectionsβ€’40 minutes
  • Importance of Projectionsβ€’4 minutes
  • Projection Onto One-Dimensional Subspaces (Lines)β€’15 minutes
  • Projection Onto General Subspacesβ€’10 minutes
  • Projections Case Studyβ€’10 minutes
3 assignmentsβ€’Total 46 minutes
  • Check Your Knowledge: System of Linear Equationsβ€’16 minutes
  • Check Your Knowledge: Matricesβ€’16 minutes
  • Check Your Knowledge: Vector Spacesβ€’14 minutes
1 app itemβ€’Total 20 minutes
  • [H5P] System of Linear Equationsβ€’20 minutes
1 discussion promptβ€’Total 10 minutes
  • Meet Your Fellow Learnersβ€’10 minutes

This module covers essential linear algebra concepts, focusing on linear mappings, eigenvectors, eigenvalues, Cholesky decomposition, and singular value decomposition. You'll learn to apply linear mappings, interpret eigenvectors and eigenvalues, and explore the Cholesky decomposition for symmetric, positive definite matrices. Additionally, you'll delve into singular value decomposition and its applications. The lessons include linear independence, linear mappings, eigenvalues and eigenvectors, Cholesky decomposition, and singular value decomposition, providing a comprehensive understanding of these critical topics.

What's included

2 videos11 readings1 assignment1 app item

2 videosβ€’Total 16 minutes
  • Linear Mapping: Part 1β€’8 minutes
  • Linear Mapping: Part 2β€’8 minutes
11 readingsβ€’Total 247 minutes
  • Understanding Linear Independence in Vector Spacesβ€’18 minutes
  • Linear Independenceβ€’30 minutes
  • Exploring Transformations: Understanding Linear Mappingsβ€’60 minutes
  • Linear Mappingβ€’5 minutes
  • Matrix Representationβ€’6 minutes
  • Introduction to Eigenvalues and Eigenvectors β€’40 minutes
  • Eigenvectors and Eigenvalues: Examples and Applicationsβ€’30 minutes
  • Cholesky Decompositionβ€’5 minutes
  • Solved Examplesβ€’10 minutes
  • Introduction to Singular Value Decomposition (SVD)β€’28 minutes
  • Derivation of Singular Value Decomposition (SVD) from Eigenvalues and Eigenvectorsβ€’15 minutes
1 assignmentβ€’Total 18 minutes
  • Practice Quiz: Linear Mappingβ€’18 minutes
1 app itemβ€’Total 20 minutes
  • Linear Independence, Basis, and Rankβ€’20 minutes

This module focuses on essential probability concepts and their applications in machine learning. You will explore the sum rule, product rule, and Bayes' theorem, understanding how these principles are applied to solve complex problems. Additionally, you'll learn to apply Bayesian inference to estimate hidden variables from observed data, enhancing your ability to make informed predictions and decisions in machine learning contexts. These topics will provide a solid foundation for understanding and implementing probabilistic models in various machine learning scenarios.

What's included

11 readings1 assignment

11 readingsβ€’Total 284 minutes
  • Sum Rule, Product Rule, and Bayes’ Theoremβ€’15 minutes
  • Sum Ruleβ€’4 minutes
  • Product Rule (Chain Rule)β€’2 minutes
  • Bayes’ Theoremβ€’43 minutes
  • Univariate Gaussian Distributionβ€’4 minutes
  • Gaussian Distribution: Foundations and Applicationsβ€’15 minutes
  • Multivariate Gaussian Distributionβ€’10 minutes
  • Conditional and Marginal Multivariate Gaussian Distributionsβ€’45 minutes
  • Product of Gaussian Densitiesβ€’26 minutes
  • Bayesian Inferenceβ€’70 minutes
  • Latent-Variable Modelsβ€’50 minutes
1 assignmentβ€’Total 10 minutes
  • Check Your Knowledge: Inference Techniquesβ€’10 minutes

This module covers key techniques for enhancing machine learning models. You will learn to minimize the error or loss of a model through various optimization methods. Additionally, you'll explore different cross-validation techniques to assess model performance and generalizability. By examining various optimization techniques, you'll improve model accuracy and efficiency. These topics will equip you with the skills to fine-tune and validate your machine learning models effectively.

What's included

15 readings1 assignment

15 readingsβ€’Total 327 minutes
  • Introduction to Model Selectionβ€’5 minutes
  • Bayesian Model Selectionβ€’30 minutes
  • Bayesian Model Selection Readingsβ€’60 minutes
  • Introduction to Cross-Validationβ€’25 minutes
  • K-Fold Cross-Validationβ€’2 minutes
  • Leave-One-Out Cross-Validation (LOOCV)β€’10 minutes
  • Introduction to Optimization Techniquesβ€’13 minutes
  • Optimization Using Gradient Descentβ€’40 minutes
  • Gradient Descent with Momentumβ€’45 minutes
  • Stochastic Gradient Descent (SGD)β€’40 minutes
  • Constrained Optimizationβ€’16 minutes
  • Lagrange Multipliersβ€’8 minutes
  • Convex Optimizationβ€’8 minutes
  • Linear Programmingβ€’15 minutes
  • Quadratic Programmingβ€’10 minutes
1 assignmentβ€’Total 15 minutes
  • Check Your Knowledge: Optimization Techniquesβ€’15 minutes

Instructor

Northeastern University
3 Coursesβ€’778 learners

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