Machine Learning

  1. Model Evaluation and Validation
    1. Fundamental Concepts
      1. Bias-Variance Tradeoff
        1. Bias Definition
          1. Variance Definition
            1. Irreducible Error
              1. Model Complexity Effects
                1. Optimal Complexity
                2. Underfitting vs. Overfitting
                  1. Underfitting Characteristics
                    1. Overfitting Characteristics
                      1. Training vs. Validation Performance
                        1. Generalization Gap
                        2. Generalization
                          1. Factors Affecting Generalization
                            1. Generalization Error
                              1. Sample Complexity
                            2. Data Splitting Strategies
                              1. Train-Validation-Test Split
                                1. Purpose of Each Set
                                  1. Typical Split Ratios
                                    1. Stratified Splitting
                                    2. Holdout Method
                                      1. Simple Random Sampling
                                        1. Stratified Sampling
                                          1. Time-Based Splitting
                                          2. Cross-Validation Techniques
                                            1. k-Fold Cross-Validation
                                              1. Procedure
                                                1. Choosing k
                                                  1. Computational Cost
                                                  2. Stratified k-Fold
                                                    1. Maintaining Class Distribution
                                                      1. Benefits for Imbalanced Data
                                                      2. Leave-One-Out Cross-Validation
                                                        1. Procedure
                                                          1. Bias and Variance Properties
                                                            1. Computational Considerations
                                                            2. Leave-P-Out Cross-Validation
                                                              1. Time Series Cross-Validation
                                                                1. Forward Chaining
                                                                  1. Sliding Window
                                                                    1. Expanding Window
                                                                    2. Nested Cross-Validation
                                                                      1. Outer Loop for Model Assessment
                                                                        1. Inner Loop for Model Selection
                                                                          1. Unbiased Performance Estimation
                                                                      2. Regression Evaluation Metrics
                                                                        1. Error-Based Metrics
                                                                          1. Mean Absolute Error
                                                                            1. Interpretation
                                                                              1. Robustness to Outliers
                                                                              2. Mean Squared Error
                                                                                1. Interpretation
                                                                                  1. Sensitivity to Outliers
                                                                                  2. Root Mean Squared Error
                                                                                    1. Units and Interpretation
                                                                                    2. Mean Absolute Percentage Error
                                                                                      1. Scale Independence
                                                                                        1. Limitations
                                                                                      2. Correlation-Based Metrics
                                                                                        1. R-Squared
                                                                                          1. Interpretation
                                                                                            1. Limitations
                                                                                            2. Adjusted R-Squared
                                                                                              1. Penalty for Model Complexity
                                                                                                1. Comparison Across Models
                                                                                              2. Residual Analysis
                                                                                                1. Residual Plots
                                                                                                  1. Normality Tests
                                                                                                    1. Homoscedasticity Assessment
                                                                                                      1. Independence Checks
                                                                                                    2. Classification Evaluation Metrics
                                                                                                      1. Confusion Matrix
                                                                                                        1. True Positives
                                                                                                          1. True Negatives
                                                                                                            1. False Positives
                                                                                                              1. False Negatives
                                                                                                                1. Multi-Class Extension
                                                                                                                2. Basic Metrics
                                                                                                                  1. Accuracy
                                                                                                                    1. Limitations with Imbalanced Data
                                                                                                                    2. Error Rate
                                                                                                                      1. Relationship to Accuracy
                                                                                                                    3. Precision and Recall
                                                                                                                      1. Precision
                                                                                                                        1. Interpretation
                                                                                                                          1. Use Cases
                                                                                                                          2. Recall
                                                                                                                            1. Interpretation
                                                                                                                              1. Use Cases
                                                                                                                              2. Precision-Recall Tradeoff
                                                                                                                              3. F-Scores
                                                                                                                                1. F1-Score
                                                                                                                                  1. Harmonic Mean
                                                                                                                                    1. Balanced Precision and Recall
                                                                                                                                    2. F-Beta Score
                                                                                                                                      1. Weighted Harmonic Mean
                                                                                                                                        1. Beta Parameter Interpretation
                                                                                                                                      2. Specificity and Sensitivity
                                                                                                                                        1. Specificity
                                                                                                                                          1. True Negative Rate
                                                                                                                                            1. Medical Applications
                                                                                                                                            2. Sensitivity
                                                                                                                                              1. Same as Recall
                                                                                                                                                1. Medical Applications
                                                                                                                                              2. ROC Analysis
                                                                                                                                                1. ROC Curve
                                                                                                                                                  1. True Positive Rate vs. False Positive Rate
                                                                                                                                                    1. Threshold Variation
                                                                                                                                                      1. Curve Interpretation
                                                                                                                                                      2. AUC Score
                                                                                                                                                        1. Area Under ROC Curve
                                                                                                                                                          1. Interpretation
                                                                                                                                                            1. Advantages and Limitations
                                                                                                                                                          2. Precision-Recall Curve
                                                                                                                                                            1. Construction
                                                                                                                                                              1. Comparison with ROC
                                                                                                                                                                1. Imbalanced Data Applications
                                                                                                                                                                2. Multi-Class Metrics
                                                                                                                                                                  1. Macro Averaging
                                                                                                                                                                    1. Micro Averaging
                                                                                                                                                                      1. Weighted Averaging
                                                                                                                                                                        1. Per-Class Metrics
                                                                                                                                                                        2. Advanced Metrics
                                                                                                                                                                          1. Matthews Correlation Coefficient
                                                                                                                                                                            1. Balanced Measure
                                                                                                                                                                              1. Range and Interpretation
                                                                                                                                                                              2. Cohen's Kappa
                                                                                                                                                                                1. Agreement Beyond Chance
                                                                                                                                                                                  1. Multi-Class Applications
                                                                                                                                                                                  2. Log Loss
                                                                                                                                                                                    1. Probabilistic Interpretation
                                                                                                                                                                                      1. Penalizing Confident Misclassifications
                                                                                                                                                                                  3. Model Selection and Comparison
                                                                                                                                                                                    1. Information Criteria
                                                                                                                                                                                      1. Akaike Information Criterion
                                                                                                                                                                                        1. Model Complexity Penalty
                                                                                                                                                                                          1. Model Comparison
                                                                                                                                                                                          2. Bayesian Information Criterion
                                                                                                                                                                                            1. Stronger Complexity Penalty
                                                                                                                                                                                              1. Large Sample Properties
                                                                                                                                                                                            2. Statistical Significance Testing
                                                                                                                                                                                              1. Paired t-Test
                                                                                                                                                                                                1. McNemar's Test
                                                                                                                                                                                                  1. Wilcoxon Signed-Rank Test
                                                                                                                                                                                                    1. Friedman Test
                                                                                                                                                                                                    2. Learning Curves
                                                                                                                                                                                                      1. Training Curve
                                                                                                                                                                                                        1. Validation Curve
                                                                                                                                                                                                          1. Diagnosing Bias and Variance
                                                                                                                                                                                                            1. Sample Size Effects
                                                                                                                                                                                                            2. Validation Curves
                                                                                                                                                                                                              1. Hyperparameter Effects
                                                                                                                                                                                                                1. Optimal Hyperparameter Selection
                                                                                                                                                                                                                  1. Overfitting Detection