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