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These are 8 of the most important supervised machine learning algorithms you should know. 🧠 1️⃣ Linear Regression: Predicts a continuous value by modeling a linear relationship between inputs and the target. 2️⃣ Logistic Regression: Predicts the probability of a class, making it a common choice for classification. 3️⃣...

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a playlist of 30 youtube videos to learn machine learning fundamentals from scratch if you're struggling on where to start learning ML, this list goes this "Machine Learning: Teach by Doing" is a solid choice to learn both theory and code. (1) Introduction to Machine Learning Teach by Doing: (2) What is Machine Learning? History of Machine Learning: (3) Types of ML Models: (4) 6 steps of any ML project: (5) Install Python and VSCode and run your first code: (6) Linear Classifiers Part 1: (7) Linear Classifiers Part 2: (8) Jupyter Notebook, Numpy and Scikit-Learn: (9) Running the Random Linear Classifier Algorithm in Python: (10) The oldest ML model - Perceptron: (11) Coding the Perceptron: (12) Perceptron Convergence Theorem: (13) Magic of features in Machine Learning: (14) One hot encoding: (15) Logistic Regression Part 1: (16) Cross Entropy Loss: (17) How gradient descent works: (18) Logistic Regression from scratch in Python: (19) Introduction to Regularization: (20) Implementing Regularization in Python: (21) Linear Regression Introduction: (22) Ordinary Least Squares step by step implementation: (23) Ridge regression fundamentals and intuition: (24) Regression recap for interviews: (25) Neural network architecture in 30 minutes: (26) Backpropagation intuition: (27) Neural network activation functions: (28) Momentum in gradient descent: (29) Hands on neural network training in Python: (30) Introduction to Convolutional Neural Networks (CNNs):

ℏεsam

117,748 views • 1 year ago

SVM by hand ✍️ ~ 19 steps walkthrough below (Linear vs RBF) Support Vector Machines reigned supreme in machine learning before the deep learning revolution. An SVM predicts with dot products, the same matrix multiplication every model uses. What it does not do is train by backpropagation: it is fitted by convex optimization, so there is no matrix-multiplication backward pass for a GPU to accelerate. I drew and calculated two SVMs by hand: a linear one (top) and an RBF one (bottom), classifying the same two test vectors. Goal: turn six training vectors and their learned coefficients into a prediction, and see what changing the kernel actually changes. = 1. Given = Six training vectors, their labels, and the coefficients and bias already learned. A coefficient of zero means that vector is not a support vector: too far from the boundary to matter. = 2. Linear kernel, test vector 1 = Let us take the dot product of the test vector with every training vector. The dot product stands in for cosine similarity, and the column of results is the first column of the kernel matrix K. = 3. Linear kernel, test vector 2 = We do the same for the second, and K is complete. = 4. Signed weights = Let us multiply each coefficient by its label. The second training vector drops out here, because its coefficient is 0. = 5. Weighted combination = We multiply the signed weights through K and add the bias b. The result is a signed distance to the decision boundary: 17 and 5. = 6. Classify = Let us take the sign. Both are positive. = 7 to 11. RBF kernel, test vector 1 = Now the same picture with a different kernel, in five moves: square the differences, sum them, take the square root for the L2 distance, multiply by minus gamma, and raise e to that power. The negation is what turns a distance into a similarity, and gamma controls how far a single training vector's influence reaches. = 12 to 16. RBF kernel, test vector 2 = We repeat all five. The numbers change, the moves do not. = 17 to 19. Decision boundary, again = Signed weights, weighted combination, sign. Identical arithmetic to steps 4 through 6, on a K that was built a completely different way. The outputs: Linear K, first column = [13, 25, 12, 15, 19, 27] Linear decision values = 17 and 5, both positive RBF decision values = -2 and 1, so negative and positive The takeaway: the kernel is the only thing that changed, and it changed the answer. The linear SVM calls both test vectors positive; the RBF one splits them. Everything after the kernel matrix, the signed weights and the weighted combination and the sign, is the same page of arithmetic twice. 💾 Save this post!

Tom Yeh

16,916 views • 3 months ago

25 algorithms every programmer should know: Let's start with my top favorite 10. If nothing else, you should read about these algorithms and have a good idea of how they work: 1. Linear search to find an element in a list 2. Binary search to find an element on a sorted list 3. Bubble sort to sort a list 4. Merge sort will also sort lists 5. Quicksort to sort the list and do it fast 6. Dijkstra to find the shortest path in a graph 7. Breadth-first Search (BFS) for trees or graphs 8. Depth-first search (DFS) for trees or graphs 9. Huffman for doing data compression 10. Anything related to dynamic programming Learning about algorithms is like getting tattoos: you never have enough. Here are another 5 algorithms that will help you go beyond the basics: 11. Kruskal for the finding minimum spanning tree 12. Floyd Warshall, shortest paths in a graph 13. Union Find to detect cycles in a graph 14. Bellman-Ford, shortest path in a graph 15. Lee for finding the shortest path in a maze If you are serious about this topic, I recommend learning about algorithms' space and time complexity. People usually refer to this topic as "Big O" notation. You should build a good intuition about the performance of different algorithms and learn how to evaluate them. Machine Learning will rule the next 50 years, so the next 10 algorithms you can't ignore are the following: 16. Linear Regression 17. Logistic Regression 18. Decision Trees 19. Bayes' theorem 20. k-Nearest Neighbors (kNN) 21. Every algorithm related to neural networks 22. K-means 23. Random forest 24. Gradient boosting algorithms 25. Any dimensionality reduction algorithm (PCA, for instance) There are many more mind-blowing algorithms! I haven't found a better way to understand how computers work from a first-principles point of view than reading about different algorithms. Take a look at the attached video.

Santiago

274,344 views • 2 years ago

➡️ Quantitative Finance From Scratch, Part 21: Linear Regression in finance Linear regression finds the straight line that best describes how one quantity moves with another. In finance, that is often a stock's daily return against the market's daily return. Least squares: for every day, you measure how far the real return lies from the line, square that distance and add everything up. The best line makes this sum as small as possible. The line has two numbers. The slope is the beta from Part 14: how strongly the stock follows the market. The intercept is alpha: what the stock earns on average on a day when the market does not move. What the line cannot explain is the residual, and R² tells you which share of the swings (the variance) the line explains, from 0 for nothing to 1 for everything. In this video we simulate two years (504 trading days) of a market and a stock with a built-in beta of 1.2, a second factor with a beta of 0.6 and no alpha. The line finds a beta of 1.26 (the 1.2 lies within the range of chance for two years of data), an alpha of +0.05% a day and an R² of 52%. With two inputs, the line becomes a plane: betas 1.27 and 0.60, R² 63%. Quants use regression to estimate betas, to size hedges, to test whether a strategy earns more than its risk, and to check whether two assets really move together. The limits: a regression only finds a relationship in the data you give it. It does not prove that one thing causes the other, a few extreme days can pull the line (three invented extreme days move our slope from 1.26 to 1.10), and a relationship from the past can change. Education only, not financial advice. #quantitativefinance #quant #finance #regression #beta

QuantFinanceToGo

59,100 views • 1 month ago

A 91-year-old professor is why Nvidia is worth $4 trillion. His name is Gilbert Strang. He teaches linear algebra at MIT. Every AI model on Earth runs on his course. The course has been free on YouTube since 2005. The videos have earned him nothing. MIT 18.06 opens with "The Geometry of Linear Equations." No advanced math. Strang takes a system of two equations, draws it two ways, and shows the class that a matrix is a picture, not an abstraction. The row picture is two lines that cross. The column picture is two arrows that sum to a target. Every neural network on Earth operates on the column picture. Strang first taught linear algebra at MIT in 1962. He wrote the textbook in 1976. It is on every serious engineer's shelf. Every quant fund, every ML lab, every rendering engine at Pixar is running his math. His central insight is that most people are taught matrices as bookkeeping. That is the first thing to unlearn. A matrix is a linear transformation. A linear transformation is a way of moving space. Once you see the space move, the math stops being algebra and becomes geometry. The Kalman filter is a linear system. PCA is a linear system. Every gradient step in a neural net is a matrix-vector product. GPT is a stack of matrix-vector products, each one a scene from MIT 18.06 running on a Blackwell GPU. He retired in 2023 after 61 years at MIT. The course is still up. Watched tens of millions of times. The chip is $40,000. Strang never asked for a royalty.

Ochob

131,950 views • 3 months ago

➡️ Machine Learning from Scratch, part 48: the Boltzmann machine. In 1985 Hinton, David Ackley and Terrence Sejnowski published how a Boltzmann machine learns, starting from the Hopfield network of part 47. Like the Hopfield network it prefers pictures with low energy, but it also has hidden units next to the visible pixels, and its units switch on by chance: the sigmoid turns the weighted sum into a probability. So the machine never settles and visits low energy pictures more often. We use the restricted version, with connections only between the two layers. The code (boltzmann.py, 16 lines of numpy) trains a restricted Boltzmann machine with 9 visible and 8 hidden units on all 14 bars-and-stripes pictures of 3 x 3 pixels, with contrastive divergence (one dream step per round, 5,000 rounds). Then 1,000 dreams start from pure noise and switch back and forth 100 times: 855 of them became one of the 14 pictures, from 3 times for the empty picture to 142 times for one with two bars. Sources: Nobel Prize in Physics 2024, press release of 8 October 2024 (Hopfield and Hinton, "for foundational discoveries and inventions that enable machine learning with artificial neural networks"); D. H. Ackley, G. E. Hinton, T. J. Sejnowski, "A Learning Algorithm for Boltzmann Machines", Cognitive Science, 1985; G. E. Hinton, "Training Products of Experts by Minimizing Contrastive Divergence", Neural Computation, 2002. Honest notes: the pictures do not come up equally often, because one dream step per round is only a shortcut for the real learning rule. When two of the 14 pictures are left out of training, our small machine does not dream them up; new examples of the same kind come from large machines trained on many examples. #machinelearning #ai #boltzmannmachine #neuralnetworks #nobelprize

MachineLearningToGo

14,700 views • 13 days ago