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    5 Weeks
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    2–4 hours per week
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High school math. Basic knowledge of calculus, statistics, linear algebra would be an advantage.

About this course

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Advanced methods of machine learning. You will learn how to analyze big amounts of data, to find regularities in your data, to cluster or classify your data.

In this course you will learn specific concepts and techniques of machine learning, such as factor analysis, multiclass logistic regression, resampling and decision trees, support vector machines and reinforced machine learning.

Various examples and different software applications are considered in the course. You will get not only the theoretical prerequisites, but also practical hints how to work with your data in MS Azure.

What you'll learn

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Factor analysis

Multiclass logistic regression

Resampling and decision trees

Support vector machines

Reinforced machine learning

Week 1 : Factor analysis . Quite often the amount of variables in the data set under analysis is large, thus the data can not be visualized. This implies a very theoretical approach to obtain some trends or dependencies in the data. Factor analysis is a commonly used machine learning technique to reduce the amount of variables in a dataset. We will thoroughly discuss principal component analysis, but will consider also other factor analysis methods.

Week 2: Multiclass logistic regression . Multiclass logistic regression (or multinomial regression) is a classification method generalizing logistic regression to multiclass case, i.e. when there are more than two possible outcomes. Multiclass LR is used when the dependent variable is nominal and for which there are more than two categories.

Week 3: Resampling and decision trees. Resampling methods are essential to test and evaluate statistical models. For instance, you could draw several samples and then assess the variability and stability of your model on different samples. Decision trees are intuitive concepts for making decisions. They are also widely used for regression and classification. You split all your observations into a number of samples, and predictions are made based on the mean or mode of the training observations in that sample.

Week 4: Support vector machines. SVM is a supervised learning models that are used for classification or regression analysis. We will thoroughly consider a more simple and intuitive classifier called the optimal margin classifier and then proceed to a generalized SVM.

Week 5: Reinforced machine learning. Main principles of reinforcement learning are discussed, that is how to maximize the cumulative feedback of an object’s actions in case when an object interacts with the environment and receives a positive or negative feedback from the environment to its actions. Q-learning method will be considered in details.

Meet your instructors

Anton Boitsev
Associate Professor at the Higher School of Digital Culture
ITMO University
Aleksei Romanov
Associate Professor at the Higher School of Digital Culture
ITMO University
Dmitry Volchek
Associate Professor at the Higher School of Digital Culture
ITMO University
Elena Mikhailova
Director of Higher School of Digital Culture
ITMO University

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Learner testimonials

One of the best courses in ML, it covers the mathematical part deeply and in great detail, this is the right course if you want to rigorously base ML algorithms mathematically, the readings in each section are very well structured. — Previous Student, review from Class Central

The course instructors are very supportive, helpful and prompt. All queries and issues were addressed and resolved very quickly. Overall a good journey. — Previous Student, review from Class Central

The best thing about the course is that any questions that were raised in the discussion threads were promptly answered and the answers had mathematical proofs. — Irfan K, review from Class Central

This is the best course I have taken on EdX. The course material is great, the layout and presentation is great and the assignments were fruitful. — Previous Student, review from Class Central

Read more on classcentral.com.

Who can take this course?

Unfortunately, learners from one or more of the following countries or regions will not be able to register for this course: Iran, Cuba and the Crimea region of Ukraine. While edX has sought licenses from the U.S. Office of Foreign Assets Control (OFAC) to offer our courses to learners in these countries and regions, the licenses we have received are not broad enough to allow us to offer this course in all locations. edX truly regrets that U.S. sanctions prevent us from offering all of our courses to everyone, no matter where they live.