In this lecture we will go over key concepts in statistics which are the cornerstone of mathematical foundation of Machine Learning. We will define frequentistic and Bayesian probabilities, learn what is a PDF. We will also discuss parameter estimation with the Maximum Likelihood method and finish with the definition of Confidence Intervals.
We start this lecture with unfolding and hypothesis testing, another two key concepts from statistics. Key part of the lecture is the Neyman-Person lemma that paves a clear path for the needs of Machine Learning in statistics.
We continue tackling the problem of trying to know the likelihood ratio with the use of Classical Machine Learning. We try to solve it by brute force and then we move to Machine Learning techniques. We start with a Kernel Density Estimators. We continue by defining what is a decision tree, what is a leaf and we study how it works on a very simple example. We go further and explain the...
We introduce the concept of a Neural Network (NN) and study their application with a single-neuron network. This again allows us to avoid the "black-box approach" and really understand the key concepts of how a NN works. We discuss activation functions and how the NN learns with the help of the loss functions and backpropagation. We finish by discussing the basic idea of a Deep Neural Network...
Canoeing and hiking excursion, including BBQ dinner by the fireplace at the lake of Snogeholm.
