Advanced Scikit-learn training session

• Review of supervised learning
• Linear models for classification and regression
• Loss functions, regularization, empirical risk minimization
• Path algorithms
• Exercise: FIXME Regression

• Cross-validation vs train/test split
• GridSearchCV
• Overfitting Parameters
• Scoring Metrics
• Exercise: FIXME

• Scaling and normalization

• Feature selection:

  • Univariate
  • Model-based
  • RFE
  • Forward / backward selection

• Polynomial and interaction features

• Exercise: FIXME

• Pipelines
• FeatureUnion
• Function Transformer?
• Exercise: FIXME

• Decision Tree Recap
• Random Forests
• Gradient Boosting / xgboost
• Kernel SVMs
• Kernel approximation
• Neural Networks
• Exercise: FIXME

• PCA
• NMF
• Robust PCA?
• TSNE
• Exercise: FIXME

• Elliptic Envelope?
• IForest ?
• What else?
• KDE?
• SVM?
• robust PCA?
• Exercise: FIXME

• Non-iid data
• Gaussian fit...
• Covariance matrix is a kernel
• regression, outlier detection, time series modelling
• Exercise: FIXME

• warm starts
• out of core
• custom estimators