Bayesian Machine Learning in Python: A/B Testing

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Duration
9 часов курса
О курсе

This course is all about A/B testing.

A/B testing is used everywhere. Marketing, retail, newsfeeds, online advertising, and more.

A/B testing is all about comparing things.

If you’re a data scientist, and you want to tell the rest of the company, “logo A is better than logo B”, well you can’t just say that without proving it using numbers and statistics.

Traditional A/B testing has been around for a long time, and it’s full of approximations and confusing definitions.

In this course, while we will do traditional A/B testing in order to appreciate its complexity, what we will eventually get to is the Bayesian machine learning way of doing things.

First, we’ll see if we can improve on traditional A/B testing with adaptive methods. These all help you solve the explore-exploit dilemma.

You’ll learn about the epsilon-greedy algorithm, which you may have heard about in the context of reinforcement learning.

We’ll improve upon the epsilon-greedy algorithm with a similar algorithm called UCB1.

Finally, we’ll improve on both of those by using a fully Bayesian approach.

Why is the Bayesian method interesting to us in machine learning?

It’s an entirely different way of thinking about probability.

It’s a paradigm shift.

You’ll probably need to come back to this course several times before it fully sinks in.

It’s also powerful, and many machine learning experts often make statements about how they “subscribe to the Bayesian school of thought”.

In sum - it’s going to give us a lot of powerful new tools that we can use in machine learning.

The things you’ll learn in this course are not only applicable to A/B testing, but rather, we’re using A/B testing as a concrete example of how Bayesian techniques can be applied.

You’ll learn these fundamental tools of the Bayesian method - through the example of A/B testing - and then you’ll be able to carry those Bayesian techniques to more advanced machine learning models in the future.

See you in class!

Suggested Prerequisites:

  • Probability (joint, marginal, conditional distributions, continuous and discrete random variables, PDF, PMF, CDF)
  • Python coding: if/else, loops, lists, dicts, sets
  • Numpy, Scipy, Matplotlib

TIPS (for getting through the course):

  • Watch it at 2x.
  • Take handwritten notes. This will drastically increase your ability to retain the information.
  • Write down the equations. If you don't, I guarantee it will just look like gibberish.
  • Ask lots of questions on the discussion board. The more the better!
  • Realize that most exercises will take you days or weeks to complete.
  • Write code yourself, don't just sit there and look at my code.

WHAT ORDER SHOULD I TAKE YOUR COURSES IN?:

  • Check out the lecture "What order should I take your courses in?" (available in the Appendix of any of my courses, including the free Numpy course)

Программа
Introduction and Outline
What's this course all about?
Where to get the code for this course
How to succeed in this course
The High-Level Picture
Real-World Examples of A/B Testing
What is Bayesian Machine Learning?
Bayes Rule and Probability Review
Bayes Rule Review
Simple Probability Problem
The Monty Hall Problem
Imbalanced Classes
Требования
  • Probability (joint, marginal, conditional distributions, continuous and discrete random variables, PDF, PMF, CDF)
  • Python coding with the Numpy stack
Что Вы изучите?
  • Use adaptive algorithms to improve A/B testing performance
  • Understand the difference between Bayesian and frequentist statistics
  • Apply Bayesian methods to A/B testing
Лекторы
Lazy Programmer Inc.
Lazy Programmer Inc.
Artificial intelligence and machine learning engineer

Today, I spend most of my time as an artificial intelligence and machine learning engineer with a focus on deep learning, although I have also been known as a data scientist, big data engineer, and full stack software engineer.

I received my masters degree in computer engineering with a specialization in machine learning and pattern recognition.

Experience includes online advertising and digital media as both a data scientist (optimizing click and conversion rates) and big data engineer (building data processing pipelines). Some big data technologies I frequently use are Hadoop, Pig, Hive, MapReduce, and Spark.

I've created deep learning models to predict click-through rate and user behavior, as well as for image and signal processing and modeling text.

My work in recommendation systems has applied Reinforcement Learning and Collaborative Filtering, and we validated the results using A/B testing.

I have taught undergraduate and graduate students in data science, statistics, machine learning, algorithms, calculus, computer graphics, and physics for students attending universities such as Columbia University, NYU, Hunter College, and The New School. 

Multiple businesses have benefitted from my web programming expertise. I do all the backend (server), frontend (HTML/JS/CSS), and operations/deployment work. Some of the technologies I've used are: Python, Ruby/Rails, PHP, Bootstrap, jQuery (Javascript), Backbone, and Angular. For storage/databases I've used MySQL, Postgres, Redis, MongoDB, and more.

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Udemy
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