Course Description
The Hidden Markov Model or HMM is all about learning sequences.A lot of the data that would be very useful for us to model is in sequences. Stock prices are sequences of prices. Language is a sequence of words. Credit scoring involves sequences of borrowing and repaying money, and we can use those sequences to predict whether or not you’re going to default. In short, sequences are everywhere, and being able to analyze them is an important skill in your data science toolbox.
The easiest way to appreciate the kind of information you get from a sequence is to consider what you are reading right now. If I had written the previous sentence backwards, it wouldn’t make much sense to you, even though it contained all the same words. So order is important.
While the current fad in deep learning is to use recurrent neural networks to model sequences, I want to first introduce you guys to a machine learning algorithm that has been around for several decades now - the Hidden Markov Model.
This course follows directly from my first course in Unsupervised Machine Learning for Cluster Analysis, where you learned how to measure the probability distribution of a random variable. In this course, you’ll learn to measure the probability distribution of a sequence of random variables.
You guys know how much I love deep learning, so there is a little twist in this course. We’ve already covered gradient descent and you know how central it is for solving deep learning problems. I claimed that gradient descent could be used to optimize any objective function. In this course I will show you how you can use gradient descent to solve for the optimal parameters of an HMM, as an alternative to the popular expectation-maximization algorithm.
We’re going to do it in Theano and Tensorflow, which are popular libraries for deep learning. This is also going to teach you how to work with sequences in Theano and Tensorflow, which will be very useful when we cover recurrent neural networks and LSTMs.
This course is also going to go through the many practical applications of Markov models and hidden Markov models. We’re going to look at a model of sickness and health, and calculate how to predict how long you’ll stay sick, if you get sick. We’re going to talk about how Markov models can be used to analyze how people interact with your website, and fix problem areas like high bounce rate, which could be affecting your SEO. We’ll build language models that can be used to identify a writer and even generate text - imagine a machine doing your writing for you. HMMs have been very successful in natural language processing or NLP.
We’ll look at what is possibly the most recent and prolific application of Markov models - Google’s PageRank algorithm. And finally we’ll discuss even more practical applications of Markov models, including generating images, smartphone autosuggestions, and using HMMs to answer one of the most fundamental questions in biology - how is DNA, the code of life, translated into physical or behavioral attributes of an organism?
All of the materials of this course can be downloaded and installed for FREE. We will do most of our work in Numpy and Matplotlib, along with a little bit of Theano. I am always available to answer your questions and help you along your data science journey.
This course focuses on "how to build and understand", not just "how to use". Anyone can learn to use an API in 15 minutes after reading some documentation. It's not about "remembering facts", it's about "seeing for yourself" via experimentation. It will teach you how to visualize what's happening in the model internally. If you want more than just a superficial look at machine learning models, this course is for you.
See you in class!
Suggested Prerequisites:
- calculus
- linear algebra
- probability
- Python coding: if/else, loops, lists, dicts, sets
- Numpy coding: matrix and vector operations, loading a CSV file
- Be comfortable with the multivariate Gaussian distribution
- Cluster Analysis and Unsupervised Machine Learning in Python will provide you with sufficient background
Tips for success:
- Use the video speed changer! Personally, I like to watch 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!
- Don't get discouraged if you can't solve every exercise right away. Sometimes it'll take hours, days, or maybe weeks!
- Write code yourself, this is an applied course! Don't be a "couch potato".
Lectures
- 16 sections
- 76 lectures
- 10h 41m total length
Reviews
38 reviews for this course
Testimonials and Success Stories
H. Z.
“I am one of your students. Yesterday, I presented my paper at ICCV 2019. You have a significant part in this, so I want to sincerely thank you for your in-depth guidance to the puzzle of deep learning. Please keep making awesome courses that teach us!”
Wade J.
“I just watched your short video on “Predicting Stock Prices with LSTMs: One Mistake Everyone Makes.” Giggled with delight.
You probably already know this, but some of us really and truly appreciate you. BTW, I spent a reasonable amount of time making a learning roadmap based on your courses and have started the journey.
Looking forward to your new stuff.”
Kris M.
“Thank you for doing this! I wish everyone who call’s themselves a Data Scientist would take the time to do this either as a refresher or learn the material. I have had to work with so many people in prior roles that wanted to jump right into machine learning on my teams and didn’t even understand the first thing about the basics you have in here!!
I am signing up so that I have the easy refresh when needed and the see what you consider important, as well as to support your great work, thank you.”
Steve M.
“I have been intending to send you an email expressing my gratitude for the work that you have done to create all of these data science courses in Machine Learning and Artificial Intelligence. I have been looking long and hard for courses that have mathematical rigor relative to the application of the ML & AI algorithms as opposed to just exhibit some 'canned routine' and then viola here is your neural network or logistical regression.
Your courses are just what I have been seeking. I am a retired mathematician, statistician and Supply Chain executive from a large Fortune 500 company in Ohio. I also taught mathematics, statistics and operations research courses at a couple of universities in Northern Ohio.
I have taken many courses and have enjoyed the journey, I am not going to be critical of any of the organizations from whom I have taken courses. However, when I read a review about one of your courses in which the student was complaining that one would need a PhD in Mathematics to understand it, I knew this was the course (or series of courses) that I wanted. (Having advanced degrees in mathematics, I knew that it was highly unlikely that a PhD would actually be required.)”
Saurabh W.
“Hi Sir I am a student from India. I've been wanting to write a note to thank you for the courses that you've made because they have changed my career. I wanted to work in the field of data science but I was not having proper guidance but then I stumbled upon your "Logistic Regression" course in March and since then, there's been no looking back. I learned ANNs, CNNs, RNNs, Tensorflow, NLP and whatnot by going through your lectures. The knowledge that I gained enabled me to get a job as a Business Technology Analyst at one of my dream firms even in the midst of this pandemic. For that, I shall always be grateful to you. Please keep making more courses with the level of detail that you do in low-level libraries like Theano.”
David P.
“I just wanted to reach out and thank you for your most excellent course that I am nearing finishing.
And, I couldn't agree more with some of your "rants", and found myself nodding vigorously!
You are an excellent teacher, and a rare breed.
And, your courses are frankly, more digestible and teach a student far more than some of the top-tier courses from ivy leagues I have taken in the past.
(I plan to go through many more courses, one by one!)
I know you must be deluged with complaints in spite of the best content around That's just human nature.
Also, satisfied people rarely take the time to write, so I thought I will write in for a change. :)”
P. C.
“Hello, Lazy Programmer!
In the process of completing my Master’s at Hunan University, China, I am writing this feedback to you in order to express my deep gratitude for all the knowledge and skills I have obtained studying your courses and following your recommendations.
The first course of yours I took was on Convolutional Neural Networks (“Deep Learning p.5”, as far as I remember). Answering one of my questions on the Q&A board, you suggested I should start from the beginning – the Linear and Logistic Regression courses. Despite that I assumed I had already known many basic things at that time, I overcame my “pride” and decided to start my journey in Deep Learning from scratch.
Course by course, I was renewing the basics and the prerequisites. Thus, in several months, after every day studying under your guidance, I was able to gain enough intuitions and practical skills in order to begin progressing in my research. Having a solid background, it was just a pleasure to read all the relevant papers in the field as well as to make all the experiments needed for achieving my goal – creating a high-performance CNN for offline HCCR.
I believe, the professionalism of any teacher can be estimated by the feedback received from their students, and it’s of the utmost importance for me to thank you, Lazy Programmer!
I want you to know, in spite, that we have never actually met and you haven’t taught me privately, I consider you one of my greatest Teachers.
The most important things I have learned from you (some in the hard way, though) beside many exciting modern Deep Learning/AI techniques and algorithms are:
1) If one doesn’t know how to program something, one doesn’t understand it completely.
2) If one is not honest with oneself about one’s prior knowledge, one will never succeed in studying more advanced things.
3) Developing skills in BOTH Math and Programming is what makes one a good student of this major.
I am still studying your courses, and am certain I will ask you more than just a few technical questions regarding their content, but I already would like to say, that I will remember your contribution to my adventure in the Deep Learning field, and consider it as big as one of such great scientists’ as Andrew Ng, Geoffrey Hinton, and my supervisor.
Thank you, Lazy Programmer! 非常感谢您，Lazy 老师！
If you are interested, you can find my first paper’s preprint here:
https://arxiv.org/abs/xxx”
Dima K.
“By the way, if you are interested to hear. I used the HMM classification, as it was in your course (95% of the script, I had little adjustments there), for the Customer-Care department in a big known fintech company. to predict who will call them, so they can call him before the rush hours, and improve the service. Instead of a poem, I Had a sequence of the last 24 hours' events that the customer had, like: "Loaded money", "Usage in the food service", "Entering the app", "Trying to change the password", etc... the label was called or didn't call. The outcome was great. They use it for their VIP customers. Our data science department and I got a lot of praise.”
Andres Lopez C.
“This course is exactly what I was looking for. The instructor does an impressive job making students understand they need to work hard in order to learned. The examples are clear, and the explanations of the theory is very interesting.”
Mohammed K.
“Thank you, I think you have opened my eyes. I was using API to implement Deep learning algorithms and each time I felt I was messing out on some things. So thank you very much.”
Tom P.
“I have now taken a few classes from some well-known AI profs at Stanford (Andrew Ng, Christopher Manning, …) with an overall average mark in the mid-90s. Just so you know, you are as good as any of them. But I hope that you already know that.
I wish you a happy and safe holiday season. I am glad you chose to share your knowledge with the rest of us.”
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