Coding everything from scratch, lots of mathematics, more practice, less theory!
Table of contents:
- Linear Algebra - Vector operations
- Dot/Inner Product
- Identity matrix
- Matrix Inverse
- Norms
- Multiple Linear Regression
- Regularization
- Predicting house prices
- Multiple OLS regression from scratch
- Loss vs Cost functions
- Simple feature engineering
- Generalizability: evaluating performance out of sample
- Errors vs Residuals
- Simple linear regression
- Covariance vs Correlation
- Simple OLS regression from scratch
- Gradient Decent (GD)
- GD simple OLS from scratch
- GD multiple OLS from scratch
- Bayes' theorem
- Bayesian linear regression
- Bayesian regression from scratch
- Markov chain Monte Carlo sampling
- Capital Asset Pricing Model (CAPM)
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