Math 0-1: Probability for Data Science & Machine Learning

A Casual Guide for Artificial Intelligence, Deep Learning, and Python Programmers

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  • All levels
  • 130 Lectures
  • 23h 20m
  • English
  • Lifetime access, certificate of completion (shareable on LinkedIn, Facebook, and Twitter), Q&A forum, subtitles in English
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Course Description

Common scenario: You try to get into machine learning and data science, but there's SO MUCH MATH.

Either you never studied this math, or you studied it so long ago you've forgotten it all.

What do you do?

Well my friends, that is why I created this course.

Probability is one of the most important math prerequisites for data science and machine learning. It's required to understand essentially everything we do, from the latest LLMs like ChatGPT, to diffusion models like Stable Diffusion and Midjourney, to statistics (what I like to call "probability part 2").

Markov chains, an important concept in probability, form the basis of popular models like the Hidden Markov Model (with applications in speech recognition, DNA analysis, and stock trading) and the Markov Decision Process or MDP (the basis for Reinforcement Learning).

Machine learning (statistical learning) itself has a probabilistic foundation. Specific models, like Linear Regression, K-Means Clustering, Principal Components Analysis, and Neural Networks, all make use of probability.

In short, probability cannot be avoided!

If you want to do machine learning beyond just copying library code from blogs and tutorials, you must know probability.

This course will cover everything that you'd learn (and maybe a bit more) in an undergraduate-level probability class. This includes random variables and random vectors, discrete and continuous probability distributions, functions of random variables, multivariate distributions, expectation, generating functions, the law of large numbers, and the central limit theorem.

Most important theorems will be derived from scratch. Don't worry, as long as you meet the prerequisites, they won't be difficult to understand. This will ensure you have the strongest foundation possible in this subject. No more memorizing "rules" only to apply them incorrectly / inappropriately in the future! This course will provide you with a deep understanding of probability so that you can apply it correctly and effectively in data science, machine learning, and beyond.

Are you ready?

Let's go!

Suggested prerequisites:

  • Differential calculus, integral calculus, and vector calculus
  • Linear algebra
  • General comfort with university/collegelevel mathematics

Lectures

  • 13 sections
  • 130 lectures
  • 23h 20m total length
Introduction
Preview
05:03
Outline
07:50
Where to get the code
02:06
How to Succeed in this Course
08:45
Probability Basics Section Introduction
04:07
What Is Probability?
09:40
Wrong Definition of Probability (Common Mistake) (*)
09:08
Wrong Definition of Probability (Example) (*)
04:36
Probability Models
12:41
Venn Diagrams
12:20
Properties of Probability Models
06:27
Union Example
04:10
Law of Total Probability
07:56
Conditional Probability
12:56
Bayes' Rule
07:30
Bayes' Rule Example
17:58
Independence
15:00
Mutual Independence Example
04:22
Probability Tree Diagrams
14:39
Probability Basics Section Summary
11:02
Suggestion Box
03:10
Discrete Random Variables and Distributions Section Introduction
01:57
What is a Random Variable?
08:23
The Bernoulli Distribution
20:14
The Categorical Distribution
09:36
The Binomial Distribution
16:14
The Geometric Distribution
10:10
The Poisson Distribution
12:46
Visualizing Probability Distributions in Python (**)
10:57
Discrete Random Variables Section Summary
09:02
Continuous Random Variables and Distributions Section Introduction
01:48
Continuous Random Variables and Probability Density Functions
17:24
Physics Analogy
05:06
More About Continuous Distributions
07:13
The Uniform Distribution
10:03
The Exponential Distribution
07:56
The Normal Distribution (Gaussian Distribution)
14:21
The Laplace (Double Exponential) Distribution
10:43
Visualizing Continuous Probability Distributions in Python (**)
13:04
Continuous Random Variables Section Summary
08:26
CDFs and Multiple Random Variables Section Introduction
04:07
Cumulative Distribution Function (CDF)
12:49
Exercise: CDF of Geometric Distribution
05:19
CDFs for Continuous Random Variables
12:43
Exercise: CDF of Normal Distribution
06:02
Change of Variables (Functions of Random Variables) pt 1
12:10
Change of Variables (Functions of Random Variables) pt 2
20:28
Joint and Marginal Distributions pt 1
11:09
Joint and Marginal Distributions pt 2
15:49
Exercise: Marginal of Bivariate Normal
14:50
Conditional Distributions and Bayes' Rule
19:48
Exercise: Conditioning with Joint Normal and Linear Regression (***)
13:40
Independence
16:02
Exercise: Bivariate Normal with Zero Correlation
04:20
Multivariate Distributions and Random Vectors
14:05
Multivariate Normal Distribution / Vector Gaussian
13:35
Multinomial Distribution
12:42
Exercise: MVN to Bivariate Normal
11:38
Exercise: Multivariate Normal, Zero Correlation Implies Independence
09:40
Multidimensional Change of Variables (Discrete)
15:05
Multidimensional Change of Variables (Continuous)
25:32
Convolution From Adding Random Variables
10:39
Exercise: Sums of Jointly Normal Random Variables (Optional)
51:53
Visualizing CDFs and Joint Distributions in Python (**)
13:31
CDFs and Multiple Random Variables Section Summary
19:45
Expectation Section Introduction
03:19
Expected Value and Mean
18:07
Properties of the Expected Value
14:56
Variance
15:12
Exercise: Mean and Variance of Bernoulli
05:12
Exercise: Mean and Variance of Poisson
07:33
Exercise: Mean and Variance of Normal
16:33
Exercise: Mean and Variance of Exponential
09:45
Moments, Skewness and Kurtosis
14:49
Exercise: Kurtosis of Normal Distribution
07:10
Covariance and Correlation
21:56
Exercise: Covariance and Correlation of Bivariate Normal
18:05
Exercise: Zero Correlation Does Not Imply Independence
04:31
Exercise: Correlation Measures Linear Relationships
08:39
Conditional Expectation pt 1
13:16
Conditional Expectation pt 2
13:27
Law of Total Expectation
04:52
Exercise: Linear Combination of Normals (**)
08:48
Exercise: Mean and Variance of Weighted Sums (**)
06:31
Expectation Section Summary
05:30
Generating Functions Section Introduction
02:13
Moment Generating Functions (MGF)
09:32
Exercise: MGF of Exponential
06:00
Exercise: MGF of Normal
11:26
Characteristic Functions
13:57
Exercise: MGF Doesn't Exist (*)
05:12
Exercise: Characteristic Function of Normal (*)
05:52
Sums of Independent Random Variables (*)
07:26
Exercise: Distribution of Sum of Poisson Random Variables (*)
06:41
Exercise: Distribution of Sum of Geometric Random Variables (*)
09:04
Moment Generating Functions for Random Vectors (*)
15:57
Characteristic Functions for Random Vectors (*)
01:41
Exercise: Weighted Sums of Normals (*)
14:10
Generating Functions in Python (**)
10:34
Generating Functions Section Summary
03:56
Inequalities Section Introduction
01:36
Monotonicity
05:19
Markov Inequality
09:15
Chebyshev Inequality
06:29
Cauchy-Schwartz Inequality
12:53
Inequalities Section Summary
03:15
Limit Theorems Section Introduction
04:50
Convergence In Probability
04:39
Weak Law of Large Numbers
13:31
Convergence With Probability 1 (Almost Sure Convergence)
04:53
Strong Law of Large Numbers
03:17
Application: Frequentist Perspective Revisited
05:40
Convergence In Distribution
05:26
Central Limit Theorem
17:02
LLN and CLT in Python (**)
17:21
Limit Theorems Section Summary
04:59
The Gamma Distribution (*)
11:04
The Beta Distribution (*)
10:24
Chain Rule of Probability (*)
16:23
Why Does the Normal Distribution Integrate to 1? (**)
23:38
Pre-Installation Check
04:13
Anaconda Environment Setup
20:21
How to install Numpy, Scipy, Matplotlib, Pandas, PyTorch, and TensorFlow
17:33
Math Order for Machine Learning & Data Science
16:20
Can YouTube Teach Me Calculus? (Optional)
15:08
Is this for Beginners or Experts? Academic or Practical? Fast or slow-paced?
22:05
What order should I take your courses in? (part 1)
11:19
What order should I take your courses in? (part 2)
16:07
What is the Appendix?
02:48
Where to get discount coupons and FREE deep learning material
05:49
Course Summary Notes

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“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!!

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“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.)”

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“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!

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(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.

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“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”

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Dima K.

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“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.”

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Andres Lopez C.

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“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.”

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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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