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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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