Guide to getting started in Machine Learning
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An ideal approach will be to:
- Pick any programming language and start off with plain regression. It may look simple but this will become fantastic base going forward
- Generate a synthetic data set and apply your freshly written regression on it
- Expand your toolkit to include test and training data set generation and calculation of ROC curves and confusion tables
- Add logistic regression, regularizers and other advanced regression models to the toolkit
- Use a real world dataset and develop multiple different models. And pick the best model (choosing the right model itself is a big task in itself)
- Then try coding Neural Networks, SVM, etc.
Shubhendu here by the way! :)
I was taken aback a little by the suggestion to use the UCI repository with R for beginning ML.
I would agree with your approach, I learnt all my basics from Andrew Ng's course and his course more or less follows what you said. :)
Programming Collective Intelligence (O'reilly) http://oreilly.com/catalog/9780596529321
http://ianma.wordpress.com/2009/07/19/machine-learning-for-b...
Practical Artificial Intelligence Programming in Java http://www.markwatson.com/opencontent/