Machine Learning from Scratch: Free Online Textbook

Machine Learning from Scratch: Free Online Textbook

If you are looking for a machine learning starter that gets right to the core of the concepts and the implementation, then this new free textbook will help you dive in to ML engineering with ease. By focusing on the basics of the underlying algorithms, you will be quickly up and running with code you construct yourself.


By Daniel Friedman, Senior studying stats at Harvard.

What this Book Covers

This book covers the building blocks of the most common methods in machine learning. This set of methods is like a toolbox for machine learning engineers. Those entering the field of machine learning should feel comfortable with this toolbox, so they have the right tool for a variety of tasks. Each chapter in this book corresponds to a single machine learning method or group of methods. In other words, each chapter focuses on a single tool within the ML toolbox.

In my experience, the best way to become comfortable with these methods is to see them derived from scratch, both in theory and in code. The purpose of this book is to provide those derivations. Each chapter is broken into three sections. The concept sections introduce the methods conceptually and derive their results mathematically. The construction sections show how to construct the methods from scratch using Python. The implementation sections demonstrate how to apply the methods using packages in Python like scikit-learn, statsmodels, and tensorflow.

Why this Book

There are many great books on machine learning written by more knowledgeable authors and covering a broader range of topics. In particular, I would suggest An Introduction to Statistical LearningElements of Statistical Learning, and Pattern Recognition and Machine Learning, all of which are available online for free.

While those books provide a conceptual overview of machine learning and the theory behind its methods, this book focuses on the bare bones of machine learning algorithms. Its main purpose is to provide readers with the ability to construct these algorithms independently. Continuing the toolbox analogy, this book is intended as a user guide: it is not designed to teach users broad practices of the field but rather how each tool works at a micro-level.

Who this Book is for

This book is for readers looking to learn new machine learning algorithms or understand algorithms at a deeper level. Specifically, it is intended for readers interested in seeing machine learning algorithms derived from start to finish. Seeing these derivations might help a reader previously unfamiliar with common algorithms understand how they work intuitively. Or, seeing these derivations might help a reader experienced in modeling understand how different algorithms create the models they do and the advantages and disadvantages of each one.

This book will be most helpful for those with practice in basic modeling. It does not review best practices—such as feature engineering or balancing response variables—or discuss in depth when certain models are more appropriate than others. Instead, it focuses on the elements of those models.

What Readers Should Know

The concept sections of this book primarily require knowledge of calculus. However, some require an understanding of probability (think maximum likelihood and Bayes’ Rule) and basic linear algebra (think matrix operations and dot products). The appendix reviews the math and probability needed to understand this book. The concept sections also reference a few common machine learning methods, which are introduced in the appendix as well. The concept sections do not require any knowledge of programming.

The construction and code sections of this book use some basic Python. The construction sections require an understanding of the corresponding content sections and familiarity with creating functions and classes in Python. The code sections require neither.

Where to Ask Questions or Give Feedback

You can raise an issue or email me at dafrdman@gmail.com. You can also connect with me on Twitter or on LinkedIn.

Table of Contents

1. ORDINARY LINEAR REGRESSION

2. LINEAR REGRESSION EXTENSIONS

3. DISCRIMINATIVE CLASSIFIERS (LOGISTIC REGRESSION)

4. GENERATIVE CLASSIFIERS (NAIVE BAYES)

5. DECISION TREES

6. TREE ENSEMBLE METHODS

7. NEURAL NETWORKS

APPENDIX

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