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Bayesian Machine Learning in Python: A/B Testing

Data Science, Machine Learning, and Data Analytics Techniques for Marketing, Digital Media, Online Advertising, and More
Instructor:
Lazy Programmer Inc.
14,396 students enrolled
English [Auto-generated] More
Use adaptive algorithms to improve A/B testing performance
Understand the difference between Bayesian and frequentist statistics
Apply Bayesian methods to A/B testing

This course is all about A/B testing.

A/B testing is used everywhere. Marketing, retail, newsfeeds, online advertising, and more.

A/B testing is all about comparing things.

If you’re a data scientist, and you want to tell the rest of the company, “logo A is better than logo B”, well you can’t just say that without proving it using numbers and statistics.

Traditional A/B testing has been around for a long time, and it’s full of approximations and confusing definitions.

In this course, while we will do traditional A/B testing in order to appreciate its complexity, what we will eventually get to is the Bayesian machine learning way of doing things.

First, we’ll see if we can improve on traditional A/B testing with adaptive methods. These all help you solve the explore-exploit dilemma.

You’ll learn about the epsilon-greedy algorithm, which you may have heard about in the context of reinforcement learning.

We’ll improve upon the epsilon-greedy algorithm with a similar algorithm called UCB1.

Finally, we’ll improve on both of those by using a fully Bayesian approach.

Why is the Bayesian method interesting to us in machine learning?

It’s an entirely different way of thinking about probability.

It’s a paradigm shift.

You’ll probably need to come back to this course several times before it fully sinks in.

It’s also powerful, and many machine learning experts often make statements about how they “subscribe to the Bayesian school of thought”.

In sum – it’s going to give us a lot of powerful new tools that we can use in machine learning.

The things you’ll learn in this course are not only applicable to A/B testing, but rather, we’re using A/B testing as a concrete example of how Bayesian techniques can be applied.

You’ll learn these fundamental tools of the Bayesian method – through the example of A/B testing – and then you’ll be able to carry those Bayesian techniques to more advanced machine learning models in the future.

See you in class!

HARD PREREQUISITES / KNOWLEDGE YOU ARE ASSUMED TO HAVE:

  • calculus

  • probability (continuous and discrete distributions, joint, marginal, conditional, PDF, PMF, CDF, Bayes rule)

  • Python coding: if/else, loops, lists, dicts, sets

  • Numpy, Scipy, Matplotlib

TIPS (for getting through the course):

  • Watch it at 2x.

  • Take handwritten notes. This will drastically increase your ability to retain the information.

  • Write down the equations. If you don’t, I guarantee it will just look like gibberish.

  • Ask lots of questions on the discussion board. The more the better!

  • Realize that most exercises will take you days or weeks to complete.

  • Write code yourself, don’t just sit there and look at my code.

WHAT ORDER SHOULD I TAKE YOUR COURSES IN?:

  • Check out the lecture “What order should I take your courses in?” (available in the Appendix of any of my courses, including the free Numpy course)

Introduction and Outline

1
What's this course all about?
2
Where to get the code for this course
3
How to succeed in this course

The High-Level Picture

1
Real-World Examples of A/B Testing
2
What is Bayesian Machine Learning?

Bayes Rule and Probability Review

1
Bayes Rule Review
2
Simple Probability Problem
3
The Monty Hall Problem
4
Imbalanced Classes
5
Maximum Likelihood - Mean of a Gaussian
6
Maximum Likelihood - Click-Through Rate
7
Confidence Intervals
8
What is the Bayesian Paradigm?

Traditional A/B Testing

1
A/B Testing Problem Setup
2
Simple A/B Testing Recipe
3
P-Values
4
Test Characteristics, Assumptions, and Modifications
5
t-test in Code
6
t-test Exercise
7
0.01 vs 0.011 - Why should we care?
8
A/B Test for Click-Through Rates (Chi-Square Test)
9
CTR A/B Test in Code
10
Chi-Square Exercise
11
A/B/C/D/… Testing - The Bonferroni Correction
12
Statistical Power
13
A/B Testing Pitfalls
14
Traditional A/B Testing Summary

Bayesian A/B Testing

1
Explore vs. Exploit
2
The Epsilon-Greedy Solution
3
UCB1
4
Conjugate Priors
5
Bayesian A/B Testing
6
Bayesian A/B Testing in Code
7
The Online Nature of Bayesian A/B Testing
8
Finding a Threshold Without P-Values
9
Thompson Sampling Convergence Demo
10
Confidence Interval Approximation vs. Beta Posterior
11
Adaptive Ad Server Exercise

Practice Makes Perfect

1
Exercise: Compare different strategies
2
Intro to Exercises on Conjugate Priors
3
Exercise: Die Roll
4
Exercise: Gaussians
5
Exercise: Gaussian Implementation

Appendix

1
What is the Appendix?
2
Windows-Focused Environment Setup 2018
3
How to install Numpy, Scipy, Matplotlib, Pandas, IPython, Theano, and TensorFlow
4
How to Code by Yourself (part 1)
5
How to Code by Yourself (part 2)
6
How to Succeed in this Course (Long Version)
7
Is this for Beginners or Experts? Academic or Practical? Fast or slow-paced?
8
Proof that using Jupyter Notebook is the same as not using it
9
Where to get Udemy coupons and FREE deep learning material
10
Python 2 vs Python 3
11
What order should I take your courses in? (part 1)
12
What order should I take your courses in? (part 2)
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