Bayesian Machine Learning in Python: A/B Testing

Data Science, Machine Learning, and Data Analytics Techniques for Marketing, Digital Media, Online Advertising, and More

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  • All levels
  • 117 Lectures
  • 13h 12m
  • English
  • Lifetime access, certificate of completion (shareable on LinkedIn, Facebook, and Twitter), Q&A forum, subtitles in English
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Course Description

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!



Suggested Prerequisites:

  • 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 success:

  • Use the video speed changer! Personally, I like to watch 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!
  • Don't get discouraged if you can't solve every exercise right away. Sometimes it'll take hours, days, or maybe weeks!
  • Write code yourself, this is an applied course! Don't be a "couch potato".

Lectures

  • 15 sections
  • 117 lectures
  • 13h 12m total length
What's this course all about?
Preview
03:55
Where to get the code for this course
09:21
How to Succeed in this Course
03:04
Real-World Examples of A/B Testing
06:47
What is Bayesian Machine Learning?
11:34
Review Section Introduction
01:22
Probability and Bayes' Rule Review
05:27
Calculating Probabilities - Practice
10:25
The Gambler
05:42
The Monty Hall Problem
07:01
Maximum Likelihood Estimation - Bernoulli
11:42
Click-Through Rates (CTR)
02:08
Maximum Likelihood Estimation - Gaussian (pt 1)
10:07
Maximum Likelihood Estimation - Gaussian (pt 2)
08:40
CDFs and Percentiles
09:38
Probability Review in Code
10:24
Probability Review Section Summary
05:12
Remedial: Statistics vs Machine Learning
06:47
Suggestion Box
03:10
Confidence Intervals (pt 1) - Intuition
05:09
Confidence Intervals (pt 2) - Beginner Level
04:45
Confidence Intervals (pt 3) - Intermediate Level
10:25
Confidence Intervals (pt 4) - Intermediate Level
11:42
Confidence Intervals (pt 5) - Intermediate Level
10:08
Confidence Intervals Code
06:32
Hypothesis Testing - Examples
07:15
Statistical Significance
05:26
Hypothesis Testing - The API Approach
09:17
Hypothesis Testing - Accept Or Reject?
02:23
Hypothesis Testing - Further Examples
04:59
Z-Test Theory (pt 1)
08:47
Z-Test Theory (pt 2)
08:30
Z-Test Code (pt 1)
13:02
Z-Test Code (pt 2)
05:54
A/B Test Exercise
03:54
Classical A/B Testing Section Summary
09:57
Section Introduction: The Explore-Exploit Dilemma
10:17
Applications of the Explore-Exploit Dilemma
08:00
Epsilon-Greedy Theory
07:04
Calculating a Sample Mean (pt 1)
05:56
Epsilon-Greedy Beginner's Exercise Prompt
05:05
Designing Your Bandit Program
04:09
Epsilon-Greedy in Code
07:12
Comparing Different Epsilons
06:02
Optimistic Initial Values Theory
05:40
Optimistic Initial Values Beginner's Exercise Prompt
02:26
Optimistic Initial Values Code
04:18
UCB1 Theory
14:32
UCB1 Beginner's Exercise Prompt
02:14
UCB1 Code
03:28
Bayesian Bandits / Thompson Sampling Theory (pt 1)
12:43
Bayesian Bandits / Thompson Sampling Theory (pt 2)
17:35
Thompson Sampling Beginner's Exercise Prompt
02:50
Thompson Sampling Code
05:03
Thompson Sampling With Gaussian Reward Theory
11:24
Thompson Sampling With Gaussian Reward Code
06:18
Exercise on Gaussian Rewards
01:21
Why don't we just use a library?
05:40
Nonstationary Bandits
07:11
Bandit Summary, Real Data, and Online Learning
06:30
(Optional) Alternative Bandit Designs
10:05
Exercise: Compare different strategies
02:07
Intro to Exercises on Conjugate Priors
06:05
Exercise: Die Roll
02:39
Exercise: Gaussians
05:42
Exercise: Gaussian Implementation
02:04
The most important quiz of all - Obtaining an infinite amount of practice
09:27
What's this course all about?
02:19
Where to get the code for this course
01:18
How to succeed in this course
03:27
Bayes Rule Review
09:29
Simple Probability Problem
02:04
The Monty Hall Problem
03:58
Imbalanced Classes
04:40
Maximum Likelihood - Mean of a Gaussian
04:53
Maximum Likelihood - Click-Through Rate
04:24
Confidence Intervals
10:18
What is the Bayesian Paradigm?
05:47
A/B Testing Problem Setup
04:27
Simple A/B Testing Recipe
05:08
P-Values
03:54
Test Characteristics, Assumptions, and Modifications
06:46
t-test in Code
03:24
t-test Exercise
05:19
0.01 vs 0.011 - Why should we care?
01:47
A/B Test for Click-Through Rates (Chi-Square Test)
06:05
CTR A/B Test in Code
08:49
Chi-Square Exercise
02:34
A/B/C/D/... Testing - The Bonferroni Correction
02:21
Statistical Power
03:09
A/B Testing Pitfalls
04:01
Traditional A/B Testing Summary
03:43
Explore vs. Exploit
04:01
More about the Explore-Exploit Dilemma
07:39
The Epsilon-Greedy Solution
02:59
UCB1
04:36
Conjugate Priors
07:05
Bayesian A/B Testing
04:11
Bayesian A/B Testing in Code
08:51
The Online Nature of Bayesian A/B Testing
02:32
Finding a Threshold Without P-Values
04:53
Thompson Sampling Convergence Demo
04:02
Confidence Interval Approximation vs. Beta Posterior
05:42
Adaptive Ad Server Exercise
05:39
What is the Appendix?
03:47
Pre-Installation Check
04:13
Anaconda Environment Setup
20:21
How to install Numpy, Scipy, Matplotlib, Pandas, PyTorch, and TensorFlow
17:33
How to Code Yourself (part 1)
15:55
How to Code Yourself (part 2)
09:24
Proof that using Jupyter Notebook is the same as not using it
12:29
Python 2 vs Python 3
04:38
How to Succeed in this Course (Long Version)
10:25
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
Where to get discount coupons and FREE AI tutorials
05:49

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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.

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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:

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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:

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