Honestly, with only a week you can't really learn a lot so I'd recommend doing something practical. See the canonical answer here: http://norvig.com/21-days.html Go to Kaggle and do one of the competitions. https://www.kaggle.com/competitions and reference the wiki for help: https://www.kaggle.com/wiki/Home In my opinion, the only way to learn machine learning without a strong foundation is to page in learning. That…
Thanks for the tips! I'm considering to use a dataset Bank of England has about households in England. As far as I understand, the data can be used for both prediction and classification. It has quite a lot of different features. Which one would you recommend to start with, in general?
This will let you setup a whole pipeline from feature selection (in this case just normalise, you can try 0 to 1 or -1 to 1 or subtract mean then divide by stddev, or don't normalize and see what happens) to training the model and evaluating its performance with cross validation. Then you can check your CV results by submitting to the leaderboard.
I took Andrew Ng's ML course then played with the MNIST dataset. I learnt heaps by doing this. Then I got carried away competing in real competitions. :) That's where more advanced feature selection came into play as well as making sure your CV split is representative of the test split.
I was using scikit-learn and just swapping classifiers in and out trying different ones as well as trying different parameters. You can even roll your own logistic regression if you want and see how regularisation affects performance etc.