It has been forever since my last post and seems like a good time to try to start writing again. So...
I'm starting a new life project. I am attempting to learn machine learning. This is not a from scratch project as much of my Master's degree was very quantitative with heavy emphasis on econometrics. Some of the basics of machine learning build on this foundation.
Part of my problem is that I've forgotten many of the details of econometrics and statistics. Thankfully the Internets have rushed to my rescue. The Khan Academy has sessions on matrix algebra, calculus, statistics and history (for fun.) Udacity and Coursera have many courses on data science, machine learning and visualizations. Just to be a bit traditional like the old fart I am, Amazon has provided Machine Learning in Python by Michael Bowles. There are also many new machine learning tools being open sourced by Google and others.
A reasonably large data set is also needed. For that I'm using the Lending Club loan data which has initially provide 240Mb of data.
Wish me luck on my journey and feel free to participate.