Beginners: How to get an infinite amount of practice and exercise in machine learning

One of the most common questions I get from beginners in machine learning is, “how do I practice what I’ve learned?”

There are several ways to answer this.

First, let’s make an important distinction.

There’s a difference between putting in the work to understand an algorithm, and using that algorithm on data. We’ll call these the “learning phase” and the “application phase”.


Learning phase = Putting in the work to understand an algorithm
Application phase = Using that algorithm on data


Let’s take a simple example: linear regression.

In the learning phase, your tasks will include:

  • Being able to derive the algorithm from first principles (that’s calculus, linear algebra, and probability)
  • Implementing the algorithm in the language of your choice (it need not be Python)
  • Testing your algorithm on data to verify that it works

These are essential tasks in ensuring that you really understand an algorithm.

Doing these tasks are “exercises” which improve your general aptitude in machine learning, and will strengthen your ability to learn other algorithms in the future, such as logistic regression, neural networks, etc.

As my famous motto goes: “if you can’t implement it, then you don’t understand it”.

Interestingly, 5 years after I invented this motto, I discovered that the famous physicist Richard Feynman said a very similar thing!


In order to get an infinite amount of practice in this area, you should learn about various extensions on this algorithm, such as L1 and L2 regularization, using gradient descent instead of the closed-form solution, 2nd order methods, etc.

You might want to try implementing it in a different language. And finally, you can spend a lifetime exercising your ability to understand machine learning algorithms by learning about more machine learning algorithms in much the same way.

Believe me, 10 years down the line you may discover something new and interesting about even the simplest models like Linear Regression.


The second phase is the “application phase”.

Here is where your ability to exercise and practice is really infinite.

Let’s first remember that I don’t know you personally. I don’t know what you care about, what field you are in, or what your motivations for learning this subject are.

Therefore, I cannot tell you where to apply what you’ve learned: only you know that.

For example, if you are a computational biologist, then you can use this algorithm on problems specific to computational biology.

If you are a financial engineer, then you can use this algorithm on problems specific to financial engineering.

Of course, because I am not a computational biologist, I don’t know what that data looks like, what the relevant features are, etc.

I can’t help you with that.

The “interface” where I end and you begin is the algorithm.

After I teach you how and why the algorithm works and how to implement it in code, using it to further scientific knowledge in your own field of study becomes your responsibility.

One can’t expect me to be an expert computational biologist and an expert financial engineer and whatever else it is that you are an expert in.

Therefore, you can’t rely on me to tell you what datasets you might be interested in, what kinds of problems you’re trying to solve, etc.

Presumably, since you’re the expert, you should know that yourself!

If you don’t, then you are probably not the expert you think you are.

But therein lies the key.

Once you’ve decided what you care about, you can start applying what you’ve learned to those datasets.

This will give you an infinite amount of practice, assuming you don’t run out of things to care about.

If you don’t care about anything, well then, why are you doing this in the first place? Lol.

This also ties nicely into another motto of mine: “all data is the same”.

What does this mean?

Let’s recall the basic “pattern” we see when we use scikit-learn:

model = LinearRegression(), Y_train)

Does this code change whether (X, Y) represent a biology dataset or a finance dataset?

The answer is no!

Otherwise, no such library as Scikit-Learn could even exist!

“All data is the same” means that the same Linear Regression algorithm applies, no matter what field or what industry your data happens to come from.

There’s no such thing as “Linear Regression for biology” and “Linear Regression for finance”.

There’s only one linear regression that is the same linear regression no matter the dataset.

Thus, you learn the algorithm once, and you can apply it infinitely to any number of datasets!

Pretty cool huh?

But look, if you really have zero idea of what you care about, or your answer is “I care about machine learning”, then there are plenty of stock datasets that you can look up on your own.

These include Kaggle, the UCI repository, etc. There’s so much data out there, you will still have to pick and choose what to focus on first.

Again, you have to choose what you care about. Nobody else can possibly tell you that with any accuracy.



The “learning phase” above does not apply to situations where you’re learning an API (for example, Tensorflow 2, PyTorch, or even Scikit-Learn).


Well firstly, there’s nothing really to derive.

Secondly, it would be impossible for you to implement anything yourself without me showing you how first (at which point anything you type would amount to simply copying what I did).


Well, how would you know what to type if I didn’t show you?

Are you going to magically come up with the correct syntax for a library that you simply haven’t learned?

Obviously not. That would be a ludicrous idea.

In this case, the “learning phase” amounts to:

  • Understanding the syntax I’ve shown you
  • Being able to replicate that syntax on your own

This most closely represents what you will do in the “real-world”. In the real-world, you want to be able to write code fast and efficiently, rather than trying to remember which course and which lecture covered that exact syntax you’re thinking of.

Being able to write code on-the-fly makes you efficient and fast. Obviously, I don’t remember everything, but I know where to look when I need something. You have to find the right balance between memorizing and looking up. Just like how computer programs use caches and RAM for fast data retrieval instead of the hard drive.

Obviously, this will get better over time as you practice more and more.

It sounds overly simplistic, but it’s nothing more than repetition and muscle memory. I usually don’t explicitly commit to memorizing anything. I just write code and let it come naturally. The key is: I write code.

Obviously, watching me play tennis or reading books about tennis will not make you a better tennis player.

You must get on the court, pick up the tennis racket, and play actual tennis matches!

I can’t force you to do this. It’s the kind of thing which must be done of your own volition.

I mean, if you want to pay me consulting hours to call you and remind you to practice, I’d be very happy to oblige. =)

At this point, once you have completed the “learning phase” of learning an API, then the “application phase” described above still applies.