A simple example to motivate decision theory, along with definitions of the 0-1 loss and the square loss. A playlist of these Machine Learning videos is available here: http://www.youtube.com/my_playlists?p...
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(ML 1.1) Machine learning - overview and applications
(ML 1.2) What is supervised learning?
(ML 1.3) What is unsupervised learning?
(ML 1.4) Variations on supervised and unsupervised
(ML 1.5) Generative vs discriminative models
(ML 1.6) k-Nearest Neighbor classification algorithm
(ML 2.1) Classification trees (CART)
(ML 2.2) Regression trees (CART)
(ML 2.3) Growing a regression tree (CART)
(ML 2.4) Growing a classification tree (CART)
(ML 2.5) Generalizations for trees (CART)
(ML 2.6) Bootstrap aggregation (Bagging)