Find principal components, run k-means and EM step by step, tame overfitting with ridge and lasso, and compare kNN, trees, naive Bayes, SVMs and boosting.
The Machine Learning Lab covers the classical algorithms that still do most of the work in industry, and that interviews still ask about: principal component analysis, clustering, regularised regression, nearest neighbours, decision trees, support vector machines and ensembles.
Each experiment runs on a small two-dimensional dataset, so you can see every point and every boundary. You can step through k-means and EM one iteration at a time, raise a polynomial's degree until it overfits and then rein it in with ridge or lasso, or move the cost C of an SVM and watch the support vectors change.
It goes with the Machine Learning Techniques course and suits undergraduates taking a first ML course, as well as anyone who has used these models from a library and wants to know what they are actually doing.