Machine Learning Algorithms

514 Pages·2018·65.309 MB·English

by  Giuseppe Bonaccorso;

Machine Learning Algorithms
Second Edition
Popular algorithms for data science and machine learning
Giuseppe Bonaccorso
BIRMINGHAM - MUMBAI
Machine Learning Algorithms
Second Edition
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First published: July 2017
Second edition: August 2018
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ISBN 978-1-78934-799-9
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To my family and to all the people who always believed in me and encouraged me in this long
journey!
– Giuseppe Bonaccorso
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Contributors
About the author
Giuseppe Bonaccorso is an experienced team leader/manager in AI, machine/deep learning
solution design, management, and delivery. He got his MScEng in electronics in 2005 from
the University of Catania, Italy, and continued his studies at the University of Rome Tor
Vergata and the University of Essex, UK. His main interests include machine/deep learning,
reinforcement learning, big data, bio-inspired adaptive systems, cryptocurrencies, and
NLP.
I want to thank the people who have been close to me and have supported me, especially my
parents, who never stopped encouraging me.
About the reviewer
Doug Ortiz is an experienced enterprise cloud, big data, data analytics, and solutions
architect who has architected, designed, developed, re-engineered, and integrated
enterprise solutions. Other expertise includes Amazon Web Services, Azure, Google Cloud,
business intelligence, Hadoop, Spark, NoSQL databases, and SharePoint, to name a few.
He is the founder of Illustris, LLC and is reachable at [e-mail].
Huge thanks to my wonderful wife, Milla, Maria, Nikolay, and our children for all their
support.
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Table of Contents
Preface 1
Chapter 1: A Gentle Introduction to Machine Learning 7
Introduction – classic and adaptive machines 8
Descriptive analysis 11
Predictive analysis 12
Only learning matters 13
Supervised learning 14
Unsupervised learning 17
Semi-supervised learning 19
Reinforcement learning 21
Computational neuroscience 23
Beyond machine learning – deep learning and bio-inspired adaptive
systems 24
Machine learning and big data 26
Summary 27
Chapter 2: Important Elements in Machine Learning 29
Data formats 29
Multiclass strategies 33
One-vs-all 33
One-vs-one 34
Learnability 34
Underfitting and overfitting 36
Error measures and cost functions 39
PAC learning 43
Introduction to statistical learning concepts 44
MAP learning 45
Maximum likelihood learning 46
Class balancing 51
Resampling with replacement 52
SMOTE resampling 54
Elements of information theory 57
Entropy 57
Cross-entropy and mutual information 59
Divergence measures between two probability distributions 61
Summary 62
Chapter 3: Feature Selection and Feature Engineering 64
scikit-learn toy datasets 65
Table of Contents
Creating training and test sets 66
Managing categorical data 68
Managing missing features 71
Data scaling and normalization 73
Whitening 75
Feature selection and filtering 77
Principal Component Analysis 80
Non-Negative Matrix Factorization 87
Sparse PCA 89
Kernel PCA 91
Independent Component Analysis 94
Atom extraction and dictionary learning 98
Visualizing high-dimensional datasets using t-SNE 101
Summary 103
Chapter 4: Regression Algorithms 104
Linear models for regression 104
A bidimensional example 106
Linear regression with scikit-learn and higher dimensionality 111
R2 score 115
Explained variance 116
Regressor analytic expression 117
Ridge, Lasso, and ElasticNet 118
Ridge 118
Lasso 121
ElasticNet 123
Robust regression 124
RANSAC 125
Huber regression 127
Bayesian regression 129
Polynomial regression 133
Isotonic regression 137
Summary 140
Chapter 5: Linear Classification Algorithms 141
Linear classification 142
Logistic regression 145
Implementation and optimizations 148
Stochastic gradient descent algorithms 151
Passive-aggressive algorithms 155
Passive-aggressive regression 161
Finding the optimal hyperparameters through a grid search 165
Classification metrics 168
Confusion matrix 170
[ ii ]
Table of Contents
Precision 174
Recall 174
F-Beta 175
Cohen's Kappa 176
Global classification report 178
Learning curve 178
ROC curve 180
Summary 184
Chapter 6: Naive Bayes and Discriminant Analysis 185
Bayes' theorem 186
Naive Bayes classifiers 188
Naive Bayes in scikit-learn 189
Bernoulli Naive Bayes 189
Multinomial Naive Bayes 192
An example of Multinomial Naive Bayes for text classification 194
Gaussian Naive Bayes 197
Discriminant analysis 201
Summary 206
Chapter 7: Support Vector Machines 207
Linear SVM 207
SVMs with scikit-learn 212
Linear classification 213
Kernel-based classification 215
Radial Basis Function 216
Polynomial kernel 217
Sigmoid kernel 217
Custom kernels 217
Non-linear examples 218
ν-Support Vector Machines 223
Support Vector Regression 226
An example of SVR with the Airfoil Self-Noise dataset 230
Introducing semi-supervised Support Vector Machines (S3VM) 234
Summary 241
Chapter 8: Decision Trees and Ensemble Learning 242
Binary Decision Trees 243
Binary decisions 244
Impurity measures 247
Gini impurity index 247
Cross-entropy impurity index 247
Misclassification impurity index 249
Feature importance 249
Decision Tree classification with scikit-learn 249
Decision Tree regression 257
[ iii ]