Applications of ML

Applications of ML

Supervised
VS
Unsupervised

Supervised Learning

Training data feed to the algorithm  includes a label (answer)

• Classification
  • Most used supervised learning technique
• Regressions
  • ​​Commonly used in ML field to predict continuous value.
  • Predict the value of dependant variable based on a set of independant variables (also called predictors or regressors)

Lists of some fundamental supervised learning algorithms

• Linear Regression
• Logistic Regression
• Neares Neighbours
• Support Vector Machine (SVM)
• Decision trees and Random Forest
• Neural Networks

Unsupervised Learning

Training data is unlabeled.
The system tries to learn without a reference

List of unsupervised learning algorithms

• K-mean
• Hierarchical Cluster Analysis
• Expectation Maximization
• Visualization and dimensionality reduction
• Principal Component Analysis
• Kernel PCA
• Locally-Linear Embedding

Regression

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Regression models (both linear and non-linear) are used for predicting a real value, like salary for example. If our independent variable is time, then we are forecasting future values, otherwise our model is predicting present but unknown values. Regression technique vary from Linear Regression to SVR and Random Forests Regression

Simple Linear Regression

Simple Linear Regression

y = Dependant Variable (DV)

X = Independant Variable (IV)

b1 = Coefficient

b0 = Constant

Multiple Linear Regression

Assumptions of a Linear Regression

1. Linearity
2. Homoscedasticity
3. Multivariate Normality
4. Independence of Errors
5. Lack of Multicollinearity

Reference

Building a Model

Building a Model

Building a Model

5 methods of building models:

1. All-in
2. Backward Elimination
3. Forward Selection
4. Bidirectional Elimination
5. Score Comparison

Stepwise Regression: Backward Elimination, Forward Selection, Bidirectional Elimination

Method 1:
"All-in"

• Prior knowledge; OR
• You have to; OR
• Preparing for Backward Elimination

Method 2:
Backward Elimination

STEP 1: Select a significance level to stay in the model
(ex: Significance Level (SL) = 0.05)

STEP 2: Fit the full model with all possible predictors (independant variable)

STEP 3: Consider the predictor with the highest P-value. If P > Significance Level (SL), go to STEP 4, otherwise go to FIN

STEP 4: Remove the predictor

STEP 5: Fit model without this variable*

FIN: Our Model is Ready

Method 3:
Forward Selection

STEP 1: Select a significance level to enter the model
(ex: SL = 0.05)

STEP 2: Fit all simple regression models y ~ Xn Select the one with the lowest P-value

STEP 3: Keep this variable and fit all possible models with one extra predictor added to the one(s) we already have

STEP 4: Consider the predictor with the lowest P-value.
If P < SL, go to STEP 3, otherwise go to FIN

FIN: Keep the previous model

Method 4:
Bidirectional Elimination

STEP 1: Select a significance level to enter and to stay in the model (ex: SLENTER = 0.05, SLSTAY = 0.05)

STEP 2: Perform the next step of Forward Selection (new variables must have: P < SLENTER to enter)

STEP 3: Perform ALL steps of Backward Elimination (old variables must have P < SLSTAY to stay)

STEP 4: Now new variables can enter and no old variables can exit

FIN: Our Model is Ready

Method 5:
All Possible Models

STEP 1: Select a criterion of goodness of fit
(ex: Akaike criterion)

STEP 2: Construct All Possible Regression Model:
2^n - 1 total combinations

STEP 3: Select the one with the best criterion

FIN: Our Model is Ready

Ex:
10 columns means
1,023 models

Polynomial Linear Regression

b2X1^2 - give parabolic effect to fit our data better

Polynomial Linear Regression is a special case of Multiple Linear Regression

Support Vector Regression (SVR)

1. Kernel: The function used to map a lower dimensional data into a higher dimensional data.
2. Hyper Plane: In SVM this is basically the separation line between the data classes. Although in SVR we are going to define it as the line that will will help us predict the continuous value or target value
3. Boundary line: In SVM there are two lines other than Hyper Plane which creates a margin . The support vectors can be on the Boundary lines or outside it. This boundary line separates the two classes. In SVR the concept is same.
4. Support vectors: This are the data points which are closest to the boundary. The distance of the points is minimum or least.

TERMS

• Support Vector Machines support linear and nonlinear regression that we can refer to as SVR
• Instead of trying to fit the largest possible street between two classes while limiting margins violation, SVR tries to fit as many instances as possible on the street while  limiting margins violations.
• The width of the street is controlled by a hyper parameter Epsilon

• SVR performs linear regression in a higher (dimensional space).
• We can think of SVR as if each data point in the training represents it's own dimension. When we evaluate our kernel between a test point and a point in the training set, the resulting value gives us the coordinate of our test point in that dimension.
• The vector we get when we evaluate the test point for all points in the training set, (k vector) is the representation of the test point in the higher dimensional space.
• Once we have that vector, we use it to perform linear regression

Building a SVR

1. Collect a training set t = {X, Y}
2. Choose a kernel and it's parameters as well as any regularization needed.
3. Form the correlation matrix, K
4. Train our machine, exactly or approximately, to get contraction coefficients a = {ai}
5. Use those coefficients, create our estimator f(X,a,x) = y

Next step is to choose kernel

• Gaussian

Regularization

• Noise

SVR has a different regression goal compared to linear regression. In linear regression we are trying to minimize the error between the prediction and data. In SVR our goal is to make sure that errors do not exceed the threshold

Decision Tree Regression

CART
Classification And Regression Trees

Classification Trees

Regression
Trees

X1 and X2 is Independent Variable

Y is our Dependent Variable which we could not see because it is in another dimension (z-axis)

• Scatter plot will be split up into segment
• Split is determine by the algorithm.
• It is actually involve looking at something called information entropy

Calculate Mean/Average for each leaf

Random Forest Regression

Random Forest

STEP 1: Pick at random K data points from the Training set.

STEP 2: Build the tree associated to these K data points.

STEP 3: Choose the number Ntree of trees we want to build and repeat STEPS1 & 2

STEP 4: For a new data point, make each one of your Ntree trees predict value of Y to for the data point in question, and assign the new data point the average across all of the predicted Y values.

We are not just predicting based on  1 Tree, We are predicting based on forest of trees. It will improve the accuracy of prediction because we take the average of many prediction

Ensemble training is more stable because one changes of data could really impact one tree, but to impact a forest of trees it would be much harder

Ensemble Training

R-Squared

Adjusted R-Squared

Evaluating Regression Model Performance

Interpreting Linear Regression Coefficients

Pros and the Cons of each regression model

Classification

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Unlike regression where we predict a continuous number, we use classification to predict a category. There is a wide variety of classification applications from medicine to marketing. Classification models include linear models like Logistic Regression, SVM, and nonlinear ones like K-NN, Kernel SVM and Random Forests

Logistic Regression

Logistic Regression Equation

Visualizing The Results

K-Nearest Neighbour

KNN

STEP 1: Choose the number K of neighbours

STEP 2: Take the K nearest neighbors of the new data point, according to the Euclidean distance

STEP 3: Among these K neighbors, count the number of data points in each category

STEP 4: Assign the new data point to the category where you counted the most neighbours

FIN: Our Model is Ready

We can use other Distance as well such as Manhattan Distance. But Euclidean is the commonly used  for geometry

Support Vector Machine (SVM)

Whats so special about SVM?

Kernel SVM

SVM separates well these points 

What about these points?

What about these points?

What about these points?

What about these points?

What about these points?

What about these points?

?

Because the data points are not LINEARLY SEPARABLE

A Higher Dimensional Space

Mapping to a higher dimension 1D Space

Move everythig to the left by (x-5)

Mapping to a higher dimension 2D Space

Mapping to Higher Dimensional Space can be highly compute-intensive

The Kernel Trick

The Gaussian RBF Kernel

Types of Kernel Functions

Kernel Reference

Naive Bayes

Bayes Theorem

Defective Wrenche

What's the probability?

Mach1: 30 wrenches/hr

Mach2: 20 wrenches/hr

Out of all produced parts:

We can SEE that 1% are defective

Out of all defective parts:

We can SEE that 50% came from mach1 And 50% cam from mach2

Question:
What is the probability that a part produced by mach2 is defective = ?

Plan of Attack

Step 1

Step 2

Step 3

Assign class based on probability

Ready ?

Step 1

Step 1

Step 1

Step 1

Step 1

Step 1

Step 2

Step 2

Step 3

0.75 VS 0.25

0.75 > 0.25

Q: Why "Naive"? 

A: Independence Assumption

Q: More than 2 features/classes?

Decision Tree

CART
Classification And Regression Trees

Classification Trees

Regression
Trees

Random Forest Classification

Ensemble Learning

Random Forest

STEP 1: Pick at random K data points from the Training set.

STEP 2: Build the tree associated to these K data points.

STEP 3: Choose the number Ntree of trees we want to build and repeat STEPS1 & 2

STEP 4: For a new data point, make each one of your Ntree trees predict value of Y to for the data point in question, and assign the new data point the average across all of the predicted Y values.

Reference Article

Evaluating Classifier Model Performance

False Positives
&
False Negatives

Confusion Matrix

Accuracy Paradox

Classification
Model Summary

Logistic Regression

57

7

10

26

Accuracy: 83%

KNN

59

5

6

30

Accuracy: 89%

False +ve: 5

False -ve: 6

SVM (Radial)

58

6

4

32

Accuracy: 90%

False +ve: 6

False -ve: 4

Naive Bayes

57

7

7

29

Accuracy: 86%

Decision Tree

59

5

6

30

Accuracy: 83%

Random Forest

59

5

9

27

Accuracy: 86%

False +ve: 5

False -ve: 9

False +ve: 7

False -ve: 7

There is no accuracy paradox and
SVM Model is the best model for our data.

Pros and the Cons of each classification model

• If our problem is linear, we should go for Logistic Regression or SVM.

• If our problem is non linear, we should go for K-NN, Naive Bayes, Decision Tree or Random Forest.

• Logistic Regression or Naive Bayes when we want to rank our predictions by their probability. For example if we want to rank our customers from the highest probability that they buy a certain product, to the lowest probability. Eventually that allows us to target our marketing campaigns. And of course for this type of business problem, we should use Logistic Regression if our problem is linear, and Naive Bayes if our problem is non linear.
• SVM when we want to predict to which segment our customers belong to. Segments can be any kind of segments, for example some market segments we identified earlier with clustering.
• Decision Tree when we want to have clear interpretation of our model results,
• Random Forest when we are just looking for high performance with less need for interpretation. 

Clustering

Clustering is similar to classification, but the basis is different. In Clustering we don’t know what we are looking for, and we are trying to identify some segments or clusters in our data. When we use clustering algorithms on our dataset, unexpected things can suddenly pop up like structures, clusters and groupings we would have never thought of otherwise.

K-Means Clustering

We can apply K-Means for different purposes:

• Market Segmentation,
• Medicine with for example tumor detection,
• Fraud detection
• to simply identify some clusters of your customers in your company or business.

How did K-Mean did it?

STEP 1: Choose the number of K clusters

STEP 2: Select at random K points, the centroids (not necessarily from our dataset)

STEP 3: Assign each data point to the closest centroid -> that forms K clusters

STEP 4: Compute and place the new centroid of each cluster

STEP 5: Reassign each data point to the new closest centroid. If any reassignment took place, go to Step 4. Otherwise go to FIN.

FIN: Our Model is Ready

K-Means Random Initialization Trap

What would happen if we had a bad random initialization?

Choosing the right number of clusters

A few minutes ago...

Hierarchical Clustering 

2 Approach

Agglomerative

&

Divisive

Agglomerative HC

STEP 1: Make each data point a single-point cluster -> That forms N clusters

STEP 2: Take the two closest data points and make them one cluster -> That forms N-1 clusters

STEP 3: Take the two closest clusters and make them one cluster -> That forms N-2 clusters

STEP 4: Repeat STEP 3 until there is only one cluster

FIN: Our Model is Ready

Distance Between Clusters

Lets Begin !

Dendogram

How does it work?

Dendogram

How do we use it?

Another Example:

Dendogram

get optimal number of clusters

Quiz :)

Clustering
Pros and Cons