Machine Learning Notes

ML breakdown: Supervised + Unsupervised + RL
Classifier comparison: scikit-learn.org
A Unified Data Infra
AI and ML Blueprint
  • Expectation-maximization (EM): assumes random components and computes for each point a probability of being generated by each component of the model. Then iteratively tweaks the parameters to maximize the likelihood of the data given those assignments. Example: Gaussian Mixture
  • Gradient Boosting: optimization of arbitrary differentiable loss functions. — Risk of overfitting
  • Hypothesis tests
Selecting statistical test. Source: Statistical Rethinking 2. Free Chapter 1
  • KNN: + Simple, flexible, naturally handles multiple classes. — Slow at scale, sensitive to feature scaling and irrelevant features
  • K-means: aims to choose centroids that minimize the inertia, or within-cluster sum-of-squares criterion. Use the “elbow” method to identify the right number of means
  • Lasso: linear model regularization technique with tendency to prefer solutions with fewer non-zero coefficients
Lasso equation
Learning Curve example
  • Linear Discriminant Analysis (LDA): A classifier with a linear decision boundary, generated by fitting class conditional densities to the data and using Bayes’ rule. The model fits a Gaussian density to each class, assuming that all classes share the same covariance matrix.
  • Linear regression assumptions (LINE): 1) Linearity, 2) Independence of errors, 3) Normality of errors, 4) Equal variances. Tests of assumptions: i) plot each feature on x-axis vs y_error, ii) plot y_predicted on x-axis vs y_error, iii) histogram of errors
  • Overfitting, bias-variance and learning curves. Overfitting (high variance) options: more data, increase regularization, or decrease model complexity
  • Overspecified model: can be used for prediction of the label, but should not be used to ascribe the effect of a feature on the label
  • PCA: transform data using k vectors that minimize the perpendicular distance to points. PCA can be also thought of as an eigenvalue/engenvector decomposition
  • Receiver operating characteristic (ROC): relates true positive rate (y-axis) and false positive rate (x-axis). A confusion matrix defines TPR = TP / (TP + FN) and FPR = FP / (FP + TN)
  • Preprocessing: duplicates -> outliers -> missing values -> feature correlation -> feature distribution/skew
  • Naive Bayes
  • Normal Equation
Normal equation
  • Random Forests: each tree is built using a sample of rows (with replacement) from training set. + Less prone to overfitting
  • Reinforcement Learning
Reinforcement Learning
  • Ridge Regression regularization: imposes a penalty on the size of the coefficients
  • R2: strength of a linear relationship. Could be 0 for nonlinear relationships. Never worsens with more features
  • Sample variance: divided by n-1 to achieve an unbiased estimator because 1 degree of freedom is used to estimate b0
  • Sigmoid
  • SMOTE algorithm is parameterized with k_neighbors. Generate and place a new point on the vector between a minority class point and one of its nearest neighbors, located [0, 1] percent of the way from the original point
  • SVM: Effective in high dimensional spaces (or when number of dimensions > number of examples). SVMs do not directly provide probability estimates
  • Stochastic gradient descent cost function
Stochastic gradient descent cost function
validation curve example

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Adam Novotny

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