Book Image

Applied Unsupervised Learning with R

By : Alok Malik, Bradford Tuckfield
Book Image

Applied Unsupervised Learning with R

By: Alok Malik, Bradford Tuckfield

Overview of this book

Starting with the basics, Applied Unsupervised Learning with R explains clustering methods, distribution analysis, data encoders, and features of R that enable you to understand your data better and get answers to your most pressing business questions. This book begins with the most important and commonly used method for unsupervised learning - clustering - and explains the three main clustering algorithms - k-means, divisive, and agglomerative. Following this, you'll study market basket analysis, kernel density estimation, principal component analysis, and anomaly detection. You'll be introduced to these methods using code written in R, with further instructions on how to work with, edit, and improve R code. To help you gain a practical understanding, the book also features useful tips on applying these methods to real business problems, including market segmentation and fraud detection. By working through interesting activities, you'll explore data encoders and latent variable models. By the end of this book, you will have a better understanding of different anomaly detection methods, such as outlier detection, Mahalanobis distances, and contextual and collective anomaly detection.
Table of Contents (9 chapters)

Introduction to the Kolmogorov-Smirnov Test


Now that we’ve learned how to generate the probability density functions of datasets that don't closely resemble standard distributions, we’ll learn how to perform some tests to distinguish these nonstandard distributions from each other.

Sometimes, we're given multiple observed samples of data and we want to find out whether those samples belong to the same distribution or not. In the case of standard distributions, we have multiple tests, such as Student's t-test and z-test, to determine this. For non-standard distributions, or where we don't know the type of distribution, we use the Kolmogorov-Smirnov test. To understand the Kolmogorov-Smirnov test, you first need to understand a few terms:

  • Cumulative Distribution Function (CDF): This is a function whose value gives the probability of a random variable being less than or equal to the argument of the function.

  • Null Hypothesis: In hypothesis testing, a null hypothesis means there is no significant...