Book Image

Mastering Machine Learning with Spark 2.x

By : Michal Malohlava, Alex Tellez, Max Pumperla
Book Image

Mastering Machine Learning with Spark 2.x

By: Michal Malohlava, Alex Tellez, Max Pumperla

Overview of this book

The purpose of machine learning is to build systems that learn from data. Being able to understand trends and patterns in complex data is critical to success; it is one of the key strategies to unlock growth in the challenging contemporary marketplace today. With the meteoric rise of machine learning, developers are now keen on finding out how can they make their Spark applications smarter. This book gives you access to transform data into actionable knowledge. The book commences by defining machine learning primitives by the MLlib and H2O libraries. You will learn how to use Binary classification to detect the Higgs Boson particle in the huge amount of data produced by CERN particle collider and classify daily health activities using ensemble Methods for Multi-Class Classification. Next, you will solve a typical regression problem involving flight delay predictions and write sophisticated Spark pipelines. You will analyze Twitter data with help of the doc2vec algorithm and K-means clustering. Finally, you will build different pattern mining models using MLlib, perform complex manipulation of DataFrames using Spark and Spark SQL, and deploy your app in a Spark streaming environment.
Table of Contents (9 chapters)
3
Ensemble Methods for Multi-Class Classification

Motivation

The Lending Club goal is to minimize the investment risk of providing bad loans, the loans with a high probability of defaulting or being delayed, but also to avoid rejecting good loans and hence losing profits. Here, the main criterion is driven by accepted risk - how much risk Lending Club can accept to be still profitable.

Furthermore, for prospective loans, Lending Club needs to provide an appropriate interest rate reflecting risk and generating income or provide loan adjustments. Therefore, it follows that if a given loan has a high interest rate, we can possibly infer that there is more inherent risk than a loan with a lower interest rate.

In our book, we can benefit from the Lending Club experience since they provide historical tracking of not only good loans but also bad loans. Furthermore, all historical data is available, including final loan statuses representing...