Book Image

Statistics for Machine Learning

By : Pratap Dangeti
Book Image

Statistics for Machine Learning

By: Pratap Dangeti

Overview of this book

Complex statistics in machine learning worry a lot of developers. Knowing statistics helps you build strong machine learning models that are optimized for a given problem statement. This book will teach you all it takes to perform the complex statistical computations that are required for machine learning. You will gain information on the statistics behind supervised learning, unsupervised learning, reinforcement learning, and more. You will see real-world examples that discuss the statistical side of machine learning and familiarize yourself with it. You will come across programs for performing tasks such as modeling, parameter fitting, regression, classification, density collection, working with vectors, matrices, and more. By the end of the book, you will have mastered the statistics required for machine learning and will be able to apply your new skills to any sort of industry problem.
Table of Contents (16 chapters)
Title Page
Credits
About the Author
About the Reviewer
www.PacktPub.com
Customer Feedback
Preface

Gradient boosting classifier


Gradient boosting is one of the competition-winning algorithms that work on the principle of boosting weak learners iteratively by shifting focus towards problematic observations that were difficult to predict in previous iterations and performing an ensemble of weak learners, typically decision trees. It builds the model in a stage-wise fashion like other boosting methods do, but it generalizes them by allowing optimization of an arbitrary differentiable loss function.

Let's start understanding Gradient Boosting with a simple example, as GB challenges many data scientists in terms of understanding the working principle:

  1. Initially, we fit the model on observations producing 75% accuracy and the remaining unexplained variance is captured in the error term:
  1. Then we will fit another model on the error term to pull the extra explanatory component and add it to the original model, which should improve the overall accuracy:
  1. Now, the model is providing 80% accuracy and...