Book Image

Scala for Machine Learning, Second Edition - Second Edition

Book Image

Scala for Machine Learning, Second Edition - Second Edition

Overview of this book

The discovery of information through data clustering and classification is becoming a key differentiator for competitive organizations. Machine learning applications are everywhere, from self-driving cars, engineering design, logistics, manufacturing, and trading strategies, to detection of genetic anomalies. The book is your one stop guide that introduces you to the functional capabilities of the Scala programming language that are critical to the creation of machine learning algorithms such as dependency injection and implicits. You start by learning data preprocessing and filtering techniques. Following this, you'll move on to unsupervised learning techniques such as clustering and dimension reduction, followed by probabilistic graphical models such as Naïve Bayes, hidden Markov models and Monte Carlo inference. Further, it covers the discriminative algorithms such as linear, logistic regression with regularization, kernelization, support vector machines, neural networks, and deep learning. You’ll move on to evolutionary computing, multibandit algorithms, and reinforcement learning. Finally, the book includes a comprehensive overview of parallel computing in Scala and Akka followed by a description of Apache Spark and its ML library. With updated codes based on the latest version of Scala and comprehensive examples, this book will ensure that you have more than just a solid fundamental knowledge in machine learning with Scala.
Table of Contents (27 chapters)
Scala for Machine Learning Second Edition
Credits
About the Author
About the Reviewers
www.PacktPub.com
Customer Feedback
Preface
Index

Thompson sampling


Thompson sampling is a simple strategy, introduced 80 years ago, that has received renewed attention in recent years. It is wildly used in advertising displays, marketing surveys, and financial analysis. Thompson sampling is also a Bayesian strategy, known as probability matching: The probability of selecting the arm n is the probability that n is the arm with the maximum reward [14:4].

The strategy can be summarized as:

  • Assign a uniform distribution for each arm, prior to the selection

  • Select arm n with a posterior probability that increases with the probability that n is optimal (probability matching)

Bandit context

So far, we have discussed K-armed bandits that do not maintain a state or context. It is assumed that all the arms are identical and only parameterized by their mean reward (successes and failures in the case of Bernoulli bandits). However, real-world applications, such as product recommendations or advertising targeting, require arms (a product or advertising...