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

Gaussian sampling


Gaussian sampling consists of extracting a sample from a population with a distribution that follows a Gaussian or normal distribution. This section describes a commonly used algorithm known as the Box-Muller transform to generate accurate Gaussian sampling from a uniform random generator [8:2].

Box-Muller transform

The purpose of the Box-Muller scheme is to generate a sample of normal distribution (Gaussian distribution of mean 0 and variance 1) from two independent samples following uniform random distributions. Let's consider u1, u2 two uniformly distributed random distribution over the interval [0, 1], then the following random variables:

are two independent standard normal distribution variables.

The class BoxMuller implements the Box-Muller transform. The class takes two arguments; a function r that generates uniformly distributed random values over [0, 1] (line 1) and a flag, cosine, that selects either the cosine or sine function for the normal sample values (line 2...