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

Regularization


The ordinary least squares method for finding the regression parameters is a specific case of the maximum likelihood. Therefore, regression models are subject to the same challenge in terms of overfitting as any other discriminative model. You are already aware that regularization is used to reduce model complexity and avoid overfitting as stated in Overfitting section of Chapter 2, Data Pipelines.

Ln roughness penalty

Regularization consists of adding a penalty function J(w) to the loss function (or RSS in the case of a regressive classifier) to prevent the model parameters (also known as weights) from reaching high values. A model that fits a training set very well tends to have many features variable with relatively large weights. This process is known as shrinkage. Practically, shrinkage involves adding a function with model parameters as an argument to the loss function (M5):

The penalty function is completely independent from the training set {x,y}. The penalty term is...