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

Variable importance plot


Variable importance plot provides a list of the most significant variables in descending order by a mean decrease in Gini. The top variables contribute more to the model than the bottom ones and also have high predictive power in classifying default and non-default customers.

Surprisingly, grid search does not have variable importance functionality in Python scikit-learn, hence we are using the best parameters from grid search and plotting the variable importance graph with simple random forest scikit-learn function. Whereas, in R programming, we have that provision, hence R code would be compact here:

>>> import matplotlib.pyplot as plt 
>>> rf_fit = RandomForestClassifier(n_estimators=1000, criterion="gini", max_depth=300, min_samples_split=3,min_samples_leaf=1) 
>>> rf_fit.fit(x_train,y_train)    
>>> importances = rf_fit.feature_importances_ 
>>> std = np.std([tree.feature_importances_ for tree in rf_fit.estimators_...