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

Evaluation of recommendation engine model


Evaluation of any model needs to be calculated in order to determine how good the model is with respect to the actual data so that its performance can be improved by tuning hyperparameters and so on. In fact, the entire machine learning algorithm's accuracy is measured based on its type of problem. In the case of classification problems, confusion matrix, whereas in regression problems, mean squared error or adjusted R-squared values need to be computed.

Mean squared error is a direct measure of the reconstruction error of the original sparse user-item matrix (also called A) with two low-dimensional dense matrices (X and Y). It is also the objective function which is being minimized across the iterations:

Root mean squared errors provide the dimension equivalent to the original dimension of the variable measure, hence we can analyze how much magnitude the error component has with the original value. In our example, we have computed the root mean square...