Book Image

F# for Machine Learning Essentials

By : Sudipta Mukherjee
Book Image

F# for Machine Learning Essentials

By: Sudipta Mukherjee

Overview of this book

The F# functional programming language enables developers to write simple code to solve complex problems. With F#, developers create consistent and predictable programs that are easier to test and reuse, simpler to parallelize, and are less prone to bugs. If you want to learn how to use F# to build machine learning systems, then this is the book you want. Starting with an introduction to the several categories on machine learning, you will quickly learn to implement time-tested, supervised learning algorithms. You will gradually move on to solving problems on predicting housing pricing using Regression Analysis. You will then learn to use Accord.NET to implement SVM techniques and clustering. You will also learn to build a recommender system for your e-commerce site from scratch. Finally, you will dive into advanced topics such as implementing neural network algorithms while performing sentiment analysis on your data.
Table of Contents (16 chapters)
F# for Machine Learning Essentials
About the Author
About the Reviewers

Weighted linear regression

Sometimes each sample, or in other words, each row of the predictor variable matrix, is treated with different weightage. Normally, weights are given by a diagonal matrix where each element on the diagonal represent the weight for the row. If the weight is represented by W, then theta (or the linear regression coefficient) is given by the following formula:

Math.NET has a special class called WeightedRegression to find theta. If all the elements of the weight matrix are 1 then we have the same linear regression model as before.

The weight matrix is normally determined by taking a look at the new value for which the target variable has to be evaluated. If the new value is depicted as x, then the weights are normally calculated using the following formula:

The numerator of the weight matrix can be calculated as the Euclidean distance between two vectors. The first vector is from the training data and the other is the new vector depicting the new entry for which the...