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

K-armed bandit


The K-armed bandit is a metaphor representing a casino slot machine with k pull levers (or arms). The user or customer pulls any one of the levers to win a predefined reward. The objective is obviously to select the lever that will provide the user with the highest reward:

2-Arm bandit

Although the challenge could be defined as an optimization problem, it is a classification problem. There is no ability to assign any of the K levers a specific reward; therefore, the model is generated through reinforcement learning [14:1].

The basic concept of reinforcement learning is illustrated in the following diagram:

Illustration of action and reward for a multiarmed bandit

The actor selects and plays the arm with the highest estimate reward, collects the reward, and re-computes the statistics or performance for the selected arm.

Note

Markov decision process

The K-armed bandit problem can be defined as the one state Markov decision process (MDP) (see the Markov decision process section in...