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

Upper bound confidence


The UCB approach assumes that the expected reward of an action is linearly dependent on the d-dimension context.

Confidence interval

Intuitively, the confidence on the reward for a given arm increases as the arm is played. The variance of the reward is significantly high when the arm has been rarely played. The variance or confidence interval symbolizes the uncertainty on the reward of the arm. As the arm gets played, the confidence interval decreases.

The goal of the exploration is to play arms with a large confidence interval around the mean value of their reward so they can be a potential candidate for exploitation.

The following diagram illustrates the process of exploration [14:7]:

Illustration of confidence interval for k arms during the exploitation-exploration cycle

The exploration phase favors the arm i being played to reduce its confidence interval. The exploration phase uses arm j because it has the highest mean reward with a very small confidence factor.

The challenge...