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

Moving averages


Moving averages provides data analysts and scientists with a basic predictive model. Despite its simplicity, the moving average method is widely used in a variety of fields such as marketing survey, consumer behavior, or sport statistics. Traders use the moving averages to identify levels of support and resistance for the price of a given security.

Note

Averaging reducing function:

Let's consider a time series xt = x(t) and a function f(xt-p-1,… xt) that reduces the last p observations into a value or average. The estimation of the observation at t is defined by the following formula:

Here, f is an average reducing function from the previous p data points.

Simple moving average

Simple moving average is the simplest form of the moving averaging algorithms [3:2]. The simple moving average of period p estimates the value at time t by computing the average value of the previous p observations using the following formula:

Note

Simple moving average:

M1: The simple moving average of...