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

Fourier analysis


The purpose of spectral density estimation is to measure the amplitude of a signal or a time series according to its frequency [3:5]. The objective is to estimate the spectral density by detecting periodicities in the dataset. A scientist can better understand a signal or time series by analyzing its harmonics.

Note

Spectral theory:

Spectral analysis for time series should not be confused with Spectral Theory, a subset of linear algebra that studies Eigen functions on Hilbert and Banach spaces. In fact, harmonic analysis and Fourier analysis are regarded as a subset of spectral theory.

Let us explore the concept behind the discrete Fourier series as well as its benefits as applied to financial markets. Fourier analysis approximates any generic function as the sum of trigonometric functions, sine and cosine.

Note

Complex Fourier transform:

This section focuses on the discrete Fourier series for real value. The generic Fourier transform applies to complex values [3:6].

The decomposition...