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

Expectation-Maximization (EM)


The EM was originally introduced to estimate the maximum likelihood in the case of incomplete data [4:7]. The EM algorithm is an iterative method to compute the model features that maximize the likely estimate for observed values, considering unobserved values.

The iterative algorithm consists of computing:

  • The expectation, E, of the maximum likelihood for the observed data by inferring the latent values (E-step)

  • The model features that maximize the expectation E (M-step)

The EM algorithm is applied to solve clustering problems by if each latent variable follows a Normal or Gaussian distribution. This is similar to the K-means algorithm for which the distance of each data point to the center of each cluster follows a Gaussian distribution [4:8]. Therefore, a set of latent variables is a mixture of Gaussian distributions.

Gaussian mixture model

Latent variables, Zi can be visualized as the behavior (or symptoms) of a model (observed), X, for which Z are the root-cause...