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

Naïve Bayes classifiers


The Naïve Bayes classifier has a strict requirement: the features must be independent (that is, conditional dependence between features is null). It also restricts its applicability. The Naïve Bayes classification is better understood through simple, concrete examples [5:5].

Introducing the multinomial Naïve Bayes

We illustrate the Naïve Bayes classification in the context of predicting the fluctuation of the interest rate of treasury bills.

The first step is to list the factors that potentially may trigger or cause an increase or decrease in the interest rates. For the sake of illustrating Naïve Bayes, we select the consumer price index (CPI), change in the federal fund rate (FDR), and the growth domestic product (GDP) as a first set of features. The terminology is described in the Terminology section under Finances 101 in the Appendix.

The use case is to predict the direction of the change in the yield of the 1-year Treasury bill (1yTB), considering the change in the...