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

Chapter 8. Monte Carlo Inference

One of the key challenges in supervised learning is the generation or extraction of an appropriate training set. Despite the effort and best intentions of the data scientist, the labeled data is not directly usable.

Let's take, for example, the problem of predicting the click through rate for an online display. 95-99% of data is labeled with a no-click event (negative classification class) while 1-5% of events are labeled as clicked (positive class). The unbalanced training set may produce an erroneous model unless the negatively-labeled events are reduced through sampling.

This chapter deals with the need, role, and some common methods of sampling a dataset. It covers the following topics:

  • Generation of random samples from a given distribution

  • Application of Monte Carlo numerical sampling to approximation

  • Bootstrapping

  • Markov Chain Monte Carlo for estimating parametric distribution

Although random generators are of critical importance in statistics and machine...