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 9. Regression and Regularization

We selected binary logistic regression to introduce the basics of machine learning in the Kicking the tires section of Chapter 1, Getting Started. The purpose was to illustrate the concept of discriminative classification. It is important to keep in mind that some regression algorithms, such as logistic regression, are classification models.

The variety and the number of regression models go well beyond the ubiquitous ordinary least square linear regression and logistic regression [9:1]. Have you heard of isotonic regression?

The purpose of regression is to minimize a loss function, the residual sum of squares (RSS) being one that is commonly used. The Accessing a model section in Chapter 2, Data Pipelines, introduced the thorny challenge of overfitting, which will be partially addressed in this chapter by adding a penalty term to the loss function. The penalty term is an element of the larger concept of regularization.

The chapter starts with a description...