Book Image

Mastering Machine Learning with scikit-learn - Second Edition

By : Gavin Hackeling
Book Image

Mastering Machine Learning with scikit-learn - Second Edition

By: Gavin Hackeling

Overview of this book

Machine learning is the buzzword bringing computer science and statistics together to build smart and efficient models. Using powerful algorithms and techniques offered by machine learning you can automate any analytical model. This book examines a variety of machine learning models including popular machine learning algorithms such as k-nearest neighbors, logistic regression, naive Bayes, k-means, decision trees, and artificial neural networks. It discusses data preprocessing, hyperparameter optimization, and ensemble methods. You will build systems that classify documents, recognize images, detect ads, and more. You will learn to use scikit-learn’s API to extract features from categorical variables, text and images; evaluate model performance, and develop an intuition for how to improve your model’s performance. By the end of this book, you will master all required concepts of scikit-learn to build efficient models at work to carry out advanced tasks with the practical approach.
Table of Contents (22 chapters)
Title Page
Credits
About the Author
About the Reviewer
www.PacktPub.com
Customer Feedback
Preface
9
From Decision Trees to Random Forests and Other Ensemble Methods
Index

Gradient descent


In the examples in this chapter, we analytically solved for the values of the model's parameters that minimize the cost function with the following equation:

Recall that X is the matrix of features for each training example. The dot product of XTX results in a square matrix with dimensions n by n, where n is equal to the number of features. The computational complexity of inverting this square matrix is nearly cubic in the number of features. While the number of features has been small in this chapter's examples, this inversion can be prohibitively costly for problems with tens of thousands of explanatory variables, which we will encounter in the following chapters. Furthermore, it is impossible to invert X if its determinant is zero. In this section, we will discuss another method for efficiently estimating the optimal values of the model's parameters called gradient descent. Note that our definition of the goodness-of-fit has not changed; we will still use gradient descent...