Book Image

Mastering Machine Learning Algorithms - Second Edition

By : Giuseppe Bonaccorso
Book Image

Mastering Machine Learning Algorithms - Second Edition

By: Giuseppe Bonaccorso

Overview of this book

Mastering Machine Learning Algorithms, Second Edition helps you harness the real power of machine learning algorithms in order to implement smarter ways of meeting today's overwhelming data needs. This newly updated and revised guide will help you master algorithms used widely in semi-supervised learning, reinforcement learning, supervised learning, and unsupervised learning domains. You will use all the modern libraries from the Python ecosystem – including NumPy and Keras – to extract features from varied complexities of data. Ranging from Bayesian models to the Markov chain Monte Carlo algorithm to Hidden Markov models, this machine learning book teaches you how to extract features from your dataset, perform complex dimensionality reduction, and train supervised and semi-supervised models by making use of Python-based libraries such as scikit-learn. You will also discover practical applications for complex techniques such as maximum likelihood estimation, Hebbian learning, and ensemble learning, and how to use TensorFlow 2.x to train effective deep neural networks. By the end of this book, you will be ready to implement and solve end-to-end machine learning problems and use case scenarios.
Table of Contents (28 chapters)
26
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Index

Bayesian Networks and Hidden Markov Models

In this chapter, we're going to introduce the basic concepts of Bayesian models, which allow us to work with several scenarios where it's necessary to consider uncertainty as a structural part of the system. The discussion will focus on static (time-invariant) and dynamic methods that can be employed, where necessary, to model time sequences.

In particular, the chapter covers the following topics:

  • Bayes' theorem and its applications
  • Bayesian networks
  • Sampling from a Bayesian network:
    • Markov chain Monte Carlo (MCMC), Gibbs, and Metropolis-Hastings
  • Modeling a Bayesian network with PyMC3 and PyStan
  • Hidden Markov Models (HMMs)
  • Examples with the library hmmlearn

Before discussing more advanced topics, we need to introduce the basic concept of Bayesian statistics with a focus on all those aspects that are exploited by the algorithms discussed in the chapter.