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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27
Index

Summary

In this chapter, we analyzed three different approaches to component extraction. FA assumes that we have a small number of Gaussian latent variables and a Gaussian decorrelated noise term. The only restriction on the noise is to have a diagonal covariance matrix, so two different scenarios are possible. When we are in the presence of heteroscedastic noise, the process is an actual FA. When, instead, the noise is homoscedastic, the algorithm becomes the equivalent of a PCA. In this case, the process is equivalent to check the sample space in order to find the directions where the variance is higher. Selecting only the most important directions, we can project the original dataset onto a low-dimensional subspace, where the covariance matrix becomes decorrelated.

One of the problems of both FA and PCA is their assumption to model the latent variables with Gaussian distributions. This choice simplifies the model but, at the same time, yields dense representations where...