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Linear, Machine Learning and Probabilistic Approaches for Predictive Analytics
1. Linear, Machine Learning and
Probabilistic Approaches for
Predictive Analytics
B.M.Pavlyshenko
(Ph.D.)
SoftServe,
Ivan Franko National University of Lviv
e-mail: b.pavlyshenko@gmail.com
27. Machine Learning, Linear and
Bayesian Models for Logistic
Regression in Failure Detection
Problems
28. MACHINE LEARNING MODEL
The most important features and their gain values:
Matthews correlation coefficient (MCC) :
29. MACHINE LEARNING MODEL
ROC curve for
classification results
AUC=0.753
Matthews correlation
coefficient for logistic regression
for different values of probability
threshold.
30. ROC curve and Matthews correlation coefficient for different sets of features
MACHINE LEARNING MODEL
Features set 1:
AUC=0.75
Features set 2:
AUC=0.91
31. Dependence of Lambda from AUC
value.
Coefficients of the generalized linear
model for logistic regression
(Lambda=0.03 )
GENERALIZED LINEAR MODEL
32. BAYESIAN MODEL
model{
for (i in 1:n) {
y[i] ~ dbern(p[i])
logit(p[i]) <- b0+inprod(b[ ],x[i,])
}
b0 ~ dnorm(0,0.0001)
for (j in 1:nfeat) {
b[j] ~ dnorm(0,0.0001)
}
}
Probabilistic model for logistic regression using BUGS syntax
33. BAYESIAN MODEL
Trace plot for Intercept parameter. Probability density function for
Intercept parameter.
37. The formation of keyword frequent sets with the biggest support value
The analysis of financial tweets
38. The analysis of financial tweets
The analysis of causal relationship between the frequent sets in tweets and
Apple stock prices.
The results obtained show that it is possible to predict stock prices on the
basis of data mining of informational streams in social networks.
39. The examples of test studies of semantic concepts in Twitter messages
Royal baby’s name forecasting
The name George was
dominating in the spectrum of
names before the official
announcement.
40. The examples of test studies of semantic concepts in Twitter messages
Royal baby’s name forecasting
10 first frequent sets were
created by five names, the
three of which are the
components of Prince’s
full name George
Alexander Louis.
41. The examples of test studies of semantic concepts in Twitter
messages
The Royal baby’s name forecasting
Users’ societies, which formed the discussion trends.