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MACHINE LEARNING
PROJECTS WITH R
Yiou (Leo) Li
Outline


   Classification of glass data

   Clustering of glass data
Classification by ridge regression
3
Plotting the three classes by four features
4

                                 Simple Scatterplot Matrix
                                11   12   13   14   15                        0.5   1.0   1.5   2.0




                                                                                                      1.525
                        V2




                                                                                                      1.515
          15
          14
          13




                                          V3
          12
          11




                                                                                                      4
                                                                                                      3
                                                                 V4




                                                                                                      2
                                                                                                      1
                                                                                                      0
          2.0
          1.5




                                                                                     V5
          1.0
          0.5




                1.515   1.525                            0   1   2    3   4
Performance looks good when consider only the
    classification error rate
5
Performance is poor when consider ROC
6
Using high order polynomial helps improve ROC
7




    Decision point
Using high order polynomial helps improve TPR
    and FPR!
8



                    Y ~ [V2, V3, …, V10, V2*V3, V2*V4, …]
                             Training            Test
       True Positive Rate    0.6820833           0.55
       False Positive Rate   0.008368031         0.0804762
       Error rate            0.03953965          0.1270588



                              Y ~ [V2, V3 … , V10]
                              Training               Test
       True Positive Rate     0                      0
       False Positive Rate    0.00685288             0.007142857
       Error rate             0.1104277              0.1102941
Notes on ridge regression
9




    1. The ridge solutions are not invariant under scaling of the inputs --- usually
       standardize the input --- so that the solution is invariant to scaling of inputs

    2. Intercept β0 should be left out of the penalty term! --- so that the solution is
       invariant to the choice of origin of inputs and outputs
Outline


   Classification of glass data

   Clustering of glass data
Multi-Dimensional Scaling of glass
data (Labeled as: 1,2,3,5,6,7)
                                          Metric MDS




                       6
                                              1
                                              2
                                              3
                                              5
                                              6
                       4



                                              7
        Coordinate 2

                       2
                       0
                       -2




                            -4   -2   0            2     4   6

                                          Coordinate 1
Kmeans of glass
                           K-means cluster




                     1.0
                     0.8
                     0.6
      Correct rate

                     0.4
                     0.2
                     0.0




                             Original labels
Hierarchical of glass
                            Hierachical cluster




                      1.0
                      0.8
                      0.6
       Correct rate

                      0.4
                      0.2
                      0.0




                                Original labels
Correct rate

                  0.0   0.2   0.4          0.6   0.8   1.0
                                                                  EM of glass
                                                             EM




Original labels

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Machine learning projects with r

  • 2. Outline  Classification of glass data  Clustering of glass data
  • 3. Classification by ridge regression 3
  • 4. Plotting the three classes by four features 4 Simple Scatterplot Matrix 11 12 13 14 15 0.5 1.0 1.5 2.0 1.525 V2 1.515 15 14 13 V3 12 11 4 3 V4 2 1 0 2.0 1.5 V5 1.0 0.5 1.515 1.525 0 1 2 3 4
  • 5. Performance looks good when consider only the classification error rate 5
  • 6. Performance is poor when consider ROC 6
  • 7. Using high order polynomial helps improve ROC 7 Decision point
  • 8. Using high order polynomial helps improve TPR and FPR! 8 Y ~ [V2, V3, …, V10, V2*V3, V2*V4, …] Training Test True Positive Rate 0.6820833 0.55 False Positive Rate 0.008368031 0.0804762 Error rate 0.03953965 0.1270588 Y ~ [V2, V3 … , V10] Training Test True Positive Rate 0 0 False Positive Rate 0.00685288 0.007142857 Error rate 0.1104277 0.1102941
  • 9. Notes on ridge regression 9 1. The ridge solutions are not invariant under scaling of the inputs --- usually standardize the input --- so that the solution is invariant to scaling of inputs 2. Intercept β0 should be left out of the penalty term! --- so that the solution is invariant to the choice of origin of inputs and outputs
  • 10. Outline  Classification of glass data  Clustering of glass data
  • 11. Multi-Dimensional Scaling of glass data (Labeled as: 1,2,3,5,6,7) Metric MDS 6 1 2 3 5 6 4 7 Coordinate 2 2 0 -2 -4 -2 0 2 4 6 Coordinate 1
  • 12. Kmeans of glass K-means cluster 1.0 0.8 0.6 Correct rate 0.4 0.2 0.0 Original labels
  • 13. Hierarchical of glass Hierachical cluster 1.0 0.8 0.6 Correct rate 0.4 0.2 0.0 Original labels
  • 14. Correct rate 0.0 0.2 0.4 0.6 0.8 1.0 EM of glass EM Original labels