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- 1. Machine Learning Interviews – Day 3 Arpit Agarwal
- 2. SMO Algorithm • Optimization problem: • Solve over 2 alphas instead of all
- 3. SMO Algorithm
- 4. SMO Algorithm • Input: C, kernel, kernel parameters, epsilon • Initialize b and all ’s to 0 • Repeat until KKT satisfied (to within epsilon): – Find an example e1 that violates KKT (prefer unbound examples here, choose randomly among those) – Choose a second example e2. Prefer one to maximize step size (in practice, faster to just maximize |E1 – E2|). If that fails to result in change, randomly choose unbound example. If that fails, randomly choose example. If that fails, re-choose e1. – Update α1 and α2 in one step – Compute new threshold b
- 5. Updating Two ’s: One SMO Step • Given examples e1 and e2, set where: • Clip this value in the natural way: if y1 = y2 then: • otherwise: • Set where s = y1y2
- 6. - What is Overfitting? How to avoid it? - “Cross-validation, regularization, bagging” - What is regularization? Why do we need it? - What is Bias-Variance tradeoff?
- 7. Overfitting – Curve Fitting
- 8. Overfitting
- 9. Ensemble Methods • JP wants to do CMO assignment, but he does not know any of the answers. • What will JP do?
- 10. Ensemble Methods Original Training data D .... D1 D2 Dt-1 Dt Step 1: Create Multiple Data Sets C1 C2 Ct -1 Ct Step 2: Build Multiple Classifiers C* Step 3: Combine Classifiers
- 11. Ensemble Methods Types – Bagging (Helps reducing variance of the classifier) – Boosting (Adaboost) (Helps in improving the accuracy of the classifier)
- 12. Decision Trees • JP’s very practical problem:- “Whether to go to prakruthi for tea or not?” Ask Rishabh if he wants to come? Yes No Does Rishabh has money for both of us? Don’t go for tea Yes No Go for tea Don’t go for tea
- 13. Random Forests • Ensemble method specifically designed for decision tree classifiers • Random Forests grows many classification trees (that is why the name!) • Ensemble of unpruned decision trees • Each base classifier classifies a “new” vector • Forest chooses the classification having the most votes (over all the trees in the forest)
- 14. Random Forests • Introduce two sources of randomness: “Bagging” and “Random input vectors” – Each tree is grown using a bootstrap sample of training data – At each node, best split is chosen from random sample of mtry variables instead of all variables
- 15. Random Forests
- 16. Random Forest Algorithm • M input variables, a number m<<M is specified such that at each node, m variables are selected at random out of the M and the best split on these m is used to split the node. • m is held constant during the forest growing • Each tree is grown to the largest extent possible • There is no pruning • Bagging using decision trees is a special case of random forests when m=M
- 17. Random Forest Algorithm • Good accuracy without over-fitting • Fast algorithm (can be faster than growing/pruning a single tree); easily parallelized • Handle high dimensional data without much problem • Only one tuning parameter mtry , usually not sensitive to it
- 18. PCA

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