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LET'S PUBLISH WITH
MORE RELIABLE &
GENERALISED
PREDICTION MODEL
Ts. Syahrul Fithry Bin Senin
Learning Objectives
• Understand the meaning of generalized model
• Techniques to ensure production of the generalized model
Definition of Generalized Model
Let’s say we have this datasets
Our aim is to predict the status of health of a new data
?????
What is the best Machine Learning Model that may
produce generalised model of the data?
K-th nearest
neighbour?
Support
Vector
Machine?
Logistic
Regression
Model?
Etc….
What is the Method to ensure the generated model will be
GENERALISED ONE?
Phase 1 :
Estimate the
parameters for
machine
learning
methods
• To use any suitable machine
learning methods to use ‘some
of the data’ to estimate the
shape/curve of the data
• This estimation parameters =
TRAINING the data based on
machine learning algorithm
Phase 2:
Evaluate how
well the
machine
learning
methods work
• Need to find whether the
‘curved’ will perform a good job
to categorize the data
• This evaluation a method =
TESTING the Machine Learning
algo
Thus…..
•Using the machine learning
algorithm, data is used for
• Train the machine learning methods
• Test the machine learning methods
SOME DATA ….
Why not
using all of
the data ?
• It is the worst approach on using all data to
estimate the parameter (train the algorithm)
• Using all, there aren’t data left to test the
model of the machine learning
• Reusing the same data for training and
testing is a bad idea. There is no way to
check whether the ML model work on data
that wasn’t trained on
ALL DATASETS
A slightly better idea would be
to partitioned the first the
datasets into TRAINING
datasets and remaining as the
TESTING datasets
TRAINING
TRAINING
TRAINING
TESTING
Train the TRAINING datasets
and evaluate its performance
under the TESTING datasets for
the selected machine learning
method
Question
• How do we know that the first
TRAINING datasets and the
remaining TESTING datasets is
the only best way to partition
the whole datasets?
TESTING
TRAINING
TRAINING
TRAINING
• How about taking the first sub
datasets as the TESTING and the
remaining as the TRAINING
datasets?
Question
TRAINING
TRAINING
TESTING
TRAINING
• How about taking the middle
sub datasets as the TESTING
datasets and the rest as
TRAINING datasets?
• Are these options will affect our
data modelling?
CROSS-
VALIDATION
METHOD
• We will use this method by assigning each
option of the sub-block of the dataset as the
TESTING and TRAINING datasets
• Summarize its model’s performance
• Evaluate the best model
TESTING
TRAINING
TRAINING
TRAINING
TRAINING
TESTING
TRAINING
TRAINING
TRAINING
TRAINING
TESTING
TRAINING
TRAINING
TRAINING
TRAINING
TESTING
k-Fold Cross Validation
• In our example, use 4-Fold Cross Validation
• In actual, the number of “k” (blocks) is somewhat arbitrary
• Commonly, we will divide into 10 blocks (10-fold cross validation)
The procedure of k-Fold Cross-Validation
• Original datasets were randomly into k sub-samples (i.e. k = 4), which
become the TRAINING DATASETS
• Models are estimated using k-1 subsamples for each fold, with k-th
subsamples served as the VALIDATION sample, process repeats until
every sub-sample has served as VALIDATION data and model results
is AVERAGED across folds.
FOLD 1
FOLD 2
FOLD 3
FOLD 4
FOLD 5
AVERAGE THE RESULTS FOR FINAL
K-FOLD CV MODEL & TEST WITH
TESTING DATA
Example of Application
The Nature of Our Data Modelling
Good Performance of “Seen Data” ≠ Good Performance of “Unseen Data”
Can a model are able to fit

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LETS PUBLISH WITH MORE RELIABLE & PRESENTABLE MODELLING.pptx

  • 1. LET'S PUBLISH WITH MORE RELIABLE & GENERALISED PREDICTION MODEL Ts. Syahrul Fithry Bin Senin
  • 2. Learning Objectives • Understand the meaning of generalized model • Techniques to ensure production of the generalized model
  • 4. Let’s say we have this datasets
  • 5. Our aim is to predict the status of health of a new data ?????
  • 6. What is the best Machine Learning Model that may produce generalised model of the data? K-th nearest neighbour? Support Vector Machine? Logistic Regression Model? Etc…. What is the Method to ensure the generated model will be GENERALISED ONE?
  • 7. Phase 1 : Estimate the parameters for machine learning methods • To use any suitable machine learning methods to use ‘some of the data’ to estimate the shape/curve of the data • This estimation parameters = TRAINING the data based on machine learning algorithm
  • 8. Phase 2: Evaluate how well the machine learning methods work • Need to find whether the ‘curved’ will perform a good job to categorize the data • This evaluation a method = TESTING the Machine Learning algo
  • 9. Thus….. •Using the machine learning algorithm, data is used for • Train the machine learning methods • Test the machine learning methods SOME DATA ….
  • 10. Why not using all of the data ? • It is the worst approach on using all data to estimate the parameter (train the algorithm) • Using all, there aren’t data left to test the model of the machine learning • Reusing the same data for training and testing is a bad idea. There is no way to check whether the ML model work on data that wasn’t trained on
  • 12. A slightly better idea would be to partitioned the first the datasets into TRAINING datasets and remaining as the TESTING datasets TRAINING TRAINING TRAINING TESTING Train the TRAINING datasets and evaluate its performance under the TESTING datasets for the selected machine learning method
  • 13. Question • How do we know that the first TRAINING datasets and the remaining TESTING datasets is the only best way to partition the whole datasets? TESTING TRAINING TRAINING TRAINING • How about taking the first sub datasets as the TESTING and the remaining as the TRAINING datasets?
  • 14. Question TRAINING TRAINING TESTING TRAINING • How about taking the middle sub datasets as the TESTING datasets and the rest as TRAINING datasets? • Are these options will affect our data modelling?
  • 15. CROSS- VALIDATION METHOD • We will use this method by assigning each option of the sub-block of the dataset as the TESTING and TRAINING datasets • Summarize its model’s performance • Evaluate the best model
  • 17. k-Fold Cross Validation • In our example, use 4-Fold Cross Validation • In actual, the number of “k” (blocks) is somewhat arbitrary • Commonly, we will divide into 10 blocks (10-fold cross validation)
  • 18. The procedure of k-Fold Cross-Validation • Original datasets were randomly into k sub-samples (i.e. k = 4), which become the TRAINING DATASETS • Models are estimated using k-1 subsamples for each fold, with k-th subsamples served as the VALIDATION sample, process repeats until every sub-sample has served as VALIDATION data and model results is AVERAGED across folds.
  • 19.
  • 20.
  • 21.
  • 22.
  • 23.
  • 28. FOLD 5 AVERAGE THE RESULTS FOR FINAL K-FOLD CV MODEL & TEST WITH TESTING DATA
  • 30. The Nature of Our Data Modelling Good Performance of “Seen Data” ≠ Good Performance of “Unseen Data”
  • 31.
  • 32. Can a model are able to fit