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Video ¼ – Introduction to Auto ML
Alexis Bondu
www.edge-ml.fr
MODL : A Bayesian approach for model selection
Machine Learning
A semi-manual process…
Data ScientistData Hardware
resources
Data-preprocessing Model tuning
Data Hardware
resources
Robot
• Non traditional methods/algorithm
• Non structured data (ex: graph, images, texts … )
Tricky
A fully automated process…
Auto ML
• Classical models (ex: classification, regression)
• Structured data
Easy
Outline
A – 2 limits of « Machine Learning »
B – Regular Auto ML approaches
C – Edge ML : a disruptive Auto ML
approach
Learning algorithms
f(X) B
O
12
0.5
……
Expected value : A
A – Limits of Machine Learning
Grid-search
1 - Exploration of a grid of parameters
(grid-search)
Parameter 1
Parameter2
Couple of values
2 - Evaluation of parameters by using a cross-validation
(for each point of the grid)
Data
• Learning by using K-1 folds
• Spliting data into K disjointed folds
• Evaluating the model on the remaining fold
• The average evaluation is retained
• Learning algorithm repeated K times
A – Limits of Machine Learning
Grid-search
To optimize 2 parameters, the learning algorithm is repeated 250 times!
3 1 250 x
4 6 250 x
5 31 250 x
A concrete example:
• 5 values are tested for each parameter
• The data is divided into 10 folds
• The entire grid is explored
Problem # 1 : How to scale with big data when the number of parameters increases?
A – Limits of Machine Learning
No Free Lunch Theorem
In absolute terms, no approach is better than all others. In practice, this
depends on each data set ...…
NO
Problem # 2 : How to chose the more suitable family of models?
A – Limits of Machine Learning
The dark side of the brute force
B – Regular Auto ML approaches
Problem # 2 : Choice of the family of models models
Problem # 1 : Scaling
Skilled DS Best practice Transcription into
algorithms
Numerous ML algorithms Very accurate ModelAutomated best
practice
No theoretical
warranties
Use of huge hardware
recourses
MODL : a specific and formalized approach
C – Edge ML: a disruptive Auto ML approach
Problem # 2 : Choice of the family of models models
Problem # 1 : Scaling
No grid-search ! MODL approach
Accurate and very robust models Use of tiny hardware
recourses
High-performance models, very robust and interpretable.
• Robustness: The learned classifiers are very robust (there is no equivalent).
There is very little difference in performance on deployment data.
The production of the models is simplified and secured ...
• Interpretability: Simple to implement, and easy to understand.
• Performance: The learned classifiers are relatively accurate - generally
comparable to a Random Forest.
C – Edge ML: a disruptive Auto ML approach
The automated pipe of Machine Learning : MODL is everywhere!
• Discretization (numerical)
• Grouping levels (categorical)
• Selective Naive Bayes (SNB)
• Models averaging
Univariate
Multivariate
• Bonus : Sequence-mining
Main question : How MODL avoid over-fitting ?
Contents of the next videos

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AN INTRODUCTION TO AUTO-ML EDGE-ML (VIDEO 1/4)

  • 1. Video ¼ – Introduction to Auto ML Alexis Bondu www.edge-ml.fr MODL : A Bayesian approach for model selection
  • 2. Machine Learning A semi-manual process… Data ScientistData Hardware resources Data-preprocessing Model tuning
  • 3. Data Hardware resources Robot • Non traditional methods/algorithm • Non structured data (ex: graph, images, texts … ) Tricky A fully automated process… Auto ML • Classical models (ex: classification, regression) • Structured data Easy
  • 4. Outline A – 2 limits of « Machine Learning » B – Regular Auto ML approaches C – Edge ML : a disruptive Auto ML approach
  • 5. Learning algorithms f(X) B O 12 0.5 …… Expected value : A A – Limits of Machine Learning
  • 6. Grid-search 1 - Exploration of a grid of parameters (grid-search) Parameter 1 Parameter2 Couple of values 2 - Evaluation of parameters by using a cross-validation (for each point of the grid) Data • Learning by using K-1 folds • Spliting data into K disjointed folds • Evaluating the model on the remaining fold • The average evaluation is retained • Learning algorithm repeated K times A – Limits of Machine Learning
  • 7. Grid-search To optimize 2 parameters, the learning algorithm is repeated 250 times! 3 1 250 x 4 6 250 x 5 31 250 x A concrete example: • 5 values are tested for each parameter • The data is divided into 10 folds • The entire grid is explored Problem # 1 : How to scale with big data when the number of parameters increases? A – Limits of Machine Learning
  • 8. No Free Lunch Theorem In absolute terms, no approach is better than all others. In practice, this depends on each data set ...… NO Problem # 2 : How to chose the more suitable family of models? A – Limits of Machine Learning
  • 9. The dark side of the brute force B – Regular Auto ML approaches Problem # 2 : Choice of the family of models models Problem # 1 : Scaling Skilled DS Best practice Transcription into algorithms Numerous ML algorithms Very accurate ModelAutomated best practice No theoretical warranties Use of huge hardware recourses
  • 10. MODL : a specific and formalized approach C – Edge ML: a disruptive Auto ML approach Problem # 2 : Choice of the family of models models Problem # 1 : Scaling No grid-search ! MODL approach Accurate and very robust models Use of tiny hardware recourses
  • 11. High-performance models, very robust and interpretable. • Robustness: The learned classifiers are very robust (there is no equivalent). There is very little difference in performance on deployment data. The production of the models is simplified and secured ... • Interpretability: Simple to implement, and easy to understand. • Performance: The learned classifiers are relatively accurate - generally comparable to a Random Forest. C – Edge ML: a disruptive Auto ML approach
  • 12. The automated pipe of Machine Learning : MODL is everywhere! • Discretization (numerical) • Grouping levels (categorical) • Selective Naive Bayes (SNB) • Models averaging Univariate Multivariate • Bonus : Sequence-mining Main question : How MODL avoid over-fitting ? Contents of the next videos

Editor's Notes

  1. Valable pour tous les modèles de ML Exemple de la random forest … Appris : chaque arbre : nœud = selection d’une var + point de coupure Meta : nb arbre / profondeur / effectif min / choix du critère de pureté / échantillonnage ligne et colonne
  2. Param : profondeur / effectif min C’est une science expérimentale ….
  3. …. C’est pourtant l’usage dans la communauté ….
  4. Principe communément admis dans la communauté … Ex : On ne peut que les RN sont plus performant que les RF … Chaque algo optimise le modèle au sein d’une classe de modèle … comment choisir ?
  5. #1 : Choix du modèle : RN = image, données de type signal, XGB = données tabulaire #2 : bonne pratique (tester sur un echantillon d’abord)
  6. Simplicité de miste