This is a presentation about Gradient Boosted Trees which starts from the basics of Data Mining, building up towards Ensemble Methods like Bagging,Boosting etc. and then building towards Gradient Boosted Trees.
Slide explaining the distinction between bagging and boosting while understanding the bias variance trade-off. Followed by some lesser known scope of supervised learning. understanding the effect of tree split metric in deciding feature importance. Then understanding the effect of threshold on classification accuracy. Additionally, how to adjust model threshold for classification in supervised learning.
Note: Limitation of Accuracy metric (baseline accuracy), alternative metrics, their use case and their advantage and limitations were briefly discussed.
Ensemble Learning is a technique that creates multiple models and then combines them to produce improved results.
Ensemble learning usually produces more accurate solutions than a single model would.
Slide explaining the distinction between bagging and boosting while understanding the bias variance trade-off. Followed by some lesser known scope of supervised learning. understanding the effect of tree split metric in deciding feature importance. Then understanding the effect of threshold on classification accuracy. Additionally, how to adjust model threshold for classification in supervised learning.
Note: Limitation of Accuracy metric (baseline accuracy), alternative metrics, their use case and their advantage and limitations were briefly discussed.
Ensemble Learning is a technique that creates multiple models and then combines them to produce improved results.
Ensemble learning usually produces more accurate solutions than a single model would.
Decision tree is a type of supervised learning algorithm (having a pre-defined target variable) that is mostly used in classification problems. It is a tree in which each branch node represents a choice between a number of alternatives, and each leaf node represents a decision.
What is an "ensemble learner"? How can we combine different base learners into an ensemble in order to improve the overall classification performance? In this lecture, we are providing some answers to these questions.
A brief presentation given on the basics of Ensemble Methods. Given as a 'Lightning Talk' during the 7th Cohort of General Assembly's Data Science Immersive Course
Our fall 12-Week Data Science bootcamp starts on Sept 21st,2015. Apply now to get a spot!
If you are hiring Data Scientists, call us at (1)888-752-7585 or reach info@nycdatascience.com to share your openings and set up interviews with our excellent students.
---------------------------------------------------------------
Come join our meet-up and learn how easily you can use R for advanced Machine learning. In this meet-up, we will demonstrate how to understand and use Xgboost for Kaggle competition. Tong is in Canada and will do remote session with us through google hangout.
---------------------------------------------------------------
Speaker Bio:
Tong is a data scientist in Supstat Inc and also a master students of Data Mining. He has been an active R programmer and developer for 5 years. He is the author of the R package of XGBoost, one of the most popular and contest-winning tools on kaggle.com nowadays.
Pre-requisite(if any): R /Calculus
Preparation: A laptop with R installed. Windows users might need to have RTools installed as well.
Agenda:
Introduction of Xgboost
Real World Application
Model Specification
Parameter Introduction
Advanced Features
Kaggle Winning Solution
Event arrangement:
6:45pm Doors open. Come early to network, grab a beer and settle in.
7:00-9:00pm XgBoost Demo
Reference:
https://github.com/dmlc/xgboost
Abstract: This PDSG workshop introduces basic concepts of splitting a dataset for training a model in machine learning. Concepts covered are training, test and validation data, serial and random splitting, data imbalance and k-fold cross validation.
Level: Fundamental
Requirements: No prior programming or statistics knowledge required.
Random Forest Algorithm - Random Forest Explained | Random Forest In Machine ...Simplilearn
This Random Forest Algorithm Presentation will explain how Random Forest algorithm works in Machine Learning. By the end of this video, you will be able to understand what is Machine Learning, what is classification problem, applications of Random Forest, why we need Random Forest, how it works with simple examples and how to implement Random Forest algorithm in Python.
Below are the topics covered in this Machine Learning Presentation:
1. What is Machine Learning?
2. Applications of Random Forest
3. What is Classification?
4. Why Random Forest?
5. Random Forest and Decision Tree
6. Comparing Random Forest and Regression
7. Use case - Iris Flower Analysis
- - - - - - - -
About Simplilearn Machine Learning course:
A form of artificial intelligence, Machine Learning is revolutionizing the world of computing as well as all people’s digital interactions. Machine Learning powers such innovative automated technologies as recommendation engines, facial recognition, fraud protection and even self-driving cars.This Machine Learning course prepares engineers, data scientists and other professionals with knowledge and hands-on skills required for certification and job competency in Machine Learning.
- - - - - - -
Why learn Machine Learning?
Machine Learning is taking over the world- and with that, there is a growing need among companies for professionals to know the ins and outs of Machine Learning
The Machine Learning market size is expected to grow from USD 1.03 Billion in 2016 to USD 8.81 Billion by 2022, at a Compound Annual Growth Rate (CAGR) of 44.1% during the forecast period.
- - - - - -
What skills will you learn from this Machine Learning course?
By the end of this Machine Learning course, you will be able to:
1. Master the concepts of supervised, unsupervised and reinforcement learning concepts and modeling.
2. Gain practical mastery over principles, algorithms, and applications of Machine Learning through a hands-on approach which includes working on 28 projects and one capstone project.
3. Acquire thorough knowledge of the mathematical and heuristic aspects of Machine Learning.
4. Understand the concepts and operation of support vector machines, kernel SVM, naive Bayes, decision tree classifier, random forest classifier, logistic regression, K-nearest neighbors, K-means clustering and more.
5. Be able to model a wide variety of robust Machine Learning algorithms including deep learning, clustering, and recommendation systems
- - - - - - -
This presentation introduces the Boosting ensemble method for machine learning. It's objective is to compare Boosting to the Random Forest ensemble method, explain the difference between AdaBoost and Gradient Boosting and annotate the pseudo-code for each algorithm for classification and regression, respectively. Kirkwood gave this instructional demonstration while applying to be a Data Scientist in Residence at Galvanize, Boulder.
In machine learning, support vector machines (SVMs, also support vector networks[1]) are supervised learning models with associated learning algorithms that analyze data and recognize patterns, used for classification and regression analysis. The basic SVM takes a set of input data and predicts, for each given input, which of two possible classes forms the output, making it a non-probabilistic binary linear classifier.
Decision tree is a type of supervised learning algorithm (having a pre-defined target variable) that is mostly used in classification problems. It is a tree in which each branch node represents a choice between a number of alternatives, and each leaf node represents a decision.
What is an "ensemble learner"? How can we combine different base learners into an ensemble in order to improve the overall classification performance? In this lecture, we are providing some answers to these questions.
A brief presentation given on the basics of Ensemble Methods. Given as a 'Lightning Talk' during the 7th Cohort of General Assembly's Data Science Immersive Course
Our fall 12-Week Data Science bootcamp starts on Sept 21st,2015. Apply now to get a spot!
If you are hiring Data Scientists, call us at (1)888-752-7585 or reach info@nycdatascience.com to share your openings and set up interviews with our excellent students.
---------------------------------------------------------------
Come join our meet-up and learn how easily you can use R for advanced Machine learning. In this meet-up, we will demonstrate how to understand and use Xgboost for Kaggle competition. Tong is in Canada and will do remote session with us through google hangout.
---------------------------------------------------------------
Speaker Bio:
Tong is a data scientist in Supstat Inc and also a master students of Data Mining. He has been an active R programmer and developer for 5 years. He is the author of the R package of XGBoost, one of the most popular and contest-winning tools on kaggle.com nowadays.
Pre-requisite(if any): R /Calculus
Preparation: A laptop with R installed. Windows users might need to have RTools installed as well.
Agenda:
Introduction of Xgboost
Real World Application
Model Specification
Parameter Introduction
Advanced Features
Kaggle Winning Solution
Event arrangement:
6:45pm Doors open. Come early to network, grab a beer and settle in.
7:00-9:00pm XgBoost Demo
Reference:
https://github.com/dmlc/xgboost
Abstract: This PDSG workshop introduces basic concepts of splitting a dataset for training a model in machine learning. Concepts covered are training, test and validation data, serial and random splitting, data imbalance and k-fold cross validation.
Level: Fundamental
Requirements: No prior programming or statistics knowledge required.
Random Forest Algorithm - Random Forest Explained | Random Forest In Machine ...Simplilearn
This Random Forest Algorithm Presentation will explain how Random Forest algorithm works in Machine Learning. By the end of this video, you will be able to understand what is Machine Learning, what is classification problem, applications of Random Forest, why we need Random Forest, how it works with simple examples and how to implement Random Forest algorithm in Python.
Below are the topics covered in this Machine Learning Presentation:
1. What is Machine Learning?
2. Applications of Random Forest
3. What is Classification?
4. Why Random Forest?
5. Random Forest and Decision Tree
6. Comparing Random Forest and Regression
7. Use case - Iris Flower Analysis
- - - - - - - -
About Simplilearn Machine Learning course:
A form of artificial intelligence, Machine Learning is revolutionizing the world of computing as well as all people’s digital interactions. Machine Learning powers such innovative automated technologies as recommendation engines, facial recognition, fraud protection and even self-driving cars.This Machine Learning course prepares engineers, data scientists and other professionals with knowledge and hands-on skills required for certification and job competency in Machine Learning.
- - - - - - -
Why learn Machine Learning?
Machine Learning is taking over the world- and with that, there is a growing need among companies for professionals to know the ins and outs of Machine Learning
The Machine Learning market size is expected to grow from USD 1.03 Billion in 2016 to USD 8.81 Billion by 2022, at a Compound Annual Growth Rate (CAGR) of 44.1% during the forecast period.
- - - - - -
What skills will you learn from this Machine Learning course?
By the end of this Machine Learning course, you will be able to:
1. Master the concepts of supervised, unsupervised and reinforcement learning concepts and modeling.
2. Gain practical mastery over principles, algorithms, and applications of Machine Learning through a hands-on approach which includes working on 28 projects and one capstone project.
3. Acquire thorough knowledge of the mathematical and heuristic aspects of Machine Learning.
4. Understand the concepts and operation of support vector machines, kernel SVM, naive Bayes, decision tree classifier, random forest classifier, logistic regression, K-nearest neighbors, K-means clustering and more.
5. Be able to model a wide variety of robust Machine Learning algorithms including deep learning, clustering, and recommendation systems
- - - - - - -
This presentation introduces the Boosting ensemble method for machine learning. It's objective is to compare Boosting to the Random Forest ensemble method, explain the difference between AdaBoost and Gradient Boosting and annotate the pseudo-code for each algorithm for classification and regression, respectively. Kirkwood gave this instructional demonstration while applying to be a Data Scientist in Residence at Galvanize, Boulder.
In machine learning, support vector machines (SVMs, also support vector networks[1]) are supervised learning models with associated learning algorithms that analyze data and recognize patterns, used for classification and regression analysis. The basic SVM takes a set of input data and predicts, for each given input, which of two possible classes forms the output, making it a non-probabilistic binary linear classifier.
ensemble methods use multiple learning algorithms to obtain better predictive performance than could be obtained from any of the constituent learning algorithms alone.
An ensemble is itself a supervised learning algorithm, because it can be trained and then used to make predictions. The trained ensemble, therefore, represents a single hypothesis. This hypothesis, however, is not necessarily contained within the hypothesis space of the models from which it is built.
Machine Learning Interview Questions and AnswersSatyam Jaiswal
Practice Best Machine Learning Interview Questions and Answers for the best preparation of the machine learning interview. these questions are very popular and asked various times in machine learning interview.
Supervised learning is a machine learning approach that's defined by its use of labeled datasets. These datasets are designed to train or “supervise” algorithms into classifying data or predicting outcomes accurately.
Data Science - Part V - Decision Trees & Random Forests Derek Kane
This lecture provides an overview of decision tree machine learning algorithms and random forest ensemble techniques. The practical example includes diagnosing Type II diabetes and evaluating customer churn in the telecommunication industry.
Implementation of Naive Bayesian Classifier and Ada-Boost Algorithm Using Mai...ijistjournal
Machine learning [1] is concerned with the design and development of algorithms that allow computers to evolve intelligent behaviors based on empirical data. Weak learner is a learning algorithm with accuracy less than 50%. Adaptive Boosting (Ada-Boost) is a machine learning algorithm may be used to increase accuracy for any weak learning algorithm. This can be achieved by running it on a given weak learner several times, slightly alters data and combines the hypotheses. In this paper, Ada-Boost algorithm is used to increase the accuracy of the weak learner Naïve-Bayesian classifier. The Ada-Boost algorithm iteratively works on the Naïve-Bayesian classifier with normalized weights and it classifies the given input into different classes with some attributes. Maize Expert System is developed to identify the diseases of Maize crop using Ada-Boost algorithm logic as inference mechanism. A separate user interface for the Maize expert system consisting of three different interfaces namely, End-user/farmer, Expert and Admin are presented here. End-user/farmer module may be used for identifying the diseases for the symptoms entered by the farmer. Expert module may be used for adding rules and questions to data set by a domain expert. Admin module may be used for maintenance of the system.
In a world of data explosion, the rate of data generation and consumption is on the increasing side,
there comes the buzzword - Big Data.
Big Data is the concept of fast-moving, large-volume data in varying dimensions (sources) and
highly unpredicted sources.
The 4Vs of Big Data
● Volume - Scale of Data
● Velocity - Analysis of Streaming Data
● Variety - Different forms of Data
● Veracity - Uncertainty of Data
With increasing data availability, the new trend in the industry demands not just data collection but making an ample sense of acquired data - thereby, the concept of Data Analytics.
Taking it a step further to further make futuristic prediction and realistic inferences - the concept
of Machine Learning.
A blend of both gives a robust analysis of data for the past, now and the future.
There is a thin line between data analytics and Machine learning which becomes very obvious
when you dig deep.
Implementation of Naive Bayesian Classifier and Ada-Boost Algorithm Using Mai...ijistjournal
Machine learning [1] is concerned with the design and development of algorithms that allow computers to evolve intelligent behaviors based on empirical data. Weak learner is a learning algorithm with accuracy less than 50%. Adaptive Boosting (Ada-Boost) is a machine learning algorithm may be used to increase accuracy for any weak learning algorithm. This can be achieved by running it on a given weak learner several times, slightly alters data and combines the hypotheses. In this paper, Ada-Boost algorithm is used to increase the accuracy of the weak learner Naïve-Bayesian classifier. The Ada-Boost algorithm iteratively works on the Naïve-Bayesian classifier with normalized weights and it classifies the given input into different classes with some attributes. Maize Expert System is developed to identify the diseases of Maize crop using Ada-Boost algorithm logic as inference mechanism. A separate user interface for the Maize expert system consisting of three different interfaces namely, End-user/farmer, Expert and Admin are presented here. End-user/farmer module may be used for identifying the diseases for the symptoms entered by the farmer. Expert module may be used for adding rules and questions to data set by a domain expert. Admin module may be used for maintenance of the system.
Adjusting primitives for graph : SHORT REPORT / NOTESSubhajit Sahu
Graph algorithms, like PageRank Compressed Sparse Row (CSR) is an adjacency-list based graph representation that is
Multiply with different modes (map)
1. Performance of sequential execution based vs OpenMP based vector multiply.
2. Comparing various launch configs for CUDA based vector multiply.
Sum with different storage types (reduce)
1. Performance of vector element sum using float vs bfloat16 as the storage type.
Sum with different modes (reduce)
1. Performance of sequential execution based vs OpenMP based vector element sum.
2. Performance of memcpy vs in-place based CUDA based vector element sum.
3. Comparing various launch configs for CUDA based vector element sum (memcpy).
4. Comparing various launch configs for CUDA based vector element sum (in-place).
Sum with in-place strategies of CUDA mode (reduce)
1. Comparing various launch configs for CUDA based vector element sum (in-place).
Techniques to optimize the pagerank algorithm usually fall in two categories. One is to try reducing the work per iteration, and the other is to try reducing the number of iterations. These goals are often at odds with one another. Skipping computation on vertices which have already converged has the potential to save iteration time. Skipping in-identical vertices, with the same in-links, helps reduce duplicate computations and thus could help reduce iteration time. Road networks often have chains which can be short-circuited before pagerank computation to improve performance. Final ranks of chain nodes can be easily calculated. This could reduce both the iteration time, and the number of iterations. If a graph has no dangling nodes, pagerank of each strongly connected component can be computed in topological order. This could help reduce the iteration time, no. of iterations, and also enable multi-iteration concurrency in pagerank computation. The combination of all of the above methods is the STICD algorithm. [sticd] For dynamic graphs, unchanged components whose ranks are unaffected can be skipped altogether.
As Europe's leading economic powerhouse and the fourth-largest hashtag#economy globally, Germany stands at the forefront of innovation and industrial might. Renowned for its precision engineering and high-tech sectors, Germany's economic structure is heavily supported by a robust service industry, accounting for approximately 68% of its GDP. This economic clout and strategic geopolitical stance position Germany as a focal point in the global cyber threat landscape.
In the face of escalating global tensions, particularly those emanating from geopolitical disputes with nations like hashtag#Russia and hashtag#China, hashtag#Germany has witnessed a significant uptick in targeted cyber operations. Our analysis indicates a marked increase in hashtag#cyberattack sophistication aimed at critical infrastructure and key industrial sectors. These attacks range from ransomware campaigns to hashtag#AdvancedPersistentThreats (hashtag#APTs), threatening national security and business integrity.
🔑 Key findings include:
🔍 Increased frequency and complexity of cyber threats.
🔍 Escalation of state-sponsored and criminally motivated cyber operations.
🔍 Active dark web exchanges of malicious tools and tactics.
Our comprehensive report delves into these challenges, using a blend of open-source and proprietary data collection techniques. By monitoring activity on critical networks and analyzing attack patterns, our team provides a detailed overview of the threats facing German entities.
This report aims to equip stakeholders across public and private sectors with the knowledge to enhance their defensive strategies, reduce exposure to cyber risks, and reinforce Germany's resilience against cyber threats.
Levelwise PageRank with Loop-Based Dead End Handling Strategy : SHORT REPORT ...Subhajit Sahu
Abstract — Levelwise PageRank is an alternative method of PageRank computation which decomposes the input graph into a directed acyclic block-graph of strongly connected components, and processes them in topological order, one level at a time. This enables calculation for ranks in a distributed fashion without per-iteration communication, unlike the standard method where all vertices are processed in each iteration. It however comes with a precondition of the absence of dead ends in the input graph. Here, the native non-distributed performance of Levelwise PageRank was compared against Monolithic PageRank on a CPU as well as a GPU. To ensure a fair comparison, Monolithic PageRank was also performed on a graph where vertices were split by components. Results indicate that Levelwise PageRank is about as fast as Monolithic PageRank on the CPU, but quite a bit slower on the GPU. Slowdown on the GPU is likely caused by a large submission of small workloads, and expected to be non-issue when the computation is performed on massive graphs.
Show drafts
volume_up
Empowering the Data Analytics Ecosystem: A Laser Focus on Value
The data analytics ecosystem thrives when every component functions at its peak, unlocking the true potential of data. Here's a laser focus on key areas for an empowered ecosystem:
1. Democratize Access, Not Data:
Granular Access Controls: Provide users with self-service tools tailored to their specific needs, preventing data overload and misuse.
Data Catalogs: Implement robust data catalogs for easy discovery and understanding of available data sources.
2. Foster Collaboration with Clear Roles:
Data Mesh Architecture: Break down data silos by creating a distributed data ownership model with clear ownership and responsibilities.
Collaborative Workspaces: Utilize interactive platforms where data scientists, analysts, and domain experts can work seamlessly together.
3. Leverage Advanced Analytics Strategically:
AI-powered Automation: Automate repetitive tasks like data cleaning and feature engineering, freeing up data talent for higher-level analysis.
Right-Tool Selection: Strategically choose the most effective advanced analytics techniques (e.g., AI, ML) based on specific business problems.
4. Prioritize Data Quality with Automation:
Automated Data Validation: Implement automated data quality checks to identify and rectify errors at the source, minimizing downstream issues.
Data Lineage Tracking: Track the flow of data throughout the ecosystem, ensuring transparency and facilitating root cause analysis for errors.
5. Cultivate a Data-Driven Mindset:
Metrics-Driven Performance Management: Align KPIs and performance metrics with data-driven insights to ensure actionable decision making.
Data Storytelling Workshops: Equip stakeholders with the skills to translate complex data findings into compelling narratives that drive action.
Benefits of a Precise Ecosystem:
Sharpened Focus: Precise access and clear roles ensure everyone works with the most relevant data, maximizing efficiency.
Actionable Insights: Strategic analytics and automated quality checks lead to more reliable and actionable data insights.
Continuous Improvement: Data-driven performance management fosters a culture of learning and continuous improvement.
Sustainable Growth: Empowered by data, organizations can make informed decisions to drive sustainable growth and innovation.
By focusing on these precise actions, organizations can create an empowered data analytics ecosystem that delivers real value by driving data-driven decisions and maximizing the return on their data investment.
2. Data Mining
Data Mining : It is a process of extracting patterns from data. They should be:
Valid: holding on to new data with some certainity
Novel: being non-obvious to the system.
Useful: should be possible to act on the item
Understandable: Humans should be able to interpret the pattern.
Also known as Knowledge Discovery in Databases (KDD).
3. Data Mining might mean:
Statistics Visualizatiom
Artificial
Intelligence
Database
Technology
Machine Learning Neural Networks
Information
Retreival
Knowledge-based
systems
Knowledge
acquisition
Pattern
Recognition
High performance
computing
And so on….
4. What's needed?
Suitable data Computing power Data mining software
Someone who knows both
the nature of data and the
software tools.
Reason, theory or hunch
5. Typical
applications of
Data Mining
and KDD
Data Mining and KDD have
widespread applications.
Some examples include: Marketing
Healthcare Financial services And so on….
6. Some basic techniques
Predictive model: It basically describes what will happen in the future,rather predicts by
analyzing the given current data. It uses statistical analysis, machine learning algorithms and
other forecast techniques to predict what might happen in the future.It is not accurate as it is
essentially just a prediction into the future using the data and the given stastistical/Machine
Learning techniques. Eg- Performance Analysis.
Descriptive model: It basically gives a vision into the past and tells what exactly happened in
the past. It involves Data Aggregation and Data Mining.It is accurate as it describes exactly
what happened in the past. Eg- Sentiment Analysis.
Prescriptive model: This is realtively new field in Data Science.It is a step above predictive
and descriptive model. It basically provides a viable solution to the problem in hand and the
impact of considering a solution on future trend.It is still an evolving technique. Eg- Google
self driving car.
7. Some basic techniques
Predictive
Regression
Classification
Collaborative Filtering
Descriptive
Clustering
Association rules and variants
Deviation detection
8. Key data mining tasks
Classification: mapping
data into predefined
groups or classes.
Regression: mapping data
item to a real valued
prediction variable.
Clustering: Grouping
similar data together into
clusters.
9. Key learning tasks in Machine Learning
Supervised learning: A set of well-labled
data is given with defined inputs and
outputs variables (training data ) and the
algorithms learn to predict the output
from the input data.
Unsupervised learning: Data given is not
labelled ie. only input variables are given
with no corresponding output variables.
The algorithms find patterns and draw
inferences from the given data. This is
"pure Data Mining".
Semi-supervised: Some data is labeled
but most of it is unlabeled and a mixture
of supervised and unsupervised
techniques can be used.
10. Some basic Data Mining Methods
Decision Trees Neural Networks
Cluster/Nearest
Neighbour
Genetic
Algorithms/Evolutionary
Computing
Bayesien Networks Statistics Hybrids
11. Gradient
boosted trees
We are interested in Gradient boosted trees.
We would use Rapidminer (possibly Python?)
12. Gradient boosted trees
Decision Trees
We will discuss a bit about decision trees first.
A decision tree is a tree where each node represents a feature(attribute), each
link(branch) represents a decision(rule) and each leaf represents an
outcome(categorical or continues value).
A decision tree takes a set of input features and splits input data recursively based
on those features.
The processes are repeated until some stop condition is met. Ex- Depth of tree, no
more information gain possible etc.
13. Gradient boosted trees
Decision Trees have been there for a long time and have also known to suffer from
bias and variance.
We have a large bias with simple trees and large variance with complex trees.
Ensemble methods combine several decision trees to produce better predictive
performance rather than utilizing a single decision tree.
The main principle behind the ensemble model is that a group of weak learners
come together to form a strong learner.
A few ensemble methods : Bagging, Boosting
We will see each of them.
14. Gradient boosted trees
Bagging
It's used when our goal is to reduce the variance of the decision tree.
Here the idea is to take a súbset of data from training sample chosen randomly
with replacement.
Now, each collection of subset data is used to train their decision trees.
Thus we end up with ensemble of different models and their average is much more
robust than a single decision tree,which is much more robust in Predictive
Analysis.
Random Forest is an extension of Bagging.
15. Gradient boosted trees
Random Forest
It is basically a collection or ensemble of model of numerous decision trees. A collection of
trees is generally called forest.
It is also a bagging technique with a key difference, it takes a subset of features at each split
, and prune the trees with a stopping criteria for node splits.
The tree is grown to the largest.
The above steps are repeated and the prediction is given based on the aggregation of
predictions from n number of trees.
Used for both classification and regression.
It handles higher dimensionality data and missing values well and maintains accuracy, but
doesnt give precise values for the regression model as the final prediction is based on the
mean predictions from subset trees.
16. Gradient boosted trees
Boosting
Boosting refers to a family of learners which convert weak learners to strong learners.
It learns sequentially from the errors from a prior random sample(in our case, a tree).
The weak learners are trained sequentially each trying to correct its predecessor.
The early learners fit simple models to the data and then analyze the data for errors.
All the weak learners with their higher accuracy of error (only slighty less than
guessing,0.5) are combined in some way to get a strong classifier,with a higher accuracy.
When an input is misclassified by a hypothesis, its weight is increased so that next
hypothesis is more likely to classify it correctly.
By combining the whole set at the end, the weak learners are converted into better
performing model.
17. Gradient boosted trees
Types of boosting AdaBoost: short for
Adaptive boosting.
Start from a weak
classifier and learn to
linearly combine them so
that the error is reduced.
The result is strong
classifier built by
boosting of weak
classifiers.
We train an algorithm,
say Decision tree on a
model, whose all features
have been given equal
weights.
A model is built on a
subset of data and
predictions are made on
the whole dataset,and
errors are calculated by
the predictions and
actual values.
18. Gradient boosted trees
Adaboost
While creating the next model, higher weights are given to the data points which were
predicted incorrectly ie. misclassified.
Weights can be determined using the error value, ie. Higher the error, more is the weight
associated to the observation.
This process is repeated until the error function does not change, or the maximum limit of
the estimators is reached.
Its used for both classfication and regression problem,mostly decision stamps are used with
Adaboost, but any machine learning algorithm, if it accepts weight on training data set can
be used a base learner.
One of the applications of Adaboost is face recognition systems.
19. Gradient boosted trees
Types of Boosting
Gradient Boosting
We will cover this in detail now.
There are other implementations of Gradient boosting like XGBoost and Light
GB.
20. Gradient boosted trees
Gradient Boost
It’s also a machine learning technique which produces which produces a
prediction model in the form of an ensemble of weak prediction models, typically
decision trees.
Thus, they may be referred as Gradient boosted trees.
Like other boosting methods, it builds a model in a sequential or stage-wise
fashion.
21. Gradient boosted trees
We shall now see some maths behind it.
The objective of any supervised learning algorithm is to define a loss function and minimize it.
We have mean square error defined as:
We want our loss function(MSE) in our predictions be minimum using gradient descent and updating our
predictions based on a learning rate.
22. Gradient boosted trees
We will see what is learning rate.
Learning rates are the hypermeters which controls how much we are adjusting the weights of our network with
respect to the loss gradient. The learning rate affects how quickly our model can converge to a local minima (aka.
arrive at the best accuracy).
The relationship is given by the formula: new_weight = existing_weight — learning_rate * gradient
In gradient boosted trees, we use the following learning rate:
We basically update the predictions such that the sum of our residuals is close to zero(or minimum) and the
predicted values are sufficiently close to the actual values.
Learning rates are so tuned so as to prevent the overfitting which the gradient boosted trees are prone to.
23. Gradient boosted trees
In Gradient boosted trees, models are sequentially trained, and each model minimizes the
loss function (y = ax + b + e, e needs special attention as it is an error term) of the whole
system using Gradient descent method, as explained earlier.
The learning procedure consecutively fits new models to provide a more accurate estimate
of response variable.
The principle idea behind this algorithm is to create new base learners, which can be
maximally corelated with negative gradient of the loss function, associated with the whole
ensemble.
Pros of Gradient boosted trees: Fast, easy to tune, not sensitive to scale (features can be a
mix of continuous and categorical data), good performance, lots of software available(well
supported and tested)
Cons: Sensitive to overfitting and noise (should always cross validate)