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2018/19 - 1
Carlos J. Costa (ISEG)
MACHINE LEARNING
(2019/2020)
Carlos J. Costa
2019/20 - 2
Carlos J. Costa (ISEG)
Machine Learning
• It is as a subset of artificial intelligence.
• It is the scientific study of algorithms that
computer systems use to perform a
specific task without using explicit
instructions
• Study and construction of algorithms that
can learn from and make predictions on
data
2019/20 - 3
Carlos J. Costa (ISEG)
Machine Learning
2019/20 - 4
Carlos J. Costa (ISEG)
Analogizers
 Analogizers are interested in mapping to
new situations.
 They are influenced by psychology.
 Analogizers use
 k-nearest neighbor, and
 support vector machines
2019/20 - 5
Carlos J. Costa (ISEG)
Bayesians
 Bayesians use probabilistic inference.
 They are influenced by statistics.
 Bayesians use
 Hidden Markov Models,
 graphical models, and
 causal inference.
2019/20 - 6
Carlos J. Costa (ISEG)
Connectionists
 Connectionists use neural networks.
 They are influenced by neuroscience.
 Connectionists rely on
 deep learning technologies, including CNN
(Convolutional Neural Networks),
RNN(Recurrent Neural Networks), and
 deep reinforcement learning
2019/20 - 7
Carlos J. Costa (ISEG)
Evolutionaries
 Evolutionaries are interested in evolving
structure.
 They are influenced by biology.
 Evolutionaries use
 genetic algorithms,
 evolutionary programming, and
 evolutionary game theory.
2019/20 - 8
Carlos J. Costa (ISEG)
Symbolists
 Symbolists use formal systems.
 They are influenced by computer science,
linguistics, and analytic philosophy.
 Symbolists use
 decision trees,
 production rule systems, and
 inductive logic programming
2019/20 - 9
Carlos J. Costa (ISEG)
Machine Learning
2019/20 - 10
Carlos J. Costa (ISEG)
Machine Learning
2019/20 - 11
Carlos J. Costa (ISEG)
Machine Learning
 Supervised learning
 It is the machine learning task of learning a
function that maps an input to an output based
on example input-output pairs (Hinton & Sejnowski,1999)
 Classification
 Regression
2019/20 - 12
Carlos J. Costa (ISEG)
Machine Learning
 Unsupervised learning
 The goal of unsupervised learning is to extract an
efficient internal representation of the statistical
structure implicit in the inputs. (Hinton &
Sejnowski,1999)
 Clustering
 Dimensional Reduction
2019/20 - 13
Carlos J. Costa (ISEG)
Machine Learning
 Reinforcement Learning (RL)
 There are 3 main components:
 Agent,
 Environment
 Actions (performed by the agent)
 The purpose of RL is to train an intelligent agent that is capable of
navigating its environment and performing actions that arrives at the end
goal.
 Actions changes the state of the environment and the agent receives
rewards or punishments
 The challenge of the agent is to maximize the amount of rewards at the
end of a specific period
2019/20 - 14
Carlos J. Costa (ISEG)
Machine Learning
 Train- Validate-Test
 Step 1: Making the model examine data.
 Step 2: Making the model learn from its
mistakes.
 Step 3: Making a conclusion on how well
the model performs
2019/20 - 15
Carlos J. Costa (ISEG)
Machine Learning
 Data Processing and Machine Learning
 Libraries: Numpy, Pandas, statsmodels,
sklearn, networkx
 Tools: IDE – Jupiter
IDE: Integrated
Development
Environment
2018/19 - 16
Carlos J. Costa (ISEG)
REGRESSIONS
Carlos J. Costa
2019/20 - 17
Carlos J. Costa (ISEG)
Regression
 Is a set of statistical processes for
estimating the relationships among
variables.
 Dependent variable,outcome variable,
target
 Independent variables, predictor,
covariates, or features
2019/20 - 18
Carlos J. Costa (ISEG)
Regression
 simple regression/multivariate regression
2019/20 - 19
Carlos J. Costa (ISEG)
Regression
 .Linear/non linear
2019/20 - 20
Carlos J. Costa (ISEG)
Regression
2018/19 - 21
Carlos J. Costa (ISEG)
CLASSIFICATION
Carlos J. Costa
2019/20 - 22
Carlos J. Costa (ISEG)
Classification
 Supervised learning approach
 Categorizing some unknown items into discrete
set of categories or “classes”
 The target attribute is a categorical variable
 To solve a classification problem
 identify the target or class, which is the variable to predict.
 the target balancing is mandatory
 choose the best training strategy to train classification models.
2019/20 - 23
Carlos J. Costa (ISEG)
Classification
 Churn (not churn rate) depends from several
characteristics of the client, product and
communication.
2019/20 - 24
Carlos J. Costa (ISEG)
Classification
 What is the best drug according to specific
characteristics of the patient
2019/20 - 25
Carlos J. Costa (ISEG)
Classification
Classification algorithms in machine learning:
 Decision Trees
 Naive Bayes
 Linear Discriminate Analysis
 K -Near Neighbor (KNN)
 Logistic Regression
 Neural Networks
 Support Vector Machines (SVM)
2019/20 - 26
Carlos J. Costa (ISEG)
Logistics Regression
• A regression that having binary dependent
variable
• in its basic form, uses a logistic function to
model a binary dependent variable
2019/20 - 27
Carlos J. Costa (ISEG)
Random Forest
• are an ensemble learning method for
classification, regression and other tasks
• operates by constructing a multitude of decision
trees at training time
• outputting the class that is the mode of the
classes (classification) or mean prediction
(regression) of the individual trees.
2018/19 - 28
Carlos J. Costa (ISEG)
CLUSTERS ANALYSIS
Carlos J. Costa
2019/20 - 29
Carlos J. Costa (ISEG)
Cluster Analysis
• is a multivariate method
• aims to classify a sample of subjects (or
objects) into several different groups such that
similar subjects are placed in the same group
• based on a set of measured variables
2019/20 - 30
Carlos J. Costa (ISEG)
K-means Clustering
 1.Select K (i.e. 2) random points as cluster centres
called centroids
 3. Determine the new cluster centre by computing the
average of the assigned points
 2. Assign each data point to the closest
cluster by calculating its distance with
respect to each centroid
 4. Repeat steps 2 and 3 until none of the
cluster assignments change
2019/20 - 31
Carlos J. Costa (ISEG)
WCSS
 Within-Cluster-Sum-of-Squares (WCSS)- Implicit objective function in k-
Means measures sum of distances of observations from their cluster
centroids.
Yi is centroid for observation Xi.
 Given that k-Means has no in-built preference for right number of clusters,
following are some of the common ways k can be selected:
 Domain Knowledge
 Rule of Thumb
 Elbow-Method using WCSS
 Cluster Quality using Silhouette Coefficient
2019/20 - 32
Carlos J. Costa (ISEG)
References
 Albon, Ch. (2018) Machine Learning with Python Cookbook. O’Reilly
 Domingos, P. (2015) The Master Algorithm, Penguin Books
 Hinton, J.; Sejnowski, T.(1999). Unsupervised Learning: Foundations of
Neural Computation. MIT Press
 Morgan; P. (2019) Data Science from Scratch with Python, AI Science
 Murphy, K. P. (2012). Machine Learning: A Probabilistic Perspective (1
edition). Cambridge, MA: The MIT Press.
 Otte, E.; Rousseau, R. (2002). "Social network analysis: a powerful strategy,
also for the information sciences". Journal of Information Science. 28 (6):
441–453. doi:10.1177/016555150202800601.
 Stuart J. R., Norvig, P. (2010) Artificial Intelligence: A Modern Approach,
Third Edition, Prentice Hall ISBN 9780136042594.

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Machine Learning

  • 1. 2018/19 - 1 Carlos J. Costa (ISEG) MACHINE LEARNING (2019/2020) Carlos J. Costa
  • 2. 2019/20 - 2 Carlos J. Costa (ISEG) Machine Learning • It is as a subset of artificial intelligence. • It is the scientific study of algorithms that computer systems use to perform a specific task without using explicit instructions • Study and construction of algorithms that can learn from and make predictions on data
  • 3. 2019/20 - 3 Carlos J. Costa (ISEG) Machine Learning
  • 4. 2019/20 - 4 Carlos J. Costa (ISEG) Analogizers  Analogizers are interested in mapping to new situations.  They are influenced by psychology.  Analogizers use  k-nearest neighbor, and  support vector machines
  • 5. 2019/20 - 5 Carlos J. Costa (ISEG) Bayesians  Bayesians use probabilistic inference.  They are influenced by statistics.  Bayesians use  Hidden Markov Models,  graphical models, and  causal inference.
  • 6. 2019/20 - 6 Carlos J. Costa (ISEG) Connectionists  Connectionists use neural networks.  They are influenced by neuroscience.  Connectionists rely on  deep learning technologies, including CNN (Convolutional Neural Networks), RNN(Recurrent Neural Networks), and  deep reinforcement learning
  • 7. 2019/20 - 7 Carlos J. Costa (ISEG) Evolutionaries  Evolutionaries are interested in evolving structure.  They are influenced by biology.  Evolutionaries use  genetic algorithms,  evolutionary programming, and  evolutionary game theory.
  • 8. 2019/20 - 8 Carlos J. Costa (ISEG) Symbolists  Symbolists use formal systems.  They are influenced by computer science, linguistics, and analytic philosophy.  Symbolists use  decision trees,  production rule systems, and  inductive logic programming
  • 9. 2019/20 - 9 Carlos J. Costa (ISEG) Machine Learning
  • 10. 2019/20 - 10 Carlos J. Costa (ISEG) Machine Learning
  • 11. 2019/20 - 11 Carlos J. Costa (ISEG) Machine Learning  Supervised learning  It is the machine learning task of learning a function that maps an input to an output based on example input-output pairs (Hinton & Sejnowski,1999)  Classification  Regression
  • 12. 2019/20 - 12 Carlos J. Costa (ISEG) Machine Learning  Unsupervised learning  The goal of unsupervised learning is to extract an efficient internal representation of the statistical structure implicit in the inputs. (Hinton & Sejnowski,1999)  Clustering  Dimensional Reduction
  • 13. 2019/20 - 13 Carlos J. Costa (ISEG) Machine Learning  Reinforcement Learning (RL)  There are 3 main components:  Agent,  Environment  Actions (performed by the agent)  The purpose of RL is to train an intelligent agent that is capable of navigating its environment and performing actions that arrives at the end goal.  Actions changes the state of the environment and the agent receives rewards or punishments  The challenge of the agent is to maximize the amount of rewards at the end of a specific period
  • 14. 2019/20 - 14 Carlos J. Costa (ISEG) Machine Learning  Train- Validate-Test  Step 1: Making the model examine data.  Step 2: Making the model learn from its mistakes.  Step 3: Making a conclusion on how well the model performs
  • 15. 2019/20 - 15 Carlos J. Costa (ISEG) Machine Learning  Data Processing and Machine Learning  Libraries: Numpy, Pandas, statsmodels, sklearn, networkx  Tools: IDE – Jupiter IDE: Integrated Development Environment
  • 16. 2018/19 - 16 Carlos J. Costa (ISEG) REGRESSIONS Carlos J. Costa
  • 17. 2019/20 - 17 Carlos J. Costa (ISEG) Regression  Is a set of statistical processes for estimating the relationships among variables.  Dependent variable,outcome variable, target  Independent variables, predictor, covariates, or features
  • 18. 2019/20 - 18 Carlos J. Costa (ISEG) Regression  simple regression/multivariate regression
  • 19. 2019/20 - 19 Carlos J. Costa (ISEG) Regression  .Linear/non linear
  • 20. 2019/20 - 20 Carlos J. Costa (ISEG) Regression
  • 21. 2018/19 - 21 Carlos J. Costa (ISEG) CLASSIFICATION Carlos J. Costa
  • 22. 2019/20 - 22 Carlos J. Costa (ISEG) Classification  Supervised learning approach  Categorizing some unknown items into discrete set of categories or “classes”  The target attribute is a categorical variable  To solve a classification problem  identify the target or class, which is the variable to predict.  the target balancing is mandatory  choose the best training strategy to train classification models.
  • 23. 2019/20 - 23 Carlos J. Costa (ISEG) Classification  Churn (not churn rate) depends from several characteristics of the client, product and communication.
  • 24. 2019/20 - 24 Carlos J. Costa (ISEG) Classification  What is the best drug according to specific characteristics of the patient
  • 25. 2019/20 - 25 Carlos J. Costa (ISEG) Classification Classification algorithms in machine learning:  Decision Trees  Naive Bayes  Linear Discriminate Analysis  K -Near Neighbor (KNN)  Logistic Regression  Neural Networks  Support Vector Machines (SVM)
  • 26. 2019/20 - 26 Carlos J. Costa (ISEG) Logistics Regression • A regression that having binary dependent variable • in its basic form, uses a logistic function to model a binary dependent variable
  • 27. 2019/20 - 27 Carlos J. Costa (ISEG) Random Forest • are an ensemble learning method for classification, regression and other tasks • operates by constructing a multitude of decision trees at training time • outputting the class that is the mode of the classes (classification) or mean prediction (regression) of the individual trees.
  • 28. 2018/19 - 28 Carlos J. Costa (ISEG) CLUSTERS ANALYSIS Carlos J. Costa
  • 29. 2019/20 - 29 Carlos J. Costa (ISEG) Cluster Analysis • is a multivariate method • aims to classify a sample of subjects (or objects) into several different groups such that similar subjects are placed in the same group • based on a set of measured variables
  • 30. 2019/20 - 30 Carlos J. Costa (ISEG) K-means Clustering  1.Select K (i.e. 2) random points as cluster centres called centroids  3. Determine the new cluster centre by computing the average of the assigned points  2. Assign each data point to the closest cluster by calculating its distance with respect to each centroid  4. Repeat steps 2 and 3 until none of the cluster assignments change
  • 31. 2019/20 - 31 Carlos J. Costa (ISEG) WCSS  Within-Cluster-Sum-of-Squares (WCSS)- Implicit objective function in k- Means measures sum of distances of observations from their cluster centroids. Yi is centroid for observation Xi.  Given that k-Means has no in-built preference for right number of clusters, following are some of the common ways k can be selected:  Domain Knowledge  Rule of Thumb  Elbow-Method using WCSS  Cluster Quality using Silhouette Coefficient
  • 32. 2019/20 - 32 Carlos J. Costa (ISEG) References  Albon, Ch. (2018) Machine Learning with Python Cookbook. O’Reilly  Domingos, P. (2015) The Master Algorithm, Penguin Books  Hinton, J.; Sejnowski, T.(1999). Unsupervised Learning: Foundations of Neural Computation. MIT Press  Morgan; P. (2019) Data Science from Scratch with Python, AI Science  Murphy, K. P. (2012). Machine Learning: A Probabilistic Perspective (1 edition). Cambridge, MA: The MIT Press.  Otte, E.; Rousseau, R. (2002). "Social network analysis: a powerful strategy, also for the information sciences". Journal of Information Science. 28 (6): 441–453. doi:10.1177/016555150202800601.  Stuart J. R., Norvig, P. (2010) Artificial Intelligence: A Modern Approach, Third Edition, Prentice Hall ISBN 9780136042594.