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What we got from Red Hat competition
By Umaporn Kerdsaeng
DSTO Knowledge Sharing : 10/27/2016
Topics:
1. Overview: Red Hat Competition
2. Introduction to Decision Tree
3. R package for Decision Tree (xgboost)
Overview: Red Hat Competition
Red Had Competition
What is ROC?
• ROC : receiver operating characteristic
• The ROC curve was first developed by electrical engineers and radar
engineers during World War II for detecting enemy objects in battlefields.
• ROC curve is a graphical plot that illustrates the performance of a binary
classifier system as its discrimination threshold is varied.
• The curve is created by plotting the true positive rate (TPR) against the false
positive rate (FPR) at various threshold settings.
https://en.wikipedia.org/wiki/Receiver_operating_characteristic
Sensitivity and Specificity
https://www.youtube.com/watch?v=Z5TtopYX1Gc
• True Positive (tp) – Detection
• False Positive (fp) – False alarm
• True Negative (tn)
• False Negative (fn)
• Sensitivity = Probability of Detection
• Specificity = Probability of True Negative
• 1-Specificity = Probability of False alarm
Actual outcome distribution
AUC = 0.991725
receiver operating characteristic (ROC)
https://www.youtube.com/watch?v=gYIlKUP2hk0
the ROC curve can be generated by
plotting the cumulative distribution
function of the detection probability
in the y-axis versus the cumulative
distribution function of the false-
alarm probability in x-axis.
ROC Curve
• https://www.youtube.com/watch?v=OAl6eAyP-yo
Bad Good
https://www.youtube.com/watch?v=DiFL-i_zsFg
Red Hat Data:
Introduction to Decision Tree
Introduction to Decision Tree:
https://www.youtube.com/watch?v=eKD5gxPPeY0
Introduction to Decision Tree:
https://www.youtube.com/watch?v=eKD5gxPPeY0
Introduction to Decision Tree:
https://www.youtube.com/watch?v=eKD5gxPPeY0
Introduction to Decision Tree:
https://www.youtube.com/watch?v=eKD5gxPPeY0
Introduction to Decision Tree:
https://www.youtube.com/watch?v=eKD5gxPPeY0
Introduction to Decision Tree:
https://www.youtube.com/watch?v=eKD5gxPPeY0
Introduction to Decision Tree:
https://www.youtube.com/watch?v=AmCV4g7_-QM
Introduction to Decision Tree:
https://www.youtube.com/watch?v=AmCV4g7_-QM
Introduction to Decision Tree:
https://www.youtube.com/watch?v=nodQ2s0CUbI
Introduction to Decision Tree:
https://www.youtube.com/watch?v=AmCV4g7_-QM
Count All 14 5 4 5
Count Yes 9 2 4 3
Count No 5 3 0 2
P+ 0.64 0.40 1 0.60
P- 0.36 0.60 0 0.40
(P+)(log(P+,2) -0.41 -0.53 0 -0.44
(P-)(log(P-,2) -0.53 -0.44 #NUM! -0.53
H(S) 0.94 0.97 0 0.97
weigth 0.36 0.29 0.36
0.94 0.35 0.00 0.35
Gain(S,wind) 0.25
Count All 14 8 6
Count Yes 9 6 3
Count No 5 2 3
P+ 0.64 0.75 0.50
P- 0.36 0.25 0.50
(P+)(log(P+,2) -0.41 -0.31 -0.50
(P-)(log(P-,2) -0.53 -0.50 -0.50
H(S) 0.94 0.81 1.00
weigth 0.57 0.43
0.94 0.46 0.43
Gain(S,wind) 0.0481
https://www.youtube.com/watch?v=Q4NVG1IHQOU
Introduction to Decision Tree:
A Visual Introduction to Machine Learning
http://www.r2d3.us/visual-intro-to-machine-learning-part-1/
R package for Decision Tree
(xgboost)
XGBoost: Extreme Gradient Boosting
• An optimized distributed gradient boosting library
• XGBoost only works with numeric vectors. you need to convert all
other forms of data into numeric vectors.
• XGBoost provides a convenient function to do cross (an important
method to measure the model’s prediction power).
• XGBoost can handle missing values in the data
XGBoost: Extreme Gradient Boosting
https://www.youtube.com/watch?v=ufHo8vbk6g4
http://blog.nycdatascience.com/faculty/kaggle-winning-solution-xgboost-algorithm-let-us-learn-from-its-author-3/
The minimum information we need to provide is
XGBoost: Extreme Gradient Boosting
• Step 1 Load all the libraries
• Step 2 Load the dataset
• Step 4 Tune and Run the model
• Step 3 Data Cleaning & Feature Engineering
• Step 5 Score the Test Population
https://www.analyticsvidhya.com/blog/2016/01/xgboost-algorithm-easy-steps/
จิปาถะ
• เรียนรู้เรื่องเดิมๆ ซ้ำๆ รอบหลังๆ จะเข้ำใจมำกขึ้น
• English Knowledge Source
• ไอเดียจะมำแบบไม่เป็นระเบียบ แต่เรำต้องจัดระเบียบควำมคิดและกำรทำงำน
• ลองผิดลองถูกและเรียนรู้ไปพร้อมๆ กัน ต้องลงมือทำ
• จดทุกอย่ำงที่ทำ (พำยเรือวนในอ่ำง)

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What we got from the Predicting Red Hat Business Value competition

  • 1. What we got from Red Hat competition By Umaporn Kerdsaeng DSTO Knowledge Sharing : 10/27/2016
  • 2. Topics: 1. Overview: Red Hat Competition 2. Introduction to Decision Tree 3. R package for Decision Tree (xgboost)
  • 3. Overview: Red Hat Competition
  • 5. What is ROC? • ROC : receiver operating characteristic • The ROC curve was first developed by electrical engineers and radar engineers during World War II for detecting enemy objects in battlefields. • ROC curve is a graphical plot that illustrates the performance of a binary classifier system as its discrimination threshold is varied. • The curve is created by plotting the true positive rate (TPR) against the false positive rate (FPR) at various threshold settings. https://en.wikipedia.org/wiki/Receiver_operating_characteristic
  • 6. Sensitivity and Specificity https://www.youtube.com/watch?v=Z5TtopYX1Gc • True Positive (tp) – Detection • False Positive (fp) – False alarm • True Negative (tn) • False Negative (fn) • Sensitivity = Probability of Detection • Specificity = Probability of True Negative • 1-Specificity = Probability of False alarm
  • 8. receiver operating characteristic (ROC) https://www.youtube.com/watch?v=gYIlKUP2hk0 the ROC curve can be generated by plotting the cumulative distribution function of the detection probability in the y-axis versus the cumulative distribution function of the false- alarm probability in x-axis.
  • 13. Introduction to Decision Tree: https://www.youtube.com/watch?v=eKD5gxPPeY0
  • 14. Introduction to Decision Tree: https://www.youtube.com/watch?v=eKD5gxPPeY0
  • 15. Introduction to Decision Tree: https://www.youtube.com/watch?v=eKD5gxPPeY0
  • 16. Introduction to Decision Tree: https://www.youtube.com/watch?v=eKD5gxPPeY0
  • 17. Introduction to Decision Tree: https://www.youtube.com/watch?v=eKD5gxPPeY0
  • 18. Introduction to Decision Tree: https://www.youtube.com/watch?v=eKD5gxPPeY0
  • 19. Introduction to Decision Tree: https://www.youtube.com/watch?v=AmCV4g7_-QM
  • 20. Introduction to Decision Tree: https://www.youtube.com/watch?v=AmCV4g7_-QM
  • 21. Introduction to Decision Tree: https://www.youtube.com/watch?v=nodQ2s0CUbI
  • 22. Introduction to Decision Tree: https://www.youtube.com/watch?v=AmCV4g7_-QM Count All 14 5 4 5 Count Yes 9 2 4 3 Count No 5 3 0 2 P+ 0.64 0.40 1 0.60 P- 0.36 0.60 0 0.40 (P+)(log(P+,2) -0.41 -0.53 0 -0.44 (P-)(log(P-,2) -0.53 -0.44 #NUM! -0.53 H(S) 0.94 0.97 0 0.97 weigth 0.36 0.29 0.36 0.94 0.35 0.00 0.35 Gain(S,wind) 0.25 Count All 14 8 6 Count Yes 9 6 3 Count No 5 2 3 P+ 0.64 0.75 0.50 P- 0.36 0.25 0.50 (P+)(log(P+,2) -0.41 -0.31 -0.50 (P-)(log(P-,2) -0.53 -0.50 -0.50 H(S) 0.94 0.81 1.00 weigth 0.57 0.43 0.94 0.46 0.43 Gain(S,wind) 0.0481
  • 24. A Visual Introduction to Machine Learning http://www.r2d3.us/visual-intro-to-machine-learning-part-1/
  • 25. R package for Decision Tree (xgboost)
  • 26. XGBoost: Extreme Gradient Boosting • An optimized distributed gradient boosting library • XGBoost only works with numeric vectors. you need to convert all other forms of data into numeric vectors. • XGBoost provides a convenient function to do cross (an important method to measure the model’s prediction power). • XGBoost can handle missing values in the data
  • 27. XGBoost: Extreme Gradient Boosting https://www.youtube.com/watch?v=ufHo8vbk6g4 http://blog.nycdatascience.com/faculty/kaggle-winning-solution-xgboost-algorithm-let-us-learn-from-its-author-3/ The minimum information we need to provide is
  • 28. XGBoost: Extreme Gradient Boosting • Step 1 Load all the libraries • Step 2 Load the dataset • Step 4 Tune and Run the model • Step 3 Data Cleaning & Feature Engineering • Step 5 Score the Test Population https://www.analyticsvidhya.com/blog/2016/01/xgboost-algorithm-easy-steps/
  • 29. จิปาถะ • เรียนรู้เรื่องเดิมๆ ซ้ำๆ รอบหลังๆ จะเข้ำใจมำกขึ้น • English Knowledge Source • ไอเดียจะมำแบบไม่เป็นระเบียบ แต่เรำต้องจัดระเบียบควำมคิดและกำรทำงำน • ลองผิดลองถูกและเรียนรู้ไปพร้อมๆ กัน ต้องลงมือทำ • จดทุกอย่ำงที่ทำ (พำยเรือวนในอ่ำง)

Editor's Notes

  1. Which customers have the most potential business value Prediction model Classification algorithm Data: Characteristics (People) Activities (act_train, act_test)
  2. True Positive (tp) – สัญญาณกันขโมยดัง เมือมีขโมยมาขโมยรถ False Positive (fp) – หมาฉี่ มอไซด์ผ่าน สัญญาณกันขโมยก็ดังแล้ว – คนขี้ระแวง (Type 1 error) True Negative (tn) –เหตุการณ์ทั่วไปไม่มีอะไรเกิดขึ้น สัญญาณกันขโมยไม่ดัง False Negative (fn) – ขโมยมาขโมยรถแล้วแต่สัญญาณกันขโมยไม่ดัง – คนชะล่าใจ - เสียหายแท้จริง (Type 2 error)