Decision Tree Learning
NFL Bet Predictor: Random Forest (Machine Learning Model) Week 5 Picks
Our Random Forest model predicts a 66% probability of the OVER 41 points hitting with odds from Westgate in this matchup. The expected value is 30 with a 103 Diff. Check out all the betting info for the Jacksonville Jaguars vs Carolina Panthers on our matchup page. Our Random Forest model predicts a 79% probability of the Indianapolis Colts keeping it within the 5.5 points being offered at the Westgate. The expected value is 50 with a 303 Diff.
The Simple Math behind 3 Decision Tree Splitting criterions
Gini impurity is a measure of how often a randomly chosen element from the set would be incorrectly labeled if it was randomly labeled according to the distribution of labels in the subset. In simple terms, Gini impurity is the measure of impurity in a node. So to understand the formula a little better, let us talk specifically about the binary case where we have nodes with only two classes. So in the below five examples of candidate nodes labelled A-E and with the distribution of positive and negative class shown, which is the ideal condition to be in? I reckon you would say A or E and you are right.
The Complete Guide to Decision Trees
Bagging (or Bootstrap Aggregation) is used when the goal is to reduce the variance of a DT. Variance relates to the fact that DTs can be quite unstable because small variations in the data might result in a completely different Tree being generated. So, the idea of Bagging is to solve this issue by creating in parallel random subsets of data (from the training data), where any observation has the same probability to appear in a new subset data. Next, each collection of subset data is used to train DTs, resulting in an ensemble of different DTs. Finally, an average of all predictions of those different DTs is used, which produces a more robust performance than single DTs.
Decision Trees using Scikit-learn
In this article, we will understand decision tree by implementing an example in Python using the Sklearn package (Scikit Learn). Let's first discuss what is a decision tree. A decision tree has two components, one is the root and other is branches. The root represents the problem statement and the branches represent the solutions or consequences.Initially the problem or the root is split into two branches or consequences, and from the branches again a split occurs and further branches are created. In this article we will discuss about regression trees.
The Impact of Data Preparation on the Fairness of Software Systems
Valentim, Inรชs, Lourenรงo, Nuno, Antunes, Nuno
--Machine learning models are widely adopted in scenarios that directly affect people. The development of software systems based on these models raises societal and legal concerns, as their decisions may lead to the unfair treatment of individuals based on attributes like race or gender . Data preparation is key in any machine learning pipeline, but its effect on fairness is yet to be studied in detail. In this paper, we evaluate how the fairness and effectiveness of the learned models are affected by the removal of the sensitive attribute, the encoding of the categorical attributes, and instance selection methods (including cross-validators and random undersampling). We used the Adult Income and the German Credit Data datasets, which are widely studied and known to have fairness concerns. We applied each data preparation technique individually to analyse the difference in predictive performance and fairness, using statistical parity difference, disparate impact, and the normalised prejudice index. The results show that fairness is affected by transformations made to the training data, particularly in imbalanced datasets. Removing the sensitive attribute is insufficient to eliminate all the unfairness in the predictions, as expected, but it is key to achieve fairer models. Additionally, the standard random undersampling with respect to the true labels is sometimes more prejudicial than performing no random undersampling. Software systems based on machine learning (ML) are being used at an increasingly higher rate and on a multitude of scenarios that have a significant impact on people's lives. Their ubiquity raises several legal and societal concerns, as decisions based on the output of ML models may introduce or perpetuate historical bias against some individuals, based on their intrinsic characteristics, such as race, gender or age. The use of automated decision-making systems is often appealing due to the gains associated with it, and might even be perceived as a step towards the eradication of personal bias from the process. Nevertheless, many are the risks associated with a careless adoption of decisions supported by these systems. In this context, fairness emerges as a key property in terms of the reliability and trustworthiness of software systems based on ML. These receive nowadays increased attention from regulatory institutions, with the recently approved European Union General Data Protection Regulation (GDPR) demanding organisations to handle personal data in a privacy-preserving, fair and transparent manner [1].
Random forest as a generic framework for predictive modeling of spatial and spatio-temporal variables
Random forest and similar Machine Learning techniques are already used to generate spatial predictions, but spatial location of points (geography) is often ignored in the modeling process. Spatial auto-correlation, especially if still existent in the cross-validation residuals, indicates that the predictions are maybe biased, and this is suboptimal. This paper presents a random forest for spatial predictions framework (RFsp) where buffer distances from observation points are used as explanatory variables, thus incorporating geographical proximity effects into the prediction process. The RFsp framework is illustrated with examples that use textbook datasets and apply spatial and spatio-temporal prediction to numeric, binary, categorical, multivariate and spatiotemporal variables. Performance of the RFsp framework is compared with the state-of-the-art kriging techniques using fivefold cross-validation with refitting.
Variable Selection with Random Survival Forest and Bayesian Additive Regression Tree for Survival Data
Saha, Satabdi, Ryu, Duchwan, Ebrahimi, Nader
In this paper we utilize a survival analysis methodology incorporating Bayesian additive regression trees to account for nonlinear and additive covariate effects. We compare the performance of Bayesian additive regression trees, Cox proportional hazards and random survival forests models for censored survival data, using simulation studies and survival analysis for breast cancer with U.S. SEER database for the year 2005. In simulation studies, we compare the three models across varying sample sizes and censoring rates on the basis of bias and prediction accuracy. In survival analysis for breast cancer, we retrospectively analyze a subset of 1500 patients having invasive ductal carcinoma that is a common form of breast cancer mostly affecting older woman. Predictive potential of the three models are then compared using some widely used performance assessment measures in survival literature.
Free Book: A Comprehensive Guide to Machine Learning (Berkeley University)
This is not the same book as The Math of Machine Learning, also published by the same department at Berkeley, in 2018, and also authored by Garret Thomas. I hope they will add sections on Ensemble Methods (combining multiple techniques), cross-validation, and feature selection, and then it will cover pretty much everything that the beginner should know. Other popular free books, all written by top experts in their fields, include Foundations of Data Science published by Microsoft's ML Research Lab in 2018, and Statistics: New Foundations, Toolbox, and Machine Learning Recipes published by Data Science Central in 2019.
Silas: High Performance, Explainable and Verifiable Machine Learning
Bride, Hadrien, Hou, Zhe, Dong, Jie, Dong, Jin Song, Mirjalili, Ali
Silas: High Performance, Explainable and V erifiable Machine Learning Hadrien Bride, Zh e H ou Griffith University, Nathan, Brisbane, Australia Jie Dong Dependable Intelligence Pty Ltd, Brisbane, Australia Jin Song Dong National University of Singapore, Singapore Ali Mirjalili Griffith University, Nathan, Brisbane, AustraliaAbstract This paper introduces a new classification tool named Silas, which is built to provide a more transparent and dependable data analytics service. A focus of Silas is on providing a formal foundation of decision trees in order to support logical analysis and verification of learned prediction models. This paper describes the distinct features of Silas: The Model Audit module formally verifies the prediction model against user specifications, the Enforcement Learning module trains prediction models that are guaranteed correct, the Model Insight and Prediction Insight modules reason about the prediction model and explain the decision-making of predictions. We also discuss implementation details ranging from programming paradigm to memory management that help achieve high-performance computation.1. Introduction Machine learning has enjoyed great success in many research areas and industries, including entertainment [1], self-driving cars [2], banking [3], medical diagnosis [4], shopping [5], and among many others. However, the wide adoption of machine learn-Preprint submitted to Elsevier October 4, 2019 arXiv:1910.01382v1 The ramifications of the black-box approach are multifold. First, it may lead to unexpected results that are only observable after the deployment of the algorithm. For instance, Amazon's Alexa offered porn to a child [6], a self-driving car had a deadly accident [7], etc. Some of these accidents result in lawsuits or even lost lives, the cost of which is immeasurable. Second, it prevents the adoption in some applications and industries where an explanation is mandatory or certain specifications must be satisfied. For example, in some countries, it is required by law to give a reason why a loan application is rejected. In recent years, eXplainable AI (XAI) has been gaining attention, and there is a surge of interest in studying how prediction models work and how to provide formal guarantees for the models. A common theme in this space is to use statistical methods to analyse prediction models.