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 Ensemble Learning


When Does Deep Learning Work Better Than SVMs or Random Forests?

@machinelearnbot

If we tackle a supervised learning problem, my advice is to start with the simplest hypothesis space first. I.e., try a linear model such as logistic regression. If this doesn't work "well" (i.e., it doesn't meet our expectation or performance criterion that we defined earlier), I would move on to the next experiment. I would say that random forests are probably THE "worry-free" approach - if such a thing exists in ML: There are no real hyperparameters to tune (maybe except for the number of trees; typically, the more trees we have the better). On the contrary, there are a lot of knobs to be turned in SVMs: Choosing the "right" kernel, regularization penalties, the slack variable, ... Both random forests and SVMs are non-parametric models (i.e., the complexity grows as the number of training samples increases).



Random Forests explained intuitively

@machinelearnbot

Say, you appeared for the position of Statistical analyst at WalmartLabs. Now like most of the companies, you don't just have one round of interview. You have multiple rounds of interviews. Each one of these interviews is chaired by independent panels. Generally, even the questions asked in these interviews differ from each other.


Building Trust in Machine Learning Models (using LIME in Python)

#artificialintelligence

The value is not in software, the value is in data, and this is really important for every single company, that they understand what data they've got. More and more companies are now aware of the power of data. Machine Learning models are increasing in popularity and are now being used to solve a wide variety of business problems using data. Having said that, it is also true that there is always a trade-off between accuracy of models & its interpretability. In general, if accuracy has to be improved, data scientists have to resort to using complicated algorithms like Bagging, Boosting, Random Forests etc. which are "Blackbox" methods.


How the random forest algorithm works in machine learning 7wData

#artificialintelligence

You are going to learn the most popular classification algorithm. Which is the Random forest algorithm. As a motivation to go further I am going to give you one of the best advantages of random forest. The Same algorithm both for classification and regression, You mind be thinking I am kidding. But the truth is, Yes we can use the same random forest algorithm both for classification and regression.


Optimization of Tree Ensembles

arXiv.org Machine Learning

Tree ensemble models such as random forests and boosted trees are among the most widely used and practically successful predictive models in applied machine learning and business analytics. Although such models have been used to make predictions based on exogenous, uncontrollable independent variables, they are increasingly being used to make predictions where the independent variables are controllable and are also decision variables. In this paper, we study the problem of tree ensemble optimization: given a tree ensemble that predicts some dependent variable using controllable independent variables, how should we set these variables so as to maximize the predicted value? We formulate the problem as a mixed-integer optimization problem. We theoretically examine the strength of our formulation, provide a hierarchy of approximate formulations with bounds on approximation quality and exploit the structure of the problem to develop two large-scale solution methods, one based on Benders decomposition and one based on iteratively generating tree split constraints. We test our methodology on real data sets, including two case studies in drug design and customized pricing, and show that our methodology can efficiently solve large-scale instances to near or full optimality, and outperforms solutions obtained by heuristic approaches. In our drug design case, we show how our approach can identify compounds that efficiently trade-off predicted performance and novelty with respect to existing, known compounds. In our customized pricing case, we show how our approach can efficiently determine optimal store-level prices under a random forest model that delivers excellent predictive accuracy.


Targeted Learning with Daily EHR Data

arXiv.org Machine Learning

Electronic health records (EHR) data provide a cost and time-effective opportunity to conduct cohort studies of the effects of multiple time-point interventions in the diverse patient population found in real-world clinical settings. Because the computational cost of analyzing EHR data at daily (or more granular) scale can be quite high, a pragmatic approach has been to partition the follow-up into coarser intervals of pre-specified length. Current guidelines suggest employing a 'small' interval, but the feasibility and practical impact of this recommendation has not been evaluated and no formal methodology to inform this choice has been developed. We start filling these gaps by leveraging large-scale EHR data from a diabetes study to develop and illustrate a fast and scalable targeted learning approach that allows to follow the current recommendation and study its practical impact on inference. More specifically, we map daily EHR data into four analytic datasets using 90, 30, 15 and 5-day intervals. We apply a semi-parametric and doubly robust estimation approach, the longitudinal TMLE, to estimate the causal effects of four dynamic treatment rules with each dataset, and compare the resulting inferences. To overcome the computational challenges presented by the size of these data, we propose a novel TMLE implementation, the 'long-format TMLE', and rely on the latest advances in scalable data-adaptive machine-learning software, xgboost and h2o, for estimation of the TMLE nuisance parameters.


GPU Accelerated XGBoost

#artificialintelligence

He is also the main author of H2O's Deep Learning. Before joining H2O, Arno was a founding Senior MTS at Skytree where he designed and implemented high-performance machine learning algorithms. He has over a decade of experience in HPC with C /MPI and had access to the world's largest supercomputers as a Staff Scientist at SLAC National Accelerator Laboratory where he participated in US DOE scientific computing initiatives and collaborated with CERN on next-generation particle accelerators. Arno holds a PhD and Masters summa cum laude in Physics from ETH Zurich, Switzerland. He has authored dozens of scientific papers and is a sought-after conference speaker.


Levvel Blog - Machine Learning Part Two--Running a Machine Learning Data Store on Redis Labs

#artificialintelligence

Editor's note: This is the second post in a two-part series about machine learning. In part one, we discussed how to get started with machine learning: define, benchmark, and deploy. Managing large, pre-trained predictive models across an organization and ensuring the same version is on production can be a challenge with the rapid pace of changes in the AI/machine learning space. Here, we have an approach that demonstrates how to automate building, storing, and deploying predictive models from a Remote Machine Learning Data Store hosted on Redis Labs. This approach is focused on showing how DevOps CI/CD artifact pipelines can be used to build and manage machine learning model artifacts with Jupyter IPython notebooks, accompanying command line automation versions, and administration tools to help manage artifacts across a team.


Differentiating between AI, machine learning and deep learning

#artificialintelligence

Machine learning is well-suited for problem domains typically found in the enterprise, like making predictions with supervised learning methods (e.g. Deep learning is an area of machine learning that has achieved significant progress in certain application areas that include pattern recognition, image classification, natural language processing (NLP), autonomous driving, and so on. Machine learning techniques like random forests and gradient boosting often perform better in the enterprise problem space than deep learning.