Machine learning is the process of building analytical models to automatically discover previously unknown patterns from data that indicate associations, sequences, anomalies (outliers), classifications, and clusters and segments. These patterns reveal hidden rules as to why an event happened--for example, rules that predict likely customer churn. The widely used Cross Industry Standard Process for Data Mining (CRISP-DM) methodology is used to develop predictive analytical models. CRISP-DM includes six phases: business understanding, data understanding, data preparation, model development using supervised and unsupervised learning, model evaluation and model deployment. The business understanding phase involves defining the business problem or use case, the business objectives and the business questions that need to be answered.

Support Vector Machine has become an extremely popular algorithm. In this post I try to give a simple explanation for how it works and give a few examples using the the Python Scikits libraries. All code is available on Github. I'll have another post on the details of using Scikits and Sklearn. SVM is a supervised machine learning algorithm which can be used for classification or regression problems.

Networks have been a general tool for representing, analyzing, and modeling relational data arising in several domains. One of the most important aspect of network analysis is community detection or network clustering. Until recently, the major focus have been on discovering community structure in single (i.e., monoplex) networks. However, with the advent of relational data with multiple modalities, multiplex networks, i.e., networks composed of multiple layers representing different aspects of relations, have emerged. Consequently, community detection in multiplex network, i.e., detecting clusters of nodes shared by all layers, has become a new challenge. In this paper, we propose Network Fusion for Composite Community Extraction (NF-CCE), a new class of algorithms, based on four different non-negative matrix factorization models, capable of extracting composite communities in multiplex networks. Each algorithm works in two steps: first, it finds a non-negative, low-dimensional feature representation of each network layer; then, it fuses the feature representation of layers into a common non-negative, low-dimensional feature representation via collective factorization. The composite clusters are extracted from the common feature representation. We demonstrate the superior performance of our algorithms over the state-of-the-art methods on various types of multiplex networks, including biological, social, economic, citation, phone communication, and brain multiplex networks.

We consider the problem of segmenting a large population of customers into non-overlapping groups with similar preferences, using diverse preference observations such as purchases, ratings, clicks, etc. over subsets of items. We focus on the setting where the universe of items is large (ranging from thousands to millions) and unstructured (lacking well-defined attributes) and each customer provides observations for only a few items. These data characteristics limit the applicability of existing techniques in marketing and machine learning. To overcome these limitations, we propose a model-based projection technique, which transforms the diverse set of observations into a more comparable scale and deals with missing data by projecting the transformed data onto a low-dimensional space. We then cluster the projected data to obtain the customer segments. Theoretically, we derive precise necessary and sufficient conditions that guarantee asymptotic recovery of the true customer segments. Empirically, we demonstrate the speed and performance of our method in two real-world case studies: (a) 84% improvement in the accuracy of new movie recommendations on the MovieLens data set and (b) 6% improvement in the performance of similar item recommendations algorithm on an offline dataset at eBay. We show that our method outperforms standard latent-class and demographic-based techniques.

The weighted k-nearest neighbors algorithm is one of the most fundamental non-parametric methods in pattern recognition and machine learning. The question of setting the optimal number of neighbors as well as the optimal weights has received much attention throughout the years, nevertheless this problem seems to have remained unsettled. In this paper we offer a simple approach to locally weighted regression/classification, where we make the bias-variance tradeoff explicit. Our formulation enables us to phrase a notion of optimal weights, and to efficiently find these weights as well as the optimal number of neighbors efficiently and adaptively, for each data point whose value we wish to estimate. The applicability of our approach is demonstrated on several datasets, showing superior performance over standard locally weighted methods.

This paper presents privileged multi-label learning (PrML) to explore and exploit the relationship between labels in multi-label learning problems. We suggest that for each individual label, it cannot only be implicitly connected with other labels via the low-rank constraint over label predictors, but also its performance on examples can receive the explicit comments from other labels together acting as an \emph{Oracle teacher}. We generate privileged label feature for each example and its individual label, and then integrate it into the framework of low-rank based multi-label learning. The proposed algorithm can therefore comprehensively explore and exploit label relationships by inheriting all the merits of privileged information and low-rank constraints. We show that PrML can be efficiently solved by dual coordinate descent algorithm using iterative optimization strategy with cheap updates. Experiments on benchmark datasets show that through privileged label features, the performance can be significantly improved and PrML is superior to several competing methods in most cases.

Objective: Using traditional approaches, a Brain-Computer Interface (BCI) requires the collection of calibration data for new subjects prior to online use. Calibration time can be reduced or eliminated e.g.~by transfer of a pre-trained classifier or unsupervised adaptive classification methods which learn from scratch and adapt over time. While such heuristics work well in practice, none of them can provide theoretical guarantees. Our objective is to modify an event-related potential (ERP) paradigm to work in unison with the machine learning decoder to achieve a reliable calibration-less decoding with a guarantee to recover the true class means. Method: We introduce learning from label proportions (LLP) to the BCI community as a new unsupervised, and easy-to-implement classification approach for ERP-based BCIs. The LLP estimates the mean target and non-target responses based on known proportions of these two classes in different groups of the data. We modified a visual ERP speller to meet the requirements of the LLP. For evaluation, we ran simulations on artificially created data sets and conducted an online BCI study with N=13 subjects performing a copy-spelling task. Results: Theoretical considerations show that LLP is guaranteed to minimize the loss function similarly to a corresponding supervised classifier. It performed well in simulations and in the online application, where 84.5% of characters were spelled correctly on average without prior calibration. Significance: The continuously adapting LLP classifier is the first unsupervised decoder for ERP BCIs guaranteed to find the true class means. This makes it an ideal solution to avoid a tedious calibration and to tackle non-stationarities in the data. Additionally, LLP works on complementary principles compared to existing unsupervised methods, allowing for their further enhancement when combined with LLP.

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing kernel Hilbert space (RKHS) in which the whole arsenal of kernel methods can be extended to probability measures. It can be viewed as a generalization of the original "feature map" common to support vector machines (SVMs) and other kernel methods. While initially closely associated with the latter, it has meanwhile found application in fields ranging from kernel machines and probabilistic modeling to statistical inference, causal discovery, and deep learning. The goal of this survey is to give a comprehensive review of existing work and recent advances in this research area, and to discuss the most challenging issues and open problems that could lead to new research directions. The survey begins with a brief introduction to the RKHS and positive definite kernels which forms the backbone of this survey, followed by a thorough discussion of the Hilbert space embedding of marginal distributions, theoretical guarantees, and a review of its applications. The embedding of distributions enables us to apply RKHS methods to probability measures which prompts a wide range of applications such as kernel two-sample testing, independent testing, and learning on distributional data. Next, we discuss the Hilbert space embedding for conditional distributions, give theoretical insights, and review some applications. The conditional mean embedding enables us to perform sum, product, and Bayes' rules---which are ubiquitous in graphical model, probabilistic inference, and reinforcement learning---in a non-parametric way. We then discuss relationships between this framework and other related areas. Lastly, we give some suggestions on future research directions.

Machine learning is the subfield of computer science that gives computers the ability to learn without being explicitly programmed (Arthur Samuel, 1959).[1] Evolved from the study of pattern recognition and computational learning theory in artificial intelligence,[2] machine learning explores the study and construction of algorithms that can learn from and make predictions on data[3] – such algorithms overcome following strictly static program instructions by making data driven predictions or decisions,[4]:2 through building a model from sample inputs. Machine learning is employed in a range of computing tasks where designing and programming explicit algorithms is infeasible; example applications include spam filtering, detection of network intruders or malicious insiders working towards a data breach,[5] optical character recognition (OCR),[6] search engines and computer vision. Machine learning is closely related to (and often overlaps with) computational statistics, which also focuses in prediction-making through the use of computers. It has strong ties to mathematical optimization, which delivers methods, theory and application domains to the field. Machine learning is sometimes conflated with data mining,[7] where the latter subfield focuses more on exploratory data analysis and is known as unsupervised learning.[4]:vii[8]

This tutorial was originally posted here on Ben's blog, GormAnalysis. If linear regression was a Toyota Camry, then gradient boosting would be a UH-60 Blackhawk Helicopter. A particular implementation of gradient boosting, XGBoost, is consistently used to win machine learning competitions on Kaggle. It's also been butchered to death by a host of drive-by data scientists' blogs. As such, the purpose of this article is to lay the groundwork for classical gradient boosting, intuitively and comprehensively.