Today's developers often hear about leveraging machine learning algorithms in order to build more intelligent applications, but many don't know where to start. One of the most important aspects of developing smart applications is to understand the underlying machine learning models, even if you aren't the person building them. Whether you are integrating a recommendation system into your app or building a chat bot, this guide will help you get started in understanding the basics of machine learning. This introduction to machine learning and list of resources is adapted from my October 2016 talk at ACT-W, a women's tech conference. Machine learning studies computer algorithms for learning to do stuff.

Machine learning is often thought to be too complicated for everyday development tasks. I have always felt like we can benefit from using machine learning for simple tasks that we do regularly. At Mailgun, we work with e-mail and as part of our offering, we parse HTML quotations. This allows a user to grab the latest reply instead of the entire conversation, which is returned as part of our webhook response. For those of you who don't know, here's what parsing HTML from the public Internet looks like: Changing the parsing library can help, but it won't solve the issue completely because every library has its limitations.

It is particularly aimed at irregular time series of numeric vectors/matrices and factors RCurl - A wrapper for'libcurl' http://curl.haxx.se/libcurl/

Before a classification algorithm can do its magic, we need to train it by showing thousands of examples of cats and backgrounds. Different learning algorithms learn differently, but the general principle is that learning algorithms treat feature vectors as points in higher dimensional space, and try to find planes / surfaces that partition the higher dimensional space in such a way that all examples belonging to the same class are on one side of the plane / surface. To simplify things, let us look at one learning algorithm called Support Vector Machines ( SVM) in some detail. Support Vector Machine ( SVM) is one of the most popular supervised binary classification algorithm. Although the ideas used in SVM have been around since 1963, the current version was proposed in 1995 by Cortes and Vapnik. In the previous step, we learned that the HOG descriptor of an image is a feature vector of length 3780. We can think of this vector as a point in a 3780-dimensional space. Visualizing higher dimensional space is impossible, so let us simplify things a bit and imagine the feature vector was just two dimensional. In our simplified world, we now have 2D points representing the two classes ( e.g.

Last week, IBM released a public beta of Watson Analytics, a platform for data exploration, visualization and predictive analytics. This product follows on Microsoft's Azure Machine Learning service, which provides cloud-based machine learning solutions. Interested to see how the offerings compare, I set up accounts with both services and set out to explore several datasets. For fairness, I should note that IBM's Watson analytics is in a public beta, while Microsoft's product is a significantly more mature offering. Besides relative maturity, the more striking difference between the products is the fundamentally different use cases they address.

Various active learning methods based on logistic regression have been proposed. In this paper, we investigate seven state-of-the-art strategies, present an extensive benchmark, and provide a better understanding of their underlying characteristics. Experiments are carried out both on 3 synthetic datasets and 43 real-world datasets, providing insights into the behaviour of these active learning methods with respect to classification accuracy and their computational cost.

Multivariate Pattern (MVP) classification can map different cognitive states to the brain tasks. One of the main challenges in MVP analysis is validating the generated results across subjects. However, analyzing multi-subject fMRI data requires accurate functional alignments between neuronal activities of different subjects, which can rapidly increase the performance and robustness of the final results. Hyperalignment (HA) is one of the most effective functional alignment methods, which can be mathematically formulated by the Canonical Correlation Analysis (CCA) methods. Since HA mostly uses the unsupervised CCA techniques, its solution may not be optimized for MVP analysis. By incorporating the idea of Local Discriminant Analysis (LDA) into CCA, this paper proposes Local Discriminant Hyperalignment (LDHA) as a novel supervised HA method, which can provide better functional alignment for MVP analysis. Indeed, the locality is defined based on the stimuli categories in the train-set, where the correlation between all stimuli in the same category will be maximized and the correlation between distinct categories of stimuli approaches to near zero. Experimental studies on multi-subject MVP analysis confirm that the LDHA method achieves superior performance to other state-of-the-art HA algorithms.

Quantum control is valuable for various quantum technologies such as high-fidelity gates for universal quantum computing, adaptive quantum-enhanced metrology, and ultra-cold atom manipulation. Although supervised machine learning and reinforcement learning are widely used for optimizing control parameters in classical systems, quantum control for parameter optimization is mainly pursued via gradient-based greedy algorithms. Although the quantum fitness landscape is often compatible with greedy algorithms, sometimes greedy algorithms yield poor results, especially for large-dimensional quantum systems. We employ differential evolution algorithms to circumvent the stagnation problem of non-convex optimization. We improve quantum control fidelity for noisy system by averaging over the objective function. To reduce computational cost, we introduce heuristics for early termination of runs and for adaptive selection of search subspaces. Our implementation is massively parallel and vectorized to reduce run time even further. We demonstrate our methods with two examples, namely quantum phase estimation and quantum gate design, for which we achieve superior fidelity and scalability than obtained using greedy algorithms.

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output changes along a Stein variational gradient that maximumly decreases the KL divergence with the target distribution. Our method works for any target distribution specified by their unnormalized density function, and can train any black-box architectures that are differentiable in terms of the parameters we want to adapt. As an application of our method, we propose an amortized MLE algorithm for training deep energy model, where a neural sampler is adaptively trained to approximate the likelihood function. Our method mimics an adversarial game between the deep energy model and the neural sampler, and obtains realistic-looking images competitive with the state-of-the-art results.

We introduce a methodology to construct parsimonious probabilistic models. This method makes use of Information Filtering Networks to produce a robust estimate of the global sparse inverse covariance from a simple sum of local inverse covariances computed on small sub-parts of the network. Being based on local and low-dimensional inversions, this method is computationally very efficient and statistically robust even for the estimation of inverse covariance of high-dimensional, noisy and short time-series. Applied to financial data our method results computationally more efficient than state-of-the-art methodologies such as Glasso producing, in a fraction of the computation time, models that can have equivalent or better performances but with a sparser inference structure. We also discuss performances with sparse factor models where we notice that relative performances decrease with the number of factors. The local nature of this approach allows us to perform computations in parallel and provides a tool for dynamical adaptation by partial updating when the properties of some variables change without the need of recomputing the whole model. This makes this approach particularly suitable to handle big datasets with large numbers of variables. Examples of practical application for forecasting, stress testing and risk allocation in financial systems are also provided.