k-nearest neighbor algorithm using Python


In machine learning, you may often wish to build predictors that allows to classify things into categories based on some set of associated values. For example, it is possible to provide a diagnosis to a patient based on data from previous patients. Many algorithms have been developed for automated classification, and common ones include random forests, support vector machines, Naïve Bayes classifiers, and many types of neural networks. To get a feel for how classification works, we take a simple example of a classification algorithm – k-Nearest Neighbours (kNN) – and build it from scratch in Python 2. You can use a mostly imperative style of coding, rather than a declarative/functional one with lambda functions and list comprehensions to keep things simple if you are starting with Python. Here, we will provide an introduction to the latter approach.

MESA: Maximum Entropy by Simulated Annealing

arXiv.org Artificial Intelligence

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing) that derives a joint distribution of variables or propositions. It takes into account the reliability of probability values and can resolve conflicts between contradictory statements. The joint distribution is represented in terms of marginal distributions and therefore allows to process large inference networks and to determine desired probability values with high precision. The procedure derives a maximum entropy distribution subject to the given constraints. It can be applied to inference networks of arbitrary topology and may be extended into a number of directions.

Abnormal Activity Recognition based on HDP-HMM Models

AAAI Conferences

Detecting abnormal activities from sensor readings is an important research problem in activity recognition. A number of different algorithms have been proposed in the past to tackle this problem. Many of the previous state-based approaches suffer from the problem of failing to decide the appropriate number of states, which are difficult to find through a trial and-error approach, in real-world applications. In this paper, we propose an accurate and flexible framework for abnormal activity recognition from sensor readings that involves less human tuning of model parameters. Our approach first applies a Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM), which supports an infinite number of states, to automatically find an appropriate number of states. We incorporate a Fisher Kernel into the One-Class Support Vector Machine (OCSVM) model to filter out the activities that are likely to be normal. Finally, we derive an abnormal activity model from the normal activity models to reduce false positive rate in an unsupervised manner. Our main contribution is that our proposed HDP-HMM models can decide the appropriate number of states automatically, and that by incorporating a Fisher Kernel into the OCSVM model, we can combine the advantages from generative model and discriminative model. We demonstrate the effectiveness of our approach by using several real-world datasets to test our algorithm’s performance.

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Natural Langevin Dynamics for Neural Networks

arXiv.org Machine Learning

One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one algorithm to approximate such Bayesian posteriors for large models and datasets. SGLD is a standard stochastic gradient descent to which is added a controlled amount of noise, specifically scaled so that the parameter converges in law to the posterior distribution [WT11, TTV16]. The posterior predictive distribution can be approximated by an ensemble of samples from the trajectory. Choice of the variance of the noise is known to impact the practical behavior of SGLD: for instance, noise should be smaller for sensitive parameter directions. Theoretically, it has been suggested to use the inverse Fisher information matrix of the model as the variance of the noise, since it is also the variance of the Bayesian posterior [PT13, AKW12, GC11]. But the Fisher matrix is costly to compute for large- dimensional models. Here we use the easily computed Fisher matrix approximations for deep neural networks from [MO16, Oll15]. The resulting natural Langevin dynamics combines the advantages of Amari's natural gradient descent and Fisher-preconditioned Langevin dynamics for large neural networks. Small-scale experiments on MNIST show that Fisher matrix preconditioning brings SGLD close to dropout as a regularizing technique.