k-nearest neighbor algorithm using Python

@machinelearnbot

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.


A PAC-Bayesian Margin Bound for Linear Classifiers: Why SVMs work

Neural Information Processing Systems

We present a bound on the generalisation error of linear classifiers in terms of a refined margin quantity on the training set. The result is obtained in a PAC-Bayesian framework and is based on geometrical arguments in the space of linear classifiers. The new bound constitutes an exponential improvement of the so far tightest margin bound by Shawe-Taylor et al. [8] and scales logarithmically in the inverse margin. Even in the case of less training examples than input dimensions sufficiently large margins lead to nontrivial bound values and - for maximum margins - to a vanishing complexity term.Furthermore, the classical margin is too coarse a measure for the essential quantity that controls the generalisation error: the volume ratio between the whole hypothesis space and the subset of consistent hypotheses. The practical relevance of the result lies in the fact that the well-known support vector machine is optimal w.r.t. the new bound only if the feature vectors are all of the same length. As a consequence we recommend to use SVMs on normalised feature vectors only - a recommendation that is well supported by our numerical experiments on two benchmark data sets. 1 Introduction Linear classifiers are exceedingly popular in the machine learning community due to their straightforward applicability and high flexibility which has recently been boosted by the so-called kernel methods [13]. A natural and popular framework for the theoretical analysis of classifiers is the PAC (probably approximately correct) framework[11] which is closely related to Vapnik's work on the generalisation error [12]. For binary classifiers it turned out that the growth function is an appropriate measureof "complexity" and can tightly be upper bounded by the VC (Vapnik-Chervonenkis) dimension [14].


Online Data Science Course : Data Science Certification Course

#artificialintelligence

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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.