Today we are going to share with you the guide to simplify the journey of your data science and machine learning. Through this guide, you will be able to work on machine learning problems. I am providing a basic understanding about various machine learning algorithms. These should be sufficient to get you started in Machine Learning field. We will discuss about different type of machine learning algorithms and their use in day to day life including supervised learning, unsupervised learning and Reinforcement Learning so lets start learning.
There are 3 types of Machine Learning Algorithms..
1. Supervised Learning
How it works: This algorithm consists of a target/outcome variable (or dependent variable) which is to be predicted from a given set of predictors (independent variables). Using these set of variables, we generate a function that map inputs to desired outputs. The training process continues until the model achieves the desired level of accuracy on the training data. Examples of Supervised Learning: Regression, Decision Tree, Random Forest, KNN, Logistic Regression etc.
2. Unsupervised Learning
How it works: In this algorithm, we do not have any target or outcome variable to predict/estimate. It is used for clustering population in different groups, which is widely used for segmenting customers in different groups for specific intervention. Examples of Unsupervised Learning: Apriori algorithm, K-means.
3. Reinforcement Learning:
How it works: Using this algorithm, the machine is trained to make specific decisions. It works this way: the machine is exposed to an environment where it trains itself continually using trial and error. This machine learns from past experience and tries to capture the best possible knowledge to make accurate business decisions. Example of Reinforcement Learning: Markov Decision Process
Here is the List of Common Machine Learning Algorithms:
Here is the list of commonly used machine learning algorithms. These algorithms can be applied to almost any data problem:
Linear Regression
Logistic Regression
Decision Tree
SVM
Naive Bayes
kNN
K-Means
Random Forest
Dimensionality Reduction Algorithms
Gradient Boosting algorithms:
GBM
XGboost
LightGBM
CatBoost
Now Let's Discuss in Detail about these Algorithms
1. Linear Regression
Linear Regression is used to estimate real values (cost of houses, number of calls, salary prediction, total sales etc.) based on the continuous variable(s). Here, we establish a relationship between the independent and dependent variables by fitting the best line. This best fit line is known as the regression line and represented by a linear equation Y= a *X + b.
The best way to understand linear regression is to relive this experience of childhood. Let’s assume, you ask a child in fifth grade to arrange people in his class by increasing order of weight, without asking them their weights! What do you think the child will do? He/she would likely look (visually analyze) at the height and build of people and arrange them using a combination of these visible parameters. This is a linear regression in real life! The child has actually figured out that height and build would be correlated to the weight by a relationship, which looks like the equation above.
In this equation:
Y – Dependent Variable
a – Slope
X – Independent variable
b – Intercept
These coefficients a and b are derived based on minimizing the sum of squared difference of distance between data points and regression line.
Linear Regression is of mainly two types: Simple Linear Regression and Multiple Linear Regression. Simple Linear Regression is characterized by one independent variable. And, Multiple Linear Regression(as the name suggests) is characterized by multiple (more than 1) independent variables. While finding the best fit line, you can fit a polynomial or curvilinear regression. And these are known as polynomial or curvilinear regression.
2. Logistic Regression
Don’t get confused by its name! It’s a classification not a regression algorithm. It is used to estimate discrete values ( Binary values like 0/1, yes/no, true/false ) based on a given set of independent variable(s). In simple words, it predicts the probability of occurrence of an event by fitting data to a logit function. Hence, it is also known as logit regression. Since it predicts the probability, its output values lies between 0 and 1 (as expected).
Again, let us try and understand this through a simple example.
Let’s say your friend gives you a puzzle to solve. There are only 2 outcome scenarios – either you solve it or you don’t. Now imagine, that you are being given a wide range of puzzles/quizzes in an attempt to understand which subjects you are good at. The outcome of this study would be something like this – if you are given a trigonometry based on the 10th-grade problem, you are 70% likely to solve it. On the other hand, if it is grade fifth history question, the probability of getting an answer is only 30%. This is what Logistic Regression provides you.
Coming to the math, the log odds of the outcome is modeled as a linear combination of the predictor variables.
3. Decision Tree
This is a type of supervised learning algorithm that is mostly used for classification problems. Surprisingly, it works for both categorical and continuous dependent variables. In this algorithm, we split the population into two or more homogeneous sets. This is done based on most significant attributes/ independent variables to make as distinct groups as possible
In the image above, you can see that population is classified into four different groups based on multiple attributes to identify ‘if they will play or not’. To split the population into different heterogeneous groups, it uses various techniques like Gini, Information Gain, Chi-square, entropy.
4. SVM (Support Vector Machine)
It is a classification method. In this algorithm, we plot each data item as a point in n-dimensional space (where n is the number of features you have) with the value of each feature being the value of a particular coordinate.
For example, if we only had two features like Height and Hair length of an individual, we’d first plot these two variables in two dimensional space where each point has two co-ordinates (these co-ordinates are known as Support Vectors)
5. Naive Bayes
It is a classification technique based on Bayes’ theorem with an assumption of independence between predictors. In simple terms, a Naive Bayes classifier assumes that the presence of a particular feature in a class is unrelated to the presence of any other feature. For example, a fruit may be considered to be an apple if it is red, round, and about 3 inches in diameter. Even if these features depend on each other or upon the existence of the other features, a naive Bayes classifier would consider all of these properties to independently contribute to the probability that this fruit is an apple.
Naive Bayesian model is easy to build and particularly useful for very large data sets. Along with simplicity, Naive Bayes is known to outperform even highly sophisticated classification methods.
Bayes theorem provides a way of calculating posterior probability P(c|x) from P(c), P(x) and P(x|c). Look at the equation below:
Here,
P(c|x) is the posterior probability of class (target) given predictor (attribute).
P(c) is the prior probability of class.
P(x|c) is the likelihood which is the probability of predictor given class.
P(x) is the prior probability of predictor
6. kNN (k- Nearest Neighbors)
It can be used for both classification and regression problems. However, it is more widely used in classification problems in the industry. K nearest neighbors is a simple algorithm that stores all available cases and classifies new cases by a majority vote of its k neighbors. The case being assigned to the class is most common amongst its K nearest neighbors measured by a distance function.
These distance functions can be Euclidean, Manhattan, Minkowski and Hamming distance. First three functions are used for continuous function and fourth one (Hamming) for categorical variables. If K = 1, then the case is simply assigned to the class of its nearest neighbor. At times, choosing K turns out to be a challenge while performing kNN modeling.
KNN can easily be mapped to our real lives. If you want to learn about a person, of whom you have no information, you might like to find out about his close friends and the circles he moves in and gain access to his/her information!
7. K-Means
It is a type of unsupervised algorithm which solves the clustering problem. Its procedure follows a simple and easy way to classify a given data set through a certain number of clusters (assume k clusters). Data points inside a cluster are homogeneous and heterogeneous to peer groups.
Remember figuring out shapes from ink blots? k means is somewhat similar to this activity. You look at the shape and spread to decipher how many different clusters/population are present!
How K-means forms cluster:
K-means picks k number of points for each cluster known as centroids.
Each data point forms a cluster with the closest centroids i.e. k clusters.
Finds the centroid of each cluster based on existing cluster members. Here we have new centroids.
As we have new centroids, repeat step 2 and 3. Find the closest distance for each data point from new centroids and get associated with new k-clusters. Repeat this process until convergence occurs i.e. centroids does not change.
How to determine the value of K:
In K-means, we have clusters and each cluster has its own centroid. Sum of the square of a difference between the centroid and the data points within a cluster constitutes within the sum of square value for that cluster. Also, when the sum of square values for all the clusters is added, it becomes total within the sum of square value for the cluster solution.
We know that as the number of cluster increases, this value keeps on decreasing but if you plot the result you may see that the sum of squared distance decreases sharply up to some value of k, and then much more slowly after that. Here, we can find the optimum number of cluster.
8. Random Forest
Random Forest is a trademark term for an ensemble of decision trees. In Random Forest, we have the collection of decision trees (so known as “Forest”). To classify a new object based on attributes, each tree gives a classification and we say the tree “votes” for that class. The forest chooses the classification having the most votes (over all the trees in the forest).
Each tree is planted & grown as follows:
If the number of cases in the training set is N, then the sample of N cases is taken at random but with replacement. This sample will be the training set for growing the tree.
If there are M input variables, a number m<<M is specified such that at each node, m variables are selected at random out of the M and the best split on this m is used to split the node. The value of m is held constant during the forest growing.
Each tree is grown to the largest extent possible. There is no pruning.
9. Dimensionality Reduction Algorithms
In the last 4-5 years, there has been an exponential increase in data capturing at every possible stages. Corporates/ Government Agencies/ Research organizations are not only coming with new sources but also they are capturing data in great detail.
For example: E-commerce companies are capturing more details about customer like their demographics, web crawling history, what they like or dislike, purchase history, feedback and many others to give them personalized attention more than your nearest grocery shopkeeper.
As a data scientist, the data we are offered also consist of many features, this sounds good for building good robust model but there is a challenge. How’d you identify highly significant variable(s) out 1000 or 2000? In such cases, dimensionality reduction algorithm helps us along with various other algorithms like Decision Tree, Random Forest, PCA, Factor Analysis, Identify based on correlation matrix, missing value ratio and others.
10. Gradient Boosting Algorithms
10.1. GBM
GBM is a boosting algorithm used when we deal with plenty of data to make a prediction with high prediction power. Boosting is actually an ensemble of learning algorithms which combines the prediction of several base estimators in order to improve robustness over a single estimator. It combines multiple weak or average predictors to a build strong predictor. These boosting algorithms always work well in data science competitions like Kaggle, AV Hackathon, CrowdAnalytix.
10.2. XGBoost
Another classic gradient boosting algorithm that’s known to be the decisive choice between winning and losing in some Kaggle competitions.
The XGBoost has an immensely high predictive power which makes it the best choice for accuracy in events as it possesses both linear model and the tree learning algorithm, making the algorithm almost 10x faster than existing gradient booster techniques.
The support includes various objective functions, including regression, classification, and ranking.
One of the most interesting things about the XGBoost is that it is also called a regularized boosting technique. This helps to reduce overfit modeling and has a massive support for a range of languages such as Scala, Java, R, Python, Julia, and C++.
Supports distributed and widespread training on many machines that encompass GCE, AWS, Azure and Yarn clusters. XGBoost can also be integrated with Spark, Flink and other cloud dataflow systems with a built in cross-validation at each iteration of the boosting process.
10.3. LightGBM
LightGBM is a gradient boosting framework that uses tree-based learning algorithms. It is designed to be distributed and efficient with the following advantages:
Faster training speed and higher efficiency
Lower memory usage
Better accuracy
Parallel and GPU learning supported
Capable of handling large-scale data
The framework is a fast and high-performance gradient boosting one based on decision tree algorithms, used for ranking, classification and many other machine learning tasks. It was developed under the Distributed Machine Learning Toolkit Project of Microsoft.
Since the LightGBM is based on decision tree algorithms, it splits the tree leaf wise with the best fit whereas other boosting algorithms split the tree depth wise or level wise rather than leaf-wise. So when growing on the same leaf in Light GBM, the leaf-wise algorithm can reduce more loss than the level-wise algorithm and hence results in much better accuracy which can rarely be achieved by any of the existing boosting algorithms.
10.4. Catboost
CatBoost is a recently open-sourced machine learning algorithm from Yandex. It can easily integrate with deep learning frameworks like Google’s TensorFlow and Apple’s Core ML.
The best part about CatBoost is that it does not require extensive data training like other ML models, and can work on a variety of data formats; not undermining how robust it can be.
Make sure you handle missing data well before you proceed with the implementation.
Catboost can automatically deal with categorical variables without showing the type conversion error, which helps you to focus on tuning your model better rather than sorting out trivial errors.
End Note
By now, I am sure, you might have an idea of commonly used machine learning algorithms. If you are keen to master machine learning, start right away. Take up problems, develop a physical understanding of the process you can visit Medium, GitHub
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6 Comments
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