Machine Learning Models Scrapbook
Statistical Supervised
- PCA: reduce dimensions (when you know there’s too many redundant features)
- Decision trees: Decision Trees (DTs) are a non-parametric supervised learning method used for classification and regression. The goal is to create a model that predicts the value of a target variable by learning simple decision rules inferred from the data features. A tree can be seen as a piecewise constant approximation.
- Linear regression: regression
- Logistical regression: classification
- XGBoost: XGBoost is an optimized distributed gradient boosting library designed to be highly efficient, flexible and portable. It implements machine learning algorithms under the Gradient Boosting framework. XGBoost provides a parallel tree boosting (also known as GBDT, GBM) that solve many data science problems in a fast and accurate way. The same code runs on major distributed environment (Hadoop, SGE, MPI) and can solve problems beyond billions of examples.
- Machine Factorization: The Factorization Machines algorithm is a general-purpose supervised learning algorithm that you can use for both classification and regression tasks. It is an extension of a linear model that is designed to capture interactions between features within high dimensional sparse datasets economically. For example, in a click prediction system, the Factorization Machines model can capture click rate patterns observed when ads from a certain ad-category are placed on pages from a certain page-category. Factorization machines are a good choice for tasks dealing with high dimensional sparse datasets, such as click prediction and item recommendation.
- Arima(TS)
- Collaborative Filtering: Recomendation, based on other users and similar tastes
- Content based Filtering: Recomendation, based on content and past pattern
- Support Vector Machines (SVM) with Radial Basis Function (RBF) Kernel: able to mode 3d SVM (classification with 3d dimensionalization)
Statistical Unsupervised
- Amazon SageMaker Random Cut Forest (RCF): Amazon SageMaker Random Cut Forest (RCF) is an unsupervised algorithm for detecting anomalous data points within a data set. These are observations which diverge from otherwise well-structured or patterned data. Anomalies can manifest as unexpected spikes in time series data, breaks in periodicity, or unclassifiable data points. They are easy to describe in that, when viewed in a plot, they are often easily distinguishable from the “regular” data. Including these anomalies in a data set can drastically increase the complexity of a machine learning task since the “regular” data can often be described with a simple model.
- LDA: Topic modeling is a method for unsupervised classification of documents, similar to clustering on numeric data, which finds some natural groups of items (topics) even when we’re not sure what we’re looking for. It is one of the most popular topic modeling methods. Each document is made up of various words, and each topic also has various words belonging to it. The aim of LDA is to find topics a document belongs to, based on the words in it.
Deep Supervised
- Deep-AR (TS): The Amazon SageMaker DeepAR forecasting algorithm is a supervised learning algorithm for forecasting scalar (one-dimensional) time series using recurrent neural networks (RNN). Classical forecasting methods, such as autoregressive integrated moving average (ARIMA) or exponential smoothing (ETS), fit a single model to each individual time series. They then use that model to extrapolate the time series into the future.
Deep Unsupervised
