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It’s Not Magic
Brian Lange, Data Scientist + Partner at
Explaining
classification algorithms
HEADS UP
I work with some really
freakin’ smart people.
classification
algorithms
popular examples
popular examples
-spam filters
popular examples
-spam filters
popular examples
-spam filters
-the Sorting Hat
things to know
things to know
- you need data labeled with the correct answers to
“train” these algorithms before they work
things to know
- you need data labeled with the correct answers to
“train” these algorithms before they work
- feature = dimension = column = attribute of the data
things to know
- you need data labeled with the correct answers to
“train” these algorithms before they work
- feature = dimension = column = attribute of the data
- class = category = label = Harry Potter house
BIG CAVEAT
Often times choosing/creating
good features or gathering more
data will help more than
changing algorithms...
% of email body that is all-caps
# mentions
of brand
names spam
not spam
Linear
discriminants
% of email body that is all-caps
# mentions
of brand
names
% of email body that is all-caps
# mentions
of brand
names
% of email body that is all-caps
# mentions
of brand
names
% of email body that is all-caps
# mentions
of brand
names
1 wrong
% of email body that is all-caps
# mentions
of brand
names
5 wrong
% of email body that is all-caps
# mentions
of brand
names
4 wrong
% of email body that is all-caps
# mentions
of brand
names
4 wrong
y = .01x+4
terribleness
slope
intercept
a map of terribleness
to find the least terrible line
terribleness
slope
intercept
a map of terribleness
to find the least terrible line
terribleness
slope
intercept
“gradient descent”
terribleness
slope
intercept
“gradient descent”
training
data
training
data
import numpy as np
X = np.array([[1, 0.1], [3, 0.2], [5, 0.1]…])
y = np.array([1, 2, 1])
training
data
training
data
training
data
from sklearn.discriminant_analysis import LinearDiscriminantAnalysis
model = LinearDiscriminantAnalysis()
model.fit(X, y)
training
data
trained
model
new data
point
trained
model
trained
model
trained
model
new_point = np.array([1, .3])
trained
model
new_point = np.array([1, .3])
print(model.predict(new_point))
trained
model
new_point = np.array([1, .3])
print(model.predict(new_point))
1
trained
model
new_point = np.array([1, .3])
print(model.predict(new_point))
1
not
spam
prediction
trained
model
not
spam
prediction
Logistic
regression
logistic regression
“divide it with a logistic function”
logistic regression
“divide it with a logistic function”
logistic regression
“divide it with a logistic function”
from sklearn.linear_model import LogisticRegression
model = LogisticRegression()
model.fit(X,y)
predicted = model.predict(z)
Support Vector
Machines
(SVM)
SVMs (support vector machines)
“*advanced* draw a line through it”
SVMs (support vector machines)
“*advanced* draw a line through it”
- better definition of “terrible”
SVMs (support vector machines)
“*advanced* draw a line through it”
- better definition of “terrible”
- lines can turn into non-linear
shapes if you transform your data
💩
💩
“the kernel trick”
“the kernel trick”
SVMs (support vector machines)
“*advanced* draw a line through it”
figure credit: scikit-learn documentation
% of email body that is all-caps
# mentions
of brand
names
% of email body that is all-caps
# mentions
of brand
names
% of email body that is all-caps
# mentions
of brand
names
% of email body that is all-caps
# mentions
of brand
names
% of email body that is all-caps
# mentions
of brand
names
% of email body that is all-caps
# mentions
of brand
names
SVMs (support vector machines)
“*advanced* draw a line through it”
from sklearn.svm import SVC
model = SVC(kernel='poly', degree=2)
model.fit(X,y)
predicted = model.predict(z)
SVMs (support vector machines)
“*advanced* draw a line through it”
from sklearn.svm import SVC
model = SVC(kernel='rbf')
model.fit(X,y)
predicted = model.predict(z)
KNN
(k-nearest
neighbors)
KNN (k-nearest neighbors)
“what do similar cases look like?”
KNN (k-nearest neighbors)
“what do similar cases look like?”
k=1
KNN (k-nearest neighbors)
“what do similar cases look like?”
k=2
KNN (k-nearest neighbors)
“what do similar cases look like?”
figure credit: scikit-learn documentation
KNN (k-nearest neighbors)
“what do similar cases look like?”
k=1
KNN (k-nearest neighbors)
“what do similar cases look like?”
k=1
KNN (k-nearest neighbors)
“what do similar cases look like?”
k=2
KNN (k-nearest neighbors)
“what do similar cases look like?”
k=3
KNN (k-nearest neighbors)
“what do similar cases look like?”
figure credit: Burton DeWilde
KNN (k-nearest neighbors)
“what do similar cases look like?”
from sklearn.neighbors import NearestNeighbors
model = NearestNeighbors(n_neighbors=5)
model.fit(X,y)
predicted = model.predict(z)
Decision tree
learners
decision tree learners
make a flow chart of it
decision tree learners
make a flow chart of it
x < 3?
yes no
3
decision tree learners
make a flow chart of it
x < 3?
yes no
y < 4?
yes no
3
4
decision tree learners
make a flow chart of it
x < 3?
yes no
y < 4?
yes no
x < 5?
yes no
3 5
4
decision tree learners
make a flow chart of it
x < 3?
yes no
y < 4?
yes no
x < 5?
yes no
3 5
4
decision tree learners
make a flow chart of it
from sklearn.tree import DecisionTreeClassifier
model = DecisionTreeClassifier()
model.fit(X,y)
predicted = model.predict(z)
decision tree learners
make a flow chart of it
sklearn.tree.export_graphviz() +
pydot
decision tree learners
make a flow chart of it
Ensemble
models
(make a bunch of models and combine them)
bagging
split training set, train one model each, models “vote”
bagging
split training set, train one model each, models “vote”
bagging
split training set, train one model each, models “vote”
bagging
split training set, train one model each, models “vote”
new data
point
bagging
split training set, train one model each, models “vote”
new data
point
bagging
split training set, train one model each, models “vote”
new data
point
not
spam
spam
not
spam
bagging
split training set, train one model each, models “vote”
new data
point
not
spam
spam
not
spam
not
spam
Final
Answer:
bagging
split training set, train one model each, models “vote”
bagging
split training set, train one model each, models “vote”
other spins on this
other spins on this
Random Forest - like bagging, but at each split
randomly constrain features to choose from
other spins on this
Random Forest - like bagging, but at each split
randomly constrain features to choose from
Extra Trees - for each split, make it randomly, non-
optimally. Compensate by training a ton of trees
other spins on this
Random Forest - like bagging, but at each split
randomly constrain features to choose from
Extra Trees - for each split, make it randomly, non-
optimally. Compensate by training a ton of trees
Voting - combine a bunch of different models of your
design, have them “vote” on the correct answer.
other spins on this
Random Forest - like bagging, but at each split
randomly constrain features to choose from
Extra Trees - for each split, make it randomly, non-
optimally. Compensate by training a ton of trees
Voting - combine a bunch of different models of your
design, have them “vote” on the correct answer.
Boosting- train models in order, make the later ones
focus on the points the earlier ones missed
voting example
figure credit: scikit-learn documentation
other spins on this
Random Forest - like bagging, but at each split
randomly constrain features to choose from
Extra Trees - for each split, make it randomly, non-
optimally. Compensate by training a ton of trees
Voting - combine a bunch of different models of your
design, have them “vote” on the correct answer.
Boosting- train models in order, make the later ones
focus on the points the earlier ones missed
from sklearn.ensemble import BaggingClassifier
RandomForestClassifier
ExtraTreesClassifier
VotingClassifier
AdaBoostClassifier
GradientBoostingClassifier
which one do I
pick?
which one do I
pick?
try a few!
Nonlinear
decision
boundary
provide
probability
estimates
tell how important a
feature is to the model
Nonlinear
decision
boundary
provide
probability
estimates
tell how important a
feature is to the model
Logistic Regression no yes yes, if you scale
Nonlinear
decision
boundary
provide
probability
estimates
tell how important a
feature is to the model
Logistic Regression no yes yes, if you scale
SVMs yes, with kernel no no
Nonlinear
decision
boundary
provide
probability
estimates
tell how important a
feature is to the model
Logistic Regression no yes yes, if you scale
SVMs yes, with kernel no no
KNN yes kinda (percent of
nearby points)
no
Nonlinear
decision
boundary
provide
probability
estimates
tell how important a
feature is to the model
Logistic Regression no yes yes, if you scale
SVMs yes, with kernel no no
KNN yes kinda (percent of
nearby points)
no
Naïve Bayes yes yes no
Nonlinear
decision
boundary
provide
probability
estimates
tell how important a
feature is to the model
Logistic Regression no yes yes, if you scale
SVMs yes, with kernel no no
KNN yes kinda (percent of
nearby points)
no
Naïve Bayes yes yes no
Decision Tree yes no yes (number of times
that feature is used)
Nonlinear
decision
boundary
provide
probability
estimates
tell how important a
feature is to the model
Logistic Regression no yes yes, if you scale
SVMs yes, with kernel no no
KNN yes kinda (percent of
nearby points)
no
Naïve Bayes yes yes no
Decision Tree yes no yes (number of times
that feature is used)
Ensemble models yes kinda (% of models
that agree)
yes, depending on
component parts
Nonlinear
decision
boundary
provide
probability
estimates
tell how important a
feature is to the model
Logistic Regression no yes yes, if you scale
SVMs yes, with kernel no no
KNN yes kinda (percent of
nearby points)
no
Naïve Bayes yes yes no
Decision Tree yes no yes (number of times
that feature is used)
Ensemble models yes kinda (% of models
that agree)
yes, depending on
component parts
Boosted models yes kinda (% of models
that agree)
yes, depending on
component parts
can be updated with new
training data
easy to parallelize?
can be updated with new
training data
easy to parallelize?
Logistic Regression kinda kinda
can be updated with new
training data
easy to parallelize?
Logistic Regression kinda kinda
SVMs kinda, depending on kernel yes for some kernels,
no for others
can be updated with new
training data
easy to parallelize?
Logistic Regression kinda kinda
SVMs kinda, depending on kernel yes for some kernels,
no for others
KNN yes yes
can be updated with new
training data
easy to parallelize?
Logistic Regression kinda kinda
SVMs kinda, depending on kernel yes for some kernels,
no for others
KNN yes yes
Naïve Bayes yes yes
can be updated with new
training data
easy to parallelize?
Logistic Regression kinda kinda
SVMs kinda, depending on kernel yes for some kernels,
no for others
KNN yes yes
Naïve Bayes yes yes
Decision Tree no no (but it’s very fast)
can be updated with new
training data
easy to parallelize?
Logistic Regression kinda kinda
SVMs kinda, depending on kernel yes for some kernels,
no for others
KNN yes yes
Naïve Bayes yes yes
Decision Tree no no (but it’s very fast)
Ensemble models kinda, by adding new
models to the ensemble
yes
can be updated with new
training data
easy to parallelize?
Logistic Regression kinda kinda
SVMs kinda, depending on kernel yes for some kernels,
no for others
KNN yes yes
Naïve Bayes yes yes
Decision Tree no no (but it’s very fast)
Ensemble models kinda, by adding new
models to the ensemble
yes
Boosted models kinda, by adding new
models to the ensemble
no
Other quirks
Other quirks
SVMs have to pick a kernel
Other quirks
SVMs have to pick a kernel
KNN you need to define what “similarity” is in a good way.
fast to train, slow to classify (compared to other methods)
Other quirks
SVMs have to pick a kernel
KNN you need to define what “similarity” is in a good way.
fast to train, slow to classify (compared to other methods)
Naïve Bayes have to choose the distribution
can deal with missing data
Other quirks
SVMs have to pick a kernel
KNN you need to define what “similarity” is in a good way.
fast to train, slow to classify (compared to other methods)
Naïve Bayes have to choose the distribution
can deal with missing data
Decision Tree can provide literal flow charts
very sensitive to outliers
Other quirks
SVMs have to pick a kernel
KNN you need to define what “similarity” is in a good way.
fast to train, slow to classify (compared to other methods)
Naïve Bayes have to choose the distribution
can deal with missing data
Decision Tree can provide literal flow charts
very sensitive to outliers
Ensemble models less prone to overfitting than their component parts
Other quirks
SVMs have to pick a kernel
KNN you need to define what “similarity” is in a good way.
fast to train, slow to classify (compared to other methods)
Naïve Bayes have to choose the distribution
can deal with missing data
Decision Tree can provide literal flow charts
very sensitive to outliers
Ensemble models less prone to overfitting than their component parts
Boosted models many parameters to tweak
more prone to overfit than normal ensembles
most popular Kaggle winners use these
if this sounds cool
datascope.co/careers
thanks!
question time…
.cohttp:// @bjlange

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