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Morten Hjorth-Jensen
2024-11-23 22:44:33 +01:00
parent c3fac15bef
commit af7737872c
6 changed files with 271 additions and 303 deletions
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@@ -38,13 +38,14 @@ o Readings and Videos:
The algorithm described here can be applied to both classification and regression problems.
We will grow of forest of say $B$ trees.
o For $b=1:B$
* For $b=1:B$
o Draw a bootstrap sample from the training data organized in our $\bm{X}$ matrix.
o We grow then a random forest tree $T_b$ based on the bootstrapped data by repeating the steps outlined till we reach the maximum node size is reached
o we select $m \le p$ variables at random from the $p$ predictors/features
o pick the best split point among the $m$ features using for example the CART algorithm and create a new node
o split the node into daughter nodes
o Output then the ensemble of trees $\{T_b\}_1^{B}$ and make predictions for either a regression type of problem or a classification type of problem.
Finally we output then the ensemble of trees $\{T_b\}_1^{B}$ and make predictions for either a regression type of problem or a classification type of problem.
@@ -925,22 +926,21 @@ o Not discussed: Principal Component Analysis to reduce the number of features.
!split
===== Machine learning =====
The following topics will be covered
o Linear methods for regression and classification:
* Linear methods for regression and classification:
o Ordinary Least Squares
o Ridge regression
o Lasso regression
o Logistic regression
o Neural networks and deep learning:
* Neural networks and deep learning:
o Feed Forward Neural Networks
o Convolutional Neural Networks
o Recurrent Neural Networks
o Decisions trees and ensemble methods:
* Decisions trees and ensemble methods:
o Decision trees
o Bagging and voting
o Random forests
o Boosting and gradient boosting
o Not discussed this year: Support vector machines
* Not discussed this year: Support vector machines
o Binary classification and multiclass classification
o Kernel methods
o Regression
@@ -1011,43 +1011,41 @@ o Based on your results, feedback loop to earliest possible point
!split
===== Choose a Model and Algorithm =====
o Supervised?
o Start with the simplest model that fits your problem
o Start with minimal processing of data
* Supervised?
* Start with the simplest model that fits your problem
* Start with minimal processing of data
!split
===== Preparing Your Data =====
o Shuffle your data
o Mean center your data
* Shuffle your data
* Mean center your data
* Why?
o Normalize the variance
* Normalize the variance
* Why?
o _Whitening_
* _Whitening_
* Decorrelates data
* Can be hit or miss
o When to do train/test split?
* When to do train/test split?
!split
===== Which activation and weights to choose in neural networks =====
o RELU? ELU? GELU? etc
o Sigmoid or Tanh?
o Set all weights to 0?
* Terrible idea
o Set all weights to random values?
* Small random values
* RELU? ELU? GELU? etc
* Sigmoid or Tanh?
* Set all weights to 0? Terrible idea
* Set all weights to random values? Small random values
!split
===== Optimization Methods and Hyperparameters =====
o Stochastic gradient descent
o Stochastic gradient descent + momentum
o State-of-the-art approaches:
* RMSProp
* Adam
* and more
* Stochastic gradient descent
* Stochastic gradient descent + momentum
* State-of-the-art approaches:
o RMSProp
o Adam
o and more
Which regularization and hyperparameters? $L_1$ or $L_2$, soft
classifiers, depths of trees and many other. Need to explore a large