lars/FYS-STK4155
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

update

Browse Source
This commit is contained in:
Morten Hjorth-Jensen
2022-10-04 17:50:07 +02:00
parent ca80391647
commit e48ba29bba
225 changed files with 6376 additions and 4975 deletions
Download Patch File Download Diff File Expand all files Collapse all files
doc/LectureNotes/_build/html/chapter7.html
+146 -54
View File
@@ -7,8 +7,8 @@
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>10. Ensemble Methods: From a Single Tree to Many Trees and Extreme Boosting, Meet the Jungle of Methods &#8212; Applied Data Analysis and Machine Learning</title>
<link href="_static/css/theme.css" rel="stylesheet" />
<link href="_static/css/index.c5995385ac14fb8791e8eb36b4908be2.css" rel="stylesheet" />
<link href="_static/css/theme.css" rel="stylesheet">
<link href="_static/css/index.ff1ffe594081f20da1ef19478df9384b.css" rel="stylesheet">
<link rel="stylesheet"
@@ -31,31 +31,37 @@
<link rel="stylesheet" type="text/css" href="_static/panels-main.c949a650a448cc0ae9fd3441c0e17fb0.css" />
<link rel="stylesheet" type="text/css" href="_static/panels-variables.06eb56fa6e07937060861dad626602ad.css" />
<link rel="preload" as="script" href="_static/js/index.1c5a1a01449ed65a7b51.js">
<link rel="preload" as="script" href="_static/js/index.be7d3bbb2ef33a8344ce.js">
<script data-url_root="./" id="documentation_options" src="_static/documentation_options.js"></script>
<script src="_static/jquery.js"></script>
<script src="_static/underscore.js"></script>
<script src="_static/doctools.js"></script>
<script src="_static/togglebutton.js"></script>
<script src="_static/clipboard.min.js"></script>
<script src="_static/copybutton.js"></script>
<script>let toggleHintShow = 'Click to show';</script>
<script>let toggleHintHide = 'Click to hide';</script>
<script>let toggleOpenOnPrint = 'true';</script>
<script src="_static/togglebutton.js"></script>
<script>var togglebuttonSelector = '.toggle, .admonition.dropdown, .tag_hide_input div.cell_input, .tag_hide-input div.cell_input, .tag_hide_output div.cell_output, .tag_hide-output div.cell_output, .tag_hide_cell.cell, .tag_hide-cell.cell';</script>
<script src="_static/sphinx-book-theme.12a9622fbb08dcb3a2a40b2c02b83a57.js"></script>
<script src="_static/sphinx-book-theme.d59cb220de22ca1c485ebbdc042f0030.js"></script>
<script>const THEBE_JS_URL = "https://unpkg.com/thebe@0.8.2/lib/index.js"
const thebe_selector = ".thebe,.cell"
const thebe_selector_input = "pre"
const thebe_selector_output = ".output, .cell_output"
</script>
<script async="async" src="_static/sphinx-thebe.js"></script>
<script async="async" src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
<script>window.MathJax = {"options": {"processHtmlClass": "tex2jax_process|mathjax_process|math|output_area"}}</script>
<script defer="defer" src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
<link rel="index" title="Index" href="genindex.html" />
<link rel="search" title="Search" href="search.html" />
<link rel="next" title="11. Basic ideas of the Principal Component Analysis (PCA)" href="chapter8.html" />
<link rel="prev" title="9. Decision trees, overarching aims" href="chapter6.html" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<meta name="docsearch:language" content="en" />
<meta name="docsearch:language" content="None">
<!-- Google Analytics -->
</head>
<body data-spy="scroll" data-target="#bd-toc-nav" data-offset="80">
@@ -94,7 +100,7 @@ const thebe_selector_output = ".output, .cell_output"
</a>
</li>
</ul>
<p class="caption" role="heading">
<p aria-level="2" class="caption" role="heading">
<span class="caption-text">
About the course
</span>
@@ -116,7 +122,7 @@ const thebe_selector_output = ".output, .cell_output"
</a>
</li>
</ul>
<p class="caption" role="heading">
<p aria-level="2" class="caption" role="heading">
<span class="caption-text">
Review of Statistics with Resampling Techniques and Linear Algebra
</span>
@@ -133,7 +139,7 @@ const thebe_selector_output = ".output, .cell_output"
</a>
</li>
</ul>
<p class="caption" role="heading">
<p aria-level="2" class="caption" role="heading">
<span class="caption-text">
From Regression to Support Vector Machines
</span>
@@ -170,7 +176,7 @@ const thebe_selector_output = ".output, .cell_output"
</a>
</li>
</ul>
<p class="caption" role="heading">
<p aria-level="2" class="caption" role="heading">
<span class="caption-text">
Decision Trees, Ensemble Methods and Boosting
</span>
@@ -187,7 +193,7 @@ const thebe_selector_output = ".output, .cell_output"
</a>
</li>
</ul>
<p class="caption" role="heading">
<p aria-level="2" class="caption" role="heading">
<span class="caption-text">
Dimensionality Reduction
</span>
@@ -204,7 +210,7 @@ const thebe_selector_output = ".output, .cell_output"
</a>
</li>
</ul>
<p class="caption" role="heading">
<p aria-level="2" class="caption" role="heading">
<span class="caption-text">
Deep Learning Methods
</span>
@@ -281,7 +287,7 @@ const thebe_selector_output = ".output, .cell_output"
data-placement="left">.ipynb</button></a>
<!-- Download PDF via print -->
<button type="button" id="download-print" class="btn btn-secondary topbarbtn" title="Print to PDF"
onClick="window.print()" data-toggle="tooltip" data-placement="left">.pdf</button>
onclick="printPdf(this)" data-toggle="tooltip" data-placement="left">.pdf</button>
</div>
</div>
@@ -299,7 +305,7 @@ const thebe_selector_output = ".output, .cell_output"
</div>
<!-- Table of contents -->
<div class="d-none d-md-block col-md-2 bd-toc show">
<div class="d-none d-md-block col-md-2 bd-toc show noprint">
<div class="tocsection onthispage pt-5 pb-3">
<i class="fas fa-list"></i> Contents
@@ -395,7 +401,106 @@ const thebe_selector_output = ".output, .cell_output"
</div>
<div id="main-content" class="row">
<div class="col-12 col-md-9 pl-md-3 pr-md-0">
<!-- Table of contents that is only displayed when printing the page -->
<div id="jb-print-docs-body" class="onlyprint">
<h1>Ensemble Methods: From a Single Tree to Many Trees and Extreme Boosting, Meet the Jungle of Methods</h1>
<!-- Table of contents -->
<div id="print-main-content">
<div id="jb-print-toc">
<div>
<h2> Contents </h2>
</div>
<nav aria-label="Page">
<ul class="visible nav section-nav flex-column">
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#an-overview-of-ensemble-methods">
10.1. An Overview of Ensemble Methods
</a>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#bagging">
10.2. Bagging
</a>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#bagging-examples">
10.3. Bagging Examples
</a>
<ul class="nav section-nav flex-column">
<li class="toc-h3 nav-item toc-entry">
<a class="reference internal nav-link" href="#making-your-own-bootstrap-changing-the-level-of-the-decision-tree">
10.3.1. Making your own Bootstrap: Changing the Level of the Decision Tree
</a>
</li>
</ul>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#random-forests">
10.4. Random forests
</a>
<ul class="nav section-nav flex-column">
<li class="toc-h3 nav-item toc-entry">
<a class="reference internal nav-link" href="#compare-bagging-on-trees-with-random-forests">
10.4.1. Compare Bagging on Trees with Random Forests
</a>
</li>
</ul>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#boosting-a-bird-s-eye-view">
10.5. Boosting, a Bird’s Eye View
</a>
<ul class="nav section-nav flex-column">
<li class="toc-h3 nav-item toc-entry">
<a class="reference internal nav-link" href="#iterative-fitting-regression-and-squared-error-cost-function">
10.5.1. Iterative Fitting, Regression and Squared-error Cost Function
</a>
</li>
<li class="toc-h3 nav-item toc-entry">
<a class="reference internal nav-link" href="#iterative-fitting-classification-and-adaboost">
10.5.2. Iterative Fitting, Classification and AdaBoost
</a>
</li>
<li class="toc-h3 nav-item toc-entry">
<a class="reference internal nav-link" href="#adaptive-boosting-adaboost-basic-algorithm">
10.5.3. Adaptive boosting: AdaBoost, Basic Algorithm
</a>
</li>
</ul>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#gradient-boosting-basics-with-steepest-descent-functional-gradient-descent">
10.6. Gradient boosting: Basics with Steepest Descent/Functional Gradient Descent
</a>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#gradient-boosting-examples-of-regression">
10.7. Gradient Boosting, Examples of Regression
</a>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#gradient-boosting-classification-example">
10.8. Gradient Boosting, Classification Example
</a>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#xgboost-extreme-gradient-boosting">
10.9. XGBoost: Extreme Gradient Boosting
</a>
</li>
<li class="toc-h2 nav-item toc-entry">
<a class="reference internal nav-link" href="#regression-case">
10.10. Regression Case
</a>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div>
<div class="tex2jax_ignore mathjax_ignore section" id="ensemble-methods-from-a-single-tree-to-many-trees-and-extreme-boosting-meet-the-jungle-of-methods">
@@ -473,12 +578,11 @@ predictor, averaged over all <span class="math notranslate nohighlight">\(B\)</s
<div class="cell_output docutils container">
<div class="output traceback highlight-ipythontb notranslate"><div class="highlight"><pre><span></span><span class="gt">---------------------------------------------------------------------------</span>
<span class="ne">NameError</span><span class="g g-Whitespace"> </span>Traceback (most recent call last)
<span class="o">&lt;</span><span class="n">ipython</span><span class="o">-</span><span class="nb">input</span><span class="o">-</span><span class="mi">1</span><span class="o">-</span><span class="n">eface79dac2c</span><span class="o">&gt;</span> <span class="ow">in</span> <span class="o">&lt;</span><span class="n">module</span><span class="o">&gt;</span>
<span class="nn">Input In [1],</span> in <span class="ni">&lt;cell line: 2&gt;</span><span class="nt">()</span>
<span class="g g-Whitespace"> </span><span class="mi">1</span> <span class="n">heads_proba</span> <span class="o">=</span> <span class="mf">0.51</span>
<span class="ne">----&gt; </span><span class="mi">2</span> <span class="n">coin_tosses</span> <span class="o">=</span> <span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">rand</span><span class="p">(</span><span class="mi">10000</span><span class="p">,</span> <span class="mi">10</span><span class="p">)</span> <span class="o">&lt;</span> <span class="n">heads_proba</span><span class="p">)</span><span class="o">.</span><span class="n">astype</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">int32</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">3</span> <span class="n">cumulative_heads_ratio</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">cumsum</span><span class="p">(</span><span class="n">coin_tosses</span><span class="p">,</span> <span class="n">axis</span><span class="o">=</span><span class="mi">0</span><span class="p">)</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="mi">10001</span><span class="p">)</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">4</span> <span class="n">plt</span><span class="o">.</span><span class="n">figure</span><span class="p">(</span><span class="n">figsize</span><span class="o">=</span><span class="p">(</span><span class="mi">8</span><span class="p">,</span><span class="mf">3.5</span><span class="p">))</span>
<span class="g g-Whitespace"> </span><span class="mi">5</span> <span class="n">plt</span><span class="o">.</span><span class="n">plot</span><span class="p">(</span><span class="n">cumulative_heads_ratio</span><span class="p">)</span>
<span class="ne">NameError</span>: name &#39;np&#39; is not defined
</pre></div>
@@ -1445,54 +1549,42 @@ sketch for efficient proposal calculation. It introduces a novel sparsity-aware
</div>
<div class='prev-next-bottom'>
<div id="prev">
<a class="left-prev" href="chapter6.html" title="previous page">
<i class="prevnext-label fas fa-angle-left"></i>
<div class="prevnext-info">
<p class="prevnext-label">previous</p>
<p class="prevnext-title"><span class="section-number">9. </span>Decision trees, overarching aims</p>
</div>
</a>
<!-- Previous / next buttons -->
<div class='prev-next-area'>
<a class='left-prev' id="prev-link" href="chapter6.html" title="previous page">
<i class="fas fa-angle-left"></i>
<div class="prev-next-info">
<p class="prev-next-subtitle">previous</p>
<p class="prev-next-title"><span class="section-number">9. </span>Decision trees, overarching aims</p>
</div>
</a>
<a class='right-next' id="next-link" href="chapter8.html" title="next page">
<div class="prev-next-info">
<p class="prev-next-subtitle">next</p>
<p class="prev-next-title"><span class="section-number">11. </span>Basic ideas of the Principal Component Analysis (PCA)</p>
</div>
<div id="next">
<a class="right-next" href="chapter8.html" title="next page">
<div class="prevnext-info">
<p class="prevnext-label">next</p>
<p class="prevnext-title"><span class="section-number">11. </span>Basic ideas of the Principal Component Analysis (PCA)</p>
</div>
<i class="prevnext-label fas fa-angle-right"></i>
</a>
</div>
<i class="fas fa-angle-right"></i>
</a>
</div>
</div>
</div>
<footer class="footer">
<div class="container">
<p>
By Morten Hjorth-Jensen<br/>
&copy; Copyright 2021.<br/>
</p>
</div>
</footer>
<p>
By Morten Hjorth-Jensen<br/>
&copy; Copyright 2021.<br/>
</p>
</footer>
</main>
</div>
</div>
<script src="_static/js/index.1c5a1a01449ed65a7b51.js"></script>
<script src="_static/js/index.be7d3bbb2ef33a8344ce.js"></script>
</body>
</html>