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    Predictive Modeling Machine Learning

    Uploaded by

    Indra Sar
    Predictive modeling involves: 1. Using machine learning algorithms to extract patterns from historical data and use those patterns to make predictions on new data. 2. Statistical tools are used to summarize training data into an executable predictive model that can predict outcomes without relying on hard-coded rules. 3. Common machine learning algorithms like support vector machines, linear classifiers, and random forests are used to build predictive models from labeled training data and evaluate their performance on unlabeled test data.

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    © All Rights Reserved
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    Predictive Modeling Machine Learning

    Uploaded by

    Indra Sar
    38 views16 pages
    Predictive modeling involves: 1. Using machine learning algorithms to extract patterns from historical data and use those patterns to make predictions on new data. 2. Statistical tools are used to summarize training data into an executable predictive model that can predict outcomes without relying on hard-coded rules. 3. Common machine learning algorithms like support vector machines, linear classifiers, and random forests are used to build predictive models from labeled training data and evaluate their performance on unlabeled test data.

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    ML ML

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    ML

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    Predictive modeling involves: 1. Using machine learning algorithms to extract patterns from historical data and use those patterns to make predictions on new data. 2. Statistical tools are used to summarize training data into an executable predictive model that can predict outcomes without relying on hard-coded rules. 3. Common machine learning algorithms like support vector machines, linear classifiers, and random forests are used to build predictive models from labeled training data and evaluate their performance on unlabeled test data.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    38 views16 pages

    Predictive Modeling Machine Learning

    Uploaded by

    Indra Sar
    Predictive modeling involves: 1. Using machine learning algorithms to extract patterns from historical data and use those patterns to make predictions on new data. 2. Statistical tools are used to summarize training data into an executable predictive model that can predict outcomes without relying on hard-coded rules. 3. Common machine learning algorithms like support vector machines, linear classifiers, and random forests are used to build predictive models from labeled training data and evaluate their performance on unlabeled test data.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 16

    Predictive modeling

    ~= machine learning
    • Make predictions of outcome on new data

    • Extract the structure of historical data

    • Statistical tools to summarize the training data into


    a executable predictive model

    • Alternative to hard-coded rules written by experts


    type # rooms surface public trans
    (category) (int) (float m2) (boolean)

    Apartment 3 50 TRUE

    House 5 254 FALSE

    Duplex 4 68 TRUE

    Apartment 2 32 TRUE
    type # rooms surface public trans sold
    (category) (int) (float m2) (boolean) (float k€)

    Apartment 3 50 TRUE 450

    House 5 254 FALSE 430

    Duplex 4 68 TRUE 712

    Apartment 2 32 TRUE 234


    features target

    type # rooms surface public trans sold


    (category) (int) (float m2) (boolean) (float k€)

    Apartment 3 50 TRUE 450


    samples
    (train)

    House 5 254 FALSE 430

    Duplex 4 68 TRUE 712

    Apartment 2 32 TRUE 234


    features target

    type # rooms surface public trans sold


    (category) (int) (float m2) (boolean) (float k€)

    Apartment 3 50 TRUE 450


    samples
    (train)

    House 5 254 FALSE 430

    Duplex 4 68 TRUE 712

    Apartment 2 32 TRUE 234


    samples

    Apartment 2 33 TRUE ?
    (test)

    House 4 210 TRUE ?


    Training
    text docs
    images
    sounds
    transactions Machine
    Feature vectors Learning
    Algorithm

    Labels

    Model

    Predictive Modeling Data Flow


    Training
    text docs
    images
    sounds
    transactions Machine
    Feature vectors Learning
    Algorithm

    Labels

    New
    text doc
    Expected
    image Model
    Label
    sound
    transaction Feature vector

    Predictive Modeling Data Flow


    Predictive modeling
    in the wild

    Virality and readers Personalized


    Fraud detection
    engagement radios

    Inventory forecasting
    Predictive maintenance Personality matching
    & trends detection
    • Library of Machine Learning algorithms

    • Focus on established methods (e.g. ESL-II)

    • Open Source (BSD)

    • Simple fit / predict / transform API

    • Python / NumPy / SciPy / Cython

    • Model Assessment, Selection & Ensembles


    Train data
    model = ModelClass(**hyperparams)
    Model
    model.fit(X_train, y_train)
    Train labels

    Fitted
    Test data
    model

    Predicted labels

    Test labels Evaluation


    Train data
    model = ModelClass(**hyperparams)
    Model
    model.fit(X_train, y_train)
    Train labels

    Fitted
    Test data y_pred = model.predict(X_test)
    model

    Predicted labels

    Test labels Evaluation


    Train data
    model = ModelClass(**hyperparams)
    Model
    model.fit(X_train, y_train)
    Train labels

    Fitted
    Test data y_pred = model.predict(X_test)
    model

    Predicted labels

    Test labels Evaluation accuracy_score(y_test, y_pred)


    Support Vector Machine
    from sklearn.svm import SVC

    model = SVC(kernel="rbf", C=1.0, gamma=1e-4)

    model.fit(X_train, y_train)

    y_predicted = model.predict(X_test)

    from sklearn.metrics import f1_score


    f1_score(y_test, y_predicted)
    Linear Classifier
    from sklearn.linear_model import SGDClassifier

    model = SGDClassifier(alpha=1e-4,
    penalty="elasticnet")
    model.fit(X_train, y_train)

    y_predicted = model.predict(X_test)

    from sklearn.metrics import f1_score


    f1_score(y_test, y_predicted)
    Random Forests
    from sklearn.ensemble import RandomForestClassifier

    model = RandomForestClassifier(n_estimators=200)

    model.fit(X_train, y_train)

    y_predicted = model.predict(X_test)

    from sklearn.metrics import f1_score


    f1_score(y_test, y_predicted)

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