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AL3451 Machine Learning Lecture Notes 1

Linear regression is a statistical method used to summarize the relationship between a dependent variable and one or more independent variables. It finds the best fit linear relationship between the variables. The linear regression line provides the average relationship and best prediction of the dependent variable from the independent variables.

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0% found this document useful (0 votes)
609 views

AL3451 Machine Learning Lecture Notes 1

Linear regression is a statistical method used to summarize the relationship between a dependent variable and one or more independent variables. It finds the best fit linear relationship between the variables. The linear regression line provides the average relationship and best prediction of the dependent variable from the independent variables.

Uploaded by

jonej2005
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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RANDOM FORESIS
Komdem foveas S fewwmous Aslem omur

Set o ola dotod baloras to bha Sopersispd

tima to pwoun watod.

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to Impove

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Coneiu N etoetion toeas ad Second is

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Sele ct Tamdom K statisti c poins om tho

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3 choase coida
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ascoLiate wh te Selocked inosmatio,
whtch we Wwt to build

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UNITV
MACH INE
DESIer N AND ANALYSIS OF
LEARING1 ExPERIMENTS

MACHINE EAANG UFE CYCLE:

wachine leasning L) Wwodal mavagmat


vd the dolieng of highy performin model is ag
inportaut as ste inbiall boild af tha madol by
Checsing igh datosc
The Conapts asond modol retaining,
vmodel vrslorumg, medol daployment avd modol
ae the basia fos Wacuino Jaanina
monitong
operabiong tta holos tta data scence team
deliver models
Jeihy perbmaibg
The VSe of wacive lkaming tas ireaveL
Subeiontaly in enterpise dakeu awalysHa Scenaos

bo ertvact valvcble nsighs fom business


data
Hena it veny mporbant bo bae au
is
moclel,
elosyslem to build bhe maclel, boild
chase bat
Cempute performamce mebics and
perfomig wodel
The model waintenane plauys a Cntical ole
Once ohe mdal is deployed
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from EnggTree.com
waintonno EnggTree.com

ncwdes Wudol op to dao wl

thorve
Cavose of tino

Machne
poCes that Covons nht forn Shnco data
Dha
ldertfttotitn to ocol doolepranb, odal bploant
cd wodol wainteyamte. A.b
Cutire activitos fall tdon bw0 brood oteros
Mdal dondoprnant and ML modal
3uch as ML
bperotions .
has
ilke Mache 'ne Joanng iecp
fulnaing pdaos.
Podrness gual TdenbirfKabivo
ML Paotlorm framg
Data colo cti ondala pepoasig
feabune evqimaariog)
Madel doolop mant (Tracnimy, honimg, evaloahon
Medol doplogmant (Tnfesonee pautietion)
Mudol monionng
Busimaze qual
hane
An organizatim (oneidenig ML Shoobd
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Valie to be gaiet by Solbiog poblamy.
be abe to woasne bucimogS Vahe

qinst Speetfic bucimas Checties rd


Citeia
ML poo bem famig:
In this phase, tie bocinass
is fscmad podom
wachine daanng probem:
what Ls bhsend ad ohat shold be predicted
Cenoon labo oX
Delesm n
tenet Vanabla)
predict an
perormance and metna most be
optiizd is a key step in ttuis phae
DATA PRcESS IN G:

Training
acurabe ML wodel Tauine
data pooLsi3 to Convert data into a Ugabla
fusmat
Data poosig steps indoda Colleefion
prepasiag data and tahne aginaiog
the procoss cf oreing
ovd
tenshg, ertactirg
selectig vahablas fpfrarn
DEpU MENT r data
MODEL DEVSopMENT:
After a model is tso'ne, ned
evalwvoated and Valiolated we cau
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made Dhto the prodcbior. we can mabo predich os
and infeseress aqimat to modol .
MbDEL DEECopME N1 :
ouolopnads Consids modal
boudng, traming, toning awmd enlovat tn
Meolal building inclodas seotirng a
Pipelne tat aulomatog Tho build ,aim
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dotaset a haimng set is inplo rno nted la


boild p a mudol Lohile a test
les (or validotie) o
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Data set
Traming ostig Holdot mtfkod
Cooss Vadation

Data pesmitng

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Teatiro
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Cross Valudati on a techuqe. for eosvoir
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Sobeeks
mads
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Sereal ML

Use css - ldotien to doteck Ontthrg


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*Typs of CoDss Validatioy mbhods ana hold t.


k-fold and loave- Dvo -oot .
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ses, agd tte troining set and he testing dako
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the' haindng set only
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K-ld way bo impsne
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,Lets toba the Scanansics o s-fold Choss


lalidabior (K=s) Hene tha daloset 1s Splat Into
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tha first inesa cbion the firs+ fold is
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gkoep tthe fold fi os Validatior Sot and


Keap al remaining k-i folds in bhe (oS
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deied n l tha kases of CousSS Valldatio
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ve data polng gete to be
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Compojebien o .
4

A vardaut b t s wthod is to
divide te
h daln nto aa tes) and traing
Set K
dueeek
hrag times
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OVeY

Boolshapping:
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is wch mae
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ha idaa is bo use 1o obseed
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amplas Cau be drauon fono tha
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csti mated popolatior ad Tha Sampling
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stimoded.
boctstrap is ,faxibe and
* The
paur Statistial tool. fat an be used to quautty
ayeroaked wlth afiven estimato
or Satisial lsarng wmetfod
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*Por example iH ca an ostt mate
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ppose at olsh to Invag t a fixd


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lopo

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gies
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of tha
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SEMIPARAMETRIC BootTRAP:
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the
The
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y The Seniipaametic
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eplacement fro the Obseed ample ad than
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paTametic bocsapping assUmes thatte
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estimate the parameterg fm
tha daba Jae aud tan'
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is
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An ppc
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an

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EnggTree.com 26
A better eanch geilds a better raukod
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0nto ona o k classes.


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E- Test

When Smalt Sample si zo 130) 1s


Considelod the tests a Ye InappliCa ble
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a

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estimale.

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* Dogee fheodom (di): ey degue freedom
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7)i o . Thus'we e quen
a estkiction, hare bue qreedom asclaylcon

sf paeesbnm (dy) 1s denotad by


dagrea Nn-ki
~Cnu) r of and it jo given by
where mbe 4 lases and k:nmber
G indpenolent Constsains.
Mean
t- Test por gingle lome tfiom a
when te Gample Values eart distubetios
nor mal distwbtion
was worled ut by W. Gose tt
called JE a
One t- ohibutan
Lngortcnotely ee es not
litaibutions gor lauh
Ttere are feent t- tere a cwtain
I n:
diyunt Value the t- dshibution
t- distbuticn but it n: 43
Say trat te Vavable
Va
aliHle dit fuent we
t- s hibuton
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wt n
* Sappose
SipleEnggTree.com
random anpla
n rs drawn FAOm Population. if te epulaton
Paom which
tnple ks takan Pollow8
normal elsibution
random Vaiable

Folows tudeot's t. Disthibudion with n- ( deges


Pheclom
The Sample ean and the Sanple ghandard
dovicutien &.
umber Ree
choices lyt efter a ample Rtatutiu Suh as
is calcalated when you wse a b- lsiibasion so
Cstmabe a pppulation een,
Rqual bo onu los than
df. = n

I::Population s normal attougo thà alumpton


Can be relae
a. Random
St int erest.
Sample wo drauon Faom tuu Poplation
Based Lompari Son ealeulabecd Value
tuito tine thohe tial ' Vaue Prom he table,
we conclucle:

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EnggTree.com
&hape Steclen t's t stibudion

Prepertis Students t- Distaibudiorn lffent


difeent Por
4. vhe t- olistibudion s
deqtees fheeotom.
rte t- utibuton Cented at o and
2
dyrnmetnis about O.
3. The tolal lnler te
te leyt onel tie ea bo tae rogh t

magnibede ineeases t e gtaph


A3 te
Cpproae but hever

area tue
de taiks a tre t- lisibution is
tn tee tal[ te norma)
largor fan te area

utribution.
tte t- dstibuteon N olkpendent
6 qte 3hape
lnereales tiee cshibton
AS Sampe Siza
becomes Opprorimately nomal.
Tee Stand ard lewiaton } reater
than .
8
tre t- drstribufion
tails
Je
a hf greator than the area in the 6ails Of
Tuo Standayol norha listibution, betaue we

}ndsodueng further
an
estimate ot
Vaniabilety
q. e men, medlian , and mode fue t- ostaibution
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eual to
populor is ho) p
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o-efhcient Comelabin The
lation! Coe foy Test
Woma)
960 |:
|:962
O42 2
213|
251)
o25 totreodg lagnee
af
n
wonmal) te
ed dishobuon
Qre fofrocdan
r
to t a
dogsecs
f ous Vard too Vales Critical y
Valtag Citca) T-
numbeY&.
lore Lawg tue by claser
bo
get
values increOog
Sixe
n Sampe tte as
urve. olensity ma
l no
te toloser get luve
y teireasos In Sample tu'
EnggTree.com
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EnggTree.com
Shonat h of tto volahnship
desenbi
beean wo Vanad
CoYrolation
The Co-efdent tho clopo of
behemn wo Vana Ha
Yeopeslon
Vamabos aue bean andardiod
when bote
t a r moang aud aividing
Ssbhihgstandasod moang Or doation
\oy bolwaen
Comolation
rovg
mias one
plus
Casinptive
tohenSpecial dishhbutional assUmptiong
Shatisic, ho aboot t e Voaniates
wada
to be
whi ch
it is Calculated

Comelatien oefaens
fest fo
Rrmola
t r

with dagness
State moll and alemate hypotesis
Ho
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Ha p +0
EnggTree.com
Hee p Is tta popuation Comelatior
Lo-oftiedent
Stote tho Significanto davel.
the fest eatisttes of Corobhn
to-efHelent oith
aboe - dahod
above
brma
do's ion Use
Vale approach or tha p- Vale approach
Fnalty Stete tfe Conlgion
Me emar's Test:

It is a hon- paDamene tost


paired nomial data
Used for fmdimg a

chang ppportov for paired data


Compare tha
losciflers Dn N ideny om Sirgle tes
Sel

This testto Comp On


the porfomanca of bo caacihers
Lame test set
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This test
4
WomeY ohich A and B
wabe reehons

Me NOmarlg test applid to


taldes wtth ratchad pairs
conbigeny
Subjecs tro
datcm'a Lo haastta
warqial traayenu
tha and cdom
are oal.
malin ascUmptiong o test
The tfnoe

hominal aato
most
Juoo Oud one indopendent
ategones aud
toitt oo ConnoCted oops
Variabio

Tha grups im the dapendonb

Vatiabla be wohaly dosie


be sando Semple
k-flod Cv pained t Test:
we Use k- fold Validation to get
K
Tratnng Validoion set pais
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To traln the to classifi Cahsw

algoni ralming sots Ti;


K and test

Vali'dation Sek V;

Tha percantagu of
Vali'dation Gets
clossiers (On

oordod as p and p?
buo obgcifiahisn alguitims
daue Some eor rate, Hhon we expect
Jhoue Same
ttthem o
eruvalently,te differenca of tfair maansis
Tates
in
,The difperera
ld i as Ri =P-P tu's a paied
test
that is or each both aloithns
bhe Sone
Validaim Ses

k
(Pi-m)
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K -)
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*Undar coha hyoóllais ttok o,
have a Shatist t tat is 4- di'sibute
oith

Thos tte K-fold


veyecls
hyoteate ttat hwo Coasihcaton
lgonthns hoe ttha Sona emoy rate at
Biniicance toel
tta interval C-t K'ja K-)
we want o ast whaatter te
first aleosth Jhas dos ttan tha
Se cond maed a sidad hipofkasis
test :
Ho
the tegt
rejace, bur ca'
first
tal Ono bas
signhiant
Less is Sogprted
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ttat eah tegtstS


Advamteg
independon+
But bha
traeng set
oerlap
Tha
obtaimig a tood shat of to
moont of aiati on thab cooUld be
bbsene each tsang Set weno,

Completey imdoperelons f pnawia trau'mirg


tete

Vanana in
the t statisti ray
Somattas Uhalosastimaded, te maan he
eshimated
regu in t Valos
large

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