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Modernizing data description

Illumination

In the recent times, few words (like Robotics, Artificial Intelligence, Analytics, Data Mining, Machine Learning, etc.) are powerful (sometime confusing) in IT industry.

In this competitive world, it is highly important for any software engineer to understand the concepts and usage of the emerging fields. Itz essential to survive in the rapid growth IT industry.

Based on my (l)earning through the premium technology institute and related work experience, I'm writing this article with the strong fundamentals and concepts around it.

Key Areas

In my view, these emerging fields are categorized into 4 key areas. Letz see them in details:

1. Statistics

We all know that Statistics is a study of how to collect, organizes, analyze, and interpret numerical information from data. Statistics can slip into two taxonomy namely:

1. Descriptive Statistics

2. Inferential Statistics


Descriptive statistics involves method of organizing, summering and picturing information from data. Familiar examples are Tables, Graphs, Averages. Descriptive statistics usually involve measures of central tendency (mean, median, mode) and measures of dispersion (variance, standard deviation, etc.)

Inferential statistics invokes method of using information from sample to draw conclusion about the population. Common terminologies are "Margin of error", "Statically Significant".


2. Artificial Intelligence (AI)

AI is a broad term referring to computers and systems that are capable of essentially coming up with solutions to problems on their own. The solutions aren’t hard-coded into the program; instead, the information needed to get to the solution is coded and AI (used often in medical diagnostics) uses the data and calculations to come up with a solution on its own.
As depicted above, AI is the super set of the listed components and so itz a vast area to explore.

3. Machine Learning (ML)

Machine learning is capable of generalizing information from large data sets, and then detects and extrapolates patterns in order to apply that information to new solutions and actions. Obviously, certain parameters must be set up at the beginning of the machine learning process so that the machine is able to find, assess, and act upon new data


4. Data Mining

Data mining is an integral part of coding programs with the information, statistics, and data necessary for AI to create a solution


In the traditional reporting model, the data source is retrospective to look back and examines the exposure of the existing information. Descriptive analytics are useful because they allow us to learn from past behaviors, and understand how they might influence future outcomes.

Inter Connectivity

On connecting the dots of the above said 4 platforms, Artificial Intelligence is the foundation which is followed by Machine Learning, Statistics and Data Mining, chronologically. In simple term, AI (Artificial Intelligence) is the super set of all paradigm.


Artificial Intelligence is a science to develop a system or software to mimic human to respond and behave in a circumference.

Evolution of Statistics, AI, ML and Data Mining is depicted in the below chart.


Need of Chat Bot

On analyzing where people really spend time, you’ll probably get the details where the users are. Chat Bot is the low hanging fruit in terms of business & technical opportunity.

A Chat Bot can be easily built into any major commonly used chat product like Facebook Messenger or Slack. Latest industry data indicates that the end users reached more usage band of messenger apps than social networks, as depicted below:



We've another dimension of Messenger App usage. According to Statista, most popular global mobile messenger apps usage is pointed below, as of April 2016. Itz based on number of monthly active users (in millions).


Next Gen - Messaging

If you think about your daily interactions online, it won’t be that surprising – you use Slack or Skype to communicate with your colleagues at work, you talk to your closest friends on Facebook in Messenger, you probably have several chats with different groups of your friends depending on interests etc.



Chat Bots shift the shopping experience from browsing (web/retail stores) to recommendation. Bots learn about you, much like a trusted friend or personal shopper.

Chat Bot in Business

In Artificial Intelligence, Chat Bot plays a key tool by providing feedback to users on purchases with customer service agents on hand to provide further assistance.

In China, not only is WeChat used by close to two thirds of 16-24 year-old online consumers, but the service has capitalized on its massive market share by offering functionality well beyond simple messaging by attempting to insert itself into as many stations along the purchase journey as possible.

As the major part of digital consumers’ purchase journeys and online lives, Chat Bot will need to be non-intrusive, obviously beneficial to the user and, perhaps most importantly, present themselves as an honest assistant, not an advertisement in disguise.

As the summation of my analysis, 2 key business benefits of Chat Bot usage:

1. High automation in manual contact center business; leads to drastic cost reduction

2. Continuous improvement (on usage) is possible with the usage of Machine Learning in AI intelligent Chat Bot

Conclusion

What you research today may eventually underpin how you deploy a successful Chat Bot application for your business sooner rather than later once all the kinks get worked out. Get ready, folks !!

The Deception of Supervised Learning

Do models or offline datasets ever really tell us what to do? Most application of supervised learning is predicated on this deception.

By Zachary Chase Lipton, UCSD.

 comments

Imagine you're a doctor tasked with choosing a cancer therapy. Or a Netflix exec tasked with recommending movies. You have a choice. You could think hard about the problem and come up with some rules. But these rules would be overly simplistic, not personalized to the patient or customer. Alternatively, you could let the data decide what to do!

The ability to programmatically make intelligent decisions by learning complex decision rules from big data is a primary selling point of machine learning. Leaps forward in the predictive accuracy of supervised learning techniques, especially deep learning, now yield classifiers that outperform human predictive accuracy on many tasks. We can guess how an individual will rate a movie, classify images, or recognize speech with jaw-dropping accuracy. So why not make our services smart by letting the data tell us what to do?

Here's the rub.

While the supervised paradigm is but one of several in the machine learning canon, nearly all machine learning deployed in the real world amounts to supervised learning. And supervised learning methods doesn't tell us to doanything. That is, the theory and conception of supervised learning addresses pattern recognition but disregards the notion of interaction with an environment altogether.

[Quick crash course: in supervised learning, we collect a dataset of input-output (X,Y) pairs. The learning algorithm then uses this data to train a model. This model is simply a mapping from inputs to outputs. Now given a new input (such as a [drug,patient] pair), we can predict a likely output (say, 5-year survival). We determine the quality of the model by assessing its performance (say error rate or mean squared error) on hold-out data.]

Now suppose we train a model to predict 5-year survival given some features of the patient and the assigned treatment protocol. The survival model that we train doesn't know why drug A was prescribed to some patients and not others. And it has no way of knowing what will happen when you apply drug A to patients who previously wouldn't have received it. That's because supervised learning relies on the i.i.d. assumption. In short, this means that we expect the future data to be distributed identically like the past. With respect to temporal effects, we assume is that the distribution of data is stationary. But when we introduce a decision protocol based on a machine learning model to the world, we change the world, violating our assumptions. We alter the distribution of future data and thus should expect to invalidate our entire model.

For some tasks, like speech recognition, these concerns seem remote. Use of a voice transcription tool might not, in the short run, change how we speak. But in more dynamic decision-making contexts, the concerns should be paramount. For example, Rich Caruana of Microsoft Research showed a real-life model trained to predict risk of death for pneumonia patients. Presumably this information could be used to aid in triage. The model however, showed that asthma was predictive of lower risk. This was a true correlation in the data, but it owed to the more aggressive treatment such co-morbid patients received. Put simply, a researcher taking actions based on this information would be mistaking correlation for causation. And if a hospital used the risk score for triage, they would actually recklessly put the asthma patients at risk, thus invalidating the learned model model.

Supervised models can't tell us what to do because they fundamentally ignore the entire idea of an action. So what do people mean when they say that they act based on a model? Or when they say that the model (or the data) tells them what to do? How is Facebook's newsfeed algorithm curating stories? How is Netflix's recommender system curating movies?

Usually this means that we strap on some ad-hoc decision protocol to a predictive model. Say we have a model that takes a patient and a drug and predicts the probability of survival. A typical ad hoc rule might say that we should give the drug that maximizes the predicted probability of survival.

But this classifier is contingent on the historical standard of care. For one drug, a model might predict better outcomes because the drug truly causes better outcomes. But for others causality might be reversed, or the association might owe to unobserved factors. These kinds of actions encode ungrounded assumptions mistaking correlative association for causal relationships. While oncologists are not so reckless as to employ this reasoning willy-nilly, it's precisely the logic that underlies less consequential recommender systems all over the internet. Netflix doesn't account for how its recommendations influence your viewing habits, and Facebook's algorithms likely don't account for the effects of curation on reader behavior.

The failure to account for causality or interaction with the environment are but two among many deceptions underlying the modern use of supervised learning. Other, less fundamental, issues abound. For example, we often optimize surrogate objectives that only faintly resemble our true objectives. Search engines assume that mouse clicks indicate accurately answered queries. This means that when, in a momentary lapse of spine, you click on a celebrity break-up story after searching for an egg-salad recipe, the model registers a job a well done.

Some other issues to heap on the laundry list of common deceptions:

• Disregarding real-life cost-sensitivity
• Erroneous interpretation of predicted probabilities as quantifications of uncertainty
• Ignoring differences between constructed training sets and real world data

The overarching point here is that problem formulation for most machine learning systems can be badly mismatched against the real-world problems we're trying to solve. As detailed in my recent paper, The Mythos of Model Interpretability, it's this mismatch that leads people to wonder whether they can "trust" machine learning models.

Some machine learners suggest that the desire for an interpretation will pass - that it reflects an unease which will abate if the models are "good enough". But good enough at what? Minimizing cross-entropy loss on a surrogate task on a toy-dataset in a model that fundamentally ignores the decision-making process for which a model will be deployed? The suggestion is naive, but understandable. It reflects the years that many machine learners have spent single-mindedly focused on isolated tasks like image recognition. This focus was reasonable because these offline tasks were fundamental obstacles themselves, even absent the complication of reality. But as a result, reality is a relatively new concept to a machine learning community that increasingly rubs up against it.

So where do we go from here?

Model Interpretability

One solution is to go ahead and throw caution to the wind but then to interrogate the models to see if they're behaving acceptably. These efforts seek to interpret models to mitigate the mismatch between real and optimized objectives. The idea behind most work in interpretability is that in addition to the predictions required by our evaluation metrics, models should yield some additional information, which we term an interpretation. Interpretations can come in many varieties, notably transparency and post-hoc interpretability. The idea behind transparency is that we can introspect the model and determine precisely what it's doing. Unfortunately, the most useful models aren't especially transparent. Post-hoc interpretations, on the other hand, address techniques to extract explanations, even those from models we can't quite introspect. In the Mythos paper (https://arxiv.org/abs/1606.03490), I offer a broad taxonomy of both the objectives and techniques for interpreting supervised models.

Upgrade to More Sophisticated Paradigms of Learning

Another solution might be to close the gap between the real and modeled objectives. Some problems, like cost sensitivity, can be addressed within the supervised learning paradigm. Others, like causality, might require us to pursue fundamentally more powerful models of learning. Reinforcement learning (RL), for example, directly models an agent acting within a sequential decision making process. The framework captures the causal effects of taking actions and accounts for a distribution of data that changes per modifications to the policy. Unfortunately, practical RL techniques for sequential decision-making have only been reduced to practice on toy problems with relatively small action-spaces. Notable advances include Google Deepmind's Atari and Go-playing agents.

Several papers by groups including Steve Young's lab at Cambridge (paper), the research team at Montreal startup Maluuba (arxiv.org/abs/1606.03152), and my own work with Microsoft Research's Deep Learning team (arxiv.org/abs/1608.05081), seek to extend this progress into the more practically useful realm of dialogue systems.

Using RL in critical settings like medical care poses its own thorny set of problems. For example, RL agents typically learn by exploration. You could think of exploration as running an experiment. Just like a doctor might run a randomized trial, the RL agent periodically takes randomized actions, using the information gained to guide continued improvement of its policy. But when is it OK to run experiments with human subjects? To do any research on human subjects, even the most respected researchers are required to submit to an ethics board. Can we then turn relatively imbecilic agents loose to experiment on human subjects absent oversight?

Conclusions

Supervised learning is simultaneously unacceptable, inadequate, and yet, at present, the most powerful tool at our disposal. While it's only reasonable to pillory the paradigm with criticism, it remains nonetheless the most practically useful tool around. Nonetheless I'd propose the following takeaways:

1. We should aspire to unseat the primacy of strictly supervised solutions. Improvements in reinforcement learning offer a promising alternative.
2. Even within the supervised learning paradigm, we should work harder to eliminate those flaws of problem formulation that are avoidable.
3. We should remain suspicious of the behavior of live systems, and devise mechanisms to both understand them and provide guard-rails to protect against unacceptable outcomes.

Zachary Chase Lipton is a PhD student in the Computer Science Engineering department at the University of California, San Diego. He is interested in both theoretical foundations and applications of machine learning. In addition to his work at UCSD, he has interned at Microsoft Research Labs and as a Machine Learning Scientist at Amazon, and is a Contributing Editor at KDnuggets.

Related:

• The Hard Problems AI Can’t (Yet) Touch
• Does Deep Learning Come from the Devil?
• MetaMind Competes with IBM Watson Analytics and Microsoft Azure Machine Learning
• Deep Learning and the Triumph of Empiricism
• The Myth of Model Interpretability
• (Deep Learning’s Deep Flaws)’s Deep Flaws
• Data Science’s Most Used, Confused, and Abused Jargon

Start-up of the week: Instalocate- A chatbot that claims to make your travel more comfortable!

Img Source: Instalocate | www.instalocate.com

Did you know that every time your flight gets delayed your airlines owes you a compensation? Have you ever been denied boarding because the flight was overbooked? Are you aware of your rights as a flyer? Many a times we overlook on these issues and incur heavy losses, but not anymore. The one company founded by Stanford University and Indian Institute of Management (IIM) alumni in June 2016, is building an AI powered travel assistant just for you!

Instalocate– the name as it goes by – promises to watch all that for you by building a cutting-edge technology that can solve all your travel problems and make your journey comfortable. No more panicking and rushing to the airline counters, standing in long queues or calling the customer care if your flight gets delayed or baggages do not come on time! Instalocate promises to constantly monitor your travel and predict and solve the travel problems.

Not just that, it would also protect your rights as a customer and go after airlines to get your due compensation in case of any mishap.

How wonderful is that? Having a digital personal assistant that can make your journey comfortable and be always there to answer all your questions in an instant!

Talking to AIM, one of its founders Pallavi Singh revealed that the idea of Instalocate was conceived out of all the unfortunate incidences that she and her husband had personally faced.

“Anything that can go wrong has gone wrong with us. Flights have gotten delayed, we have missed connections, baggage was lost. And that’s when we realised that, most of the travel apps are working in pre-booking and there is no one to help you when things like this go wrong. Dealing with the airlines was the biggest nightmare amidst this”, she said.

And that’s how the journey to Instalocate took off with an idea of building an assistant which could help during the travel woes and deals with the airline on your behalf. Pallavi confesses “At so many times, we felt so frustrated with the airlines that we wanted to sue them for compensation, for all the trouble we went through. But we never did- mainly because we never had the time to deal with the airlines.”

With Instalocate, all you have to do is share your flight details and it will predict when you might need something and would send the contextual information automatically. Just ask your assistant anything from your flight status to the free Wi-Fi availability in the airport! That’s not all, if your family is worried about you, the assistant can pinpoint your exact location in the air. They don’t have to anxiously wait outside the airport checking their phones again and again! After reaching your destination, your cab will be waiting for you.

How is all of it achieved? Talking about the integration of artificial intelligence to Instalocate, Pallavi said “It is a predictive engine which will predict when the airlines owe you compensation. Unlike others we don’t wait for you to search for that information rather we will bring it to you. We are also building in-house NLP which makes it easier for an end user to talk to us, just as they would talk to a friend.”

There is no doubt that the bot has been received well by its users. “We have only launched our first product and the people are loving it”, marked Pallavi. Citing a use case, she said “One of our power users recently got 800 dollars from British Airways for flight delay with the help of Instalocate.”

However, the journey to its popularity was not easy. Pallavi notes that making was not as challenging as marketing. “Bots is still a new concept for people and popularizing it is a big problem”, she added.

Well, despite the challenges, Instalocate has done quite well for itself and is growing at a rate of 60 month over month with a pretty high retention rate. 

This digital personal assistant is available to make your journey comfortable and answer your questions in an instant. Talk to Instalocate within facebook at m.me/instalocate for a hassle-free travel now. There is no need to install the app separately, which adds to the many perks this travel bot has!

The 7 Steps of a Data Project

By Alivia Smith, User Marketing Manager - Dataiku

It’s hard to know where to start once you’ve decided that yes, you want to become more data-driven. Just looking at all the technologies you have to understand and all the languages you’re supposed to master is enough to make your dizzy.

Well, building your first data project is actually not that hard. And yes, Dataiku DSS helps, but what will really helps you is understanding the data science process. Becoming data driven is about this: knowing the basic steps and following them to go from raw data to building a machine learning model.

The steps to complete a data project have been conceptualized a while ago as the KDD process (forKnowledge Discovery in Databases), and made popular with lots of vintage looking graphs like this one.

This is our take on the steps of a data project in this awesome age of big data!

STEP 1: UNDERSTAND THE BUSINESS

Understanding the business is the key to assuring the success of your data project. To motivate the different actors necessary to getting your project from design to production, your project must be the answer to a clear business need. So before you even think about the data, go out and talk to the people who could need to make their processes or their business better with data. Then sit down and define a timeline and concrete indicators to measure. I know, processes and politics seem boring, but in the end, they turn out to be quite useful!

If you’re working on a personal project, playing around with a dataset or an API, this may seem irrelevant. It’s not. Just downloading a cool open data set is not enough. I can’t tell you how many cool datasets I downloaded and never did anything with… So settle on a question to answer, or a product to build!

STEP 2: GET YOUR DATA

Once you’ve gotten your goal figured out, it’s time to start looking for your data. Mixing and merging data from as many data sources as possible is what makes a data project great, so look as far as possible.

Here are a few ways to get yourself some data:

• Connect to a database: ask your data and IT teams for the data that’s available, or open your private database up, and start digging through it, and understanding what information your company has been collecting.
• Use APIs: think of the APIs to all the tools your company’s been using, and the data these guys have been collecting. You have to work on getting these all set up so you can use those email open/click stats, the information your sales team put in Pipedrive or Salesforce, the support ticket somebody submitted, etc. If you’re not an expert coder, plugins in DSS give you lots of possibilities to bring in external data!
• Look for open data: the Internet is full of datasets to enrich what you have with extra information; census data will help you add the average revenue for the district where your user lives, or open street maps can show you how many coffee shops are on his street. A lot of countries have open data platforms (like data gov in the US). If you’re working on a fun project outside of work, these open data sets are also an incredible resource! Check out kaggle, or this github with lots of datasets for example
• Use more APIs: another great way to start a personal project is to make it super personal by working on your own data! You can connect to your social media tools, like twitter, or facebook, to analyze your followers and friends. It’s extremely easy to set up these connections with tools like ifttt. For example, I have a bunch of recipes that collect the music I listen to, the places I visit, my steps and the kilometers I run, the contacts I add, etc. And this can be useful for businesses as well! You can analyze very interesting trends on twitter, or even monitor the competition.

STEP 3: EXPLORE AND CLEAN YOUR DATA

(AKA the dreaded preprocessing step that typically takes up 80% of the time dedicated to a data project)

Once you’ve gotten your data, it’s time to get to work on it! Start digging to see what you’ve got and how you can link everything together to answer your original goal. Start taking notes on your first analyses, and ask questions to business people, or the IT guys, to understand what all your variables mean! Because not everyone will get that c06xx is a product category referring to something awesome.

Once you understand your data, it’s time to clean it! You’ve probably noticed that even though you have a country feature for instance, you’ve got different spellings, or even missing data. It’s time to look at every one of your columns to make sure your data is homogeneous and clean.

Warning! This is probably the longest, most annoying step of your data project. Data scientists report data cleaning is about 80% of the time spent on a project. So it’s going to suck a little bit. Luckily, tools like Dataiku DSS can make this much faster!

STEP 4: ENRICH YOUR DATASET

Now that you’ve got clean data, it’s time to manipulate it to get the most value out of it. This is the time to join all your different sources, and group logs, to get your data down to the essential features.

You’ll then start manipulating the data to extract lots of valuable features. For example, getting a country and even a town out of a visitor’s IP address. Extracting time of day, or week of year from your dates to get something more meaningful.

The possibilities are pretty much endless, and you’ll get a pretty good idea by scrolling through Dataiku DSS’s processors in the Lab of the operations you can execute.

STEP 5: BUILD VISUALISATIONS

You now have a nice dataset (or maybe several), so this is a good time to start exploring it by building graphs. When you’re dealing with large volumes of data, they’re the best way to explore and communicate your findings.

You’ll find lots of tools available that make this step fun to prepare and to receive. The tricky part is always to be able to dig into your graphs to answer any question somebody would have about an insight. That’s when the data preparation comes in handy: you’re the guy who did the dirty work so you know the data like the palm of your hand!

If this is the final step of your project, it’s important to use APIs and plugins so you can push those insights to where your end users want to have them. So get integrated with their tools!

Your graphs don’t have to be the end of your project though. They’re a way to uncover more trends that you want to explain. They’re also a way to develop more interesting features. For example, by putting your data points on a map you could perhaps notice that specific geographic zones are more telling than specific countries or cities.

STEP 6: GET PREDICTIVE

By working with clustering algorithms (aka unsupervised), you can build models to uncover trends in the data that were not distinguishable in graphs and stats. These create groups of similar events (or clusters) and more or less explicitly express what feature is decisive in these results. Tools like Dataiku DSS help beginners run basic open source algorithms easily in clickable interfaces.

More advanced data scientists can then go even further and predict future trends with supervised algorithms. By analyzing past data, they find features that have impacted past trends, and use them to build predictions. More than just gaining knowledge, this final step can lead to building whole new products and processes. To get these in production though, you’ll need the intervention of data scientists and engineers, but it’s important to understand the process so all the parties involved (business users and analysts as well), will be able to understand what comes out in the end.

STEP 7: ITERATE

The main goal in any business project is to prove it’s effectiveness as fast as possible to justify, well, your job. Data projects are the same. By gaining time on data cleaning and enriching, you can go to the end of the project fast and get your first results. These first insights will be a great start to uncover more necessary cleaning, to develop more features in order to continuously improve results and model outputs.

Now that you’ve got the skills, get started right now by building projects in Dataiku DSS!

Approaching (Almost) Any Machine Learning Problem

An average data scientist deals with loads of data daily. Some say over 60-70% time is spent in data cleaning, munging and bringing data to a suitable format such that machine learning models can be applied on that data. This post focuses on the second part, i.e., applying machine learning models, including the pre-processing steps. The pipelines discussed in this post come as a result of over a hundred machine learning competitions that I’ve taken part in. It must be noted that the discussion here is very general but very useful and there can also be very complicated methods which exist and are practiced by professionals.

We will be using python!

Data

Before applying the machine learning models, the data must be converted to a tabular form. This whole process is the most time consuming and difficult process and is depicted in the figure below.





The machine learning models are then applied to the tabular data. Tabular data is most common way of representing data in machine learning or data mining. We have a data table, rows with different samples of the data or X and labels, y. The labels can be single column or multi-column, depending on the type of problem. We will denote data by X and labels by y.

Types of labels

The labels define the problem and can be of different types, such as:
Single column, binary values (classification problem, one sample belongs to one class only and there are only two classes)
Single column, real values (regression problem, prediction of only one value)
Multiple column, binary values (classification problem, one sample belongs to one class, but there are more than two classes)
Multiple column, real values (regression problem, prediction of multiple values)
And multi label (classification problem, one sample can belong to several classes)
Evaluation Metrics

For any kind of machine learning problem, we must know how we are going to evaluate our results, or what the evaluation metric or objective is. For example in case of a skewed binary classification problem we generally choose area under the receiver operating characteristic curve (ROC AUC or simply AUC). In case of multi-label or multi-class classification problems, we generally choose categorical cross-entropy or multiclass log loss and mean squared error in case of regression problems.

I won’t go into details of the different evaluation metrics as we can have many different types, depending on the problem.
The Libraries

To start with the machine learning libraries, install the basic and most important ones first, for example, numpy and scipy.
To see and do operations on data: pandas (http://pandas.pydata.org/)
For all kinds of machine learning models: scikit-learn (http://scikit-learn.org/stable/)
The best gradient boosting library: xgboost (https://github.com/dmlc/xgboost)
For neural networks: keras (http://keras.io/)
For plotting data: matplotlib (http://matplotlib.org/)
To monitor progress: tqdm (https://pypi.python.org/pypi/tqdm)

I don’t use Anaconda (https://www.continuum.io/downloads). It’s easy and does everything for you, but I want more freedom. The choice is yours.
The Machine Learning Framework

In 2015, I came up with a framework for automatic machine learning which is still under development and will be released soon. For this post, the same framework will be the basis. The framework is shown in the figure below:


A FRAMEWORK FOR MACHINE LEARNING COMPETITIONS, AUTOML WORKSHOP, INTERNATIONAL CONFERENCE ON MACHINE LEARNING 2015.

In the framework shown above, the pink lines represent the most common paths followed. After we have extracted and reduced the data to a tabular format, we can go ahead with building machine learning models.

The very first step is identification of the problem. This can be done by looking at the labels. One must know if the problem is a binary classification, a multi-class or multi-label classification or a regression problem. After we have identified the problem, we split the data into two different parts, a training set and a validation set as depicted in the figure below.



The splitting of data into training and validation sets “must” be done according to labels. In case of any kind of classification problem, use stratified splitting. In python, you can do this using scikit-learn very easily.



In case of regression task, a simple K-Fold splitting should suffice. There are, however, some complex methods which tend to keep the distribution of labels same for both training and validation set and this is left as an exercise for the reader.



I have chosen the eval_size or the size of the validation set as 10% of the full data in the examples above, but one can choose this value according to the size of the data they have.

After the splitting of the data is done, leave this data out and don’t touch it. Any operations that are applied on training set must be saved and then applied to the validation set. Validation set, in any case, should not be joined with the training set. Doing so will result in very good evaluation scores and make the user happy but instead he/she will be building a useless model with very high overfitting.

Next step is identification of different variables in the data. There are usually three types of variables we deal with. Namely, numerical variables, categorical variables and variables with text inside them. Let’s take example of the popular Titanic dataset (https://www.kaggle.com/c/titanic/data).



Here, survival is the label. We have already separated labels from the training data in the previous step. Then, we have pclass, sex, embarked. These variables have different levels and thus they are categorical variables. Variables like age, sibsp, parch, etc are numerical variables. Name is a variable with text data but I don’t think it’s a useful variable to predict survival.

Separate out the numerical variables first. These variables don’t need any kind of processing and thus we can start applying normalization and machine learning models to these variables.

There are two ways in which we can handle categorical data:
Convert the categorical data to labels


Convert the labels to binary variables (one-hot encoding)



Please remember to convert categories to numbers first using LabelEncoder before applying OneHotEncoder on it.

Since, the Titanic data doesn’t have good example of text variables, let’s formulate a general rule on handling text variables. We can combine all the text variables into one and then use some algorithms which work on text data and convert it to numbers.

The text variables can be joined as follows:



We can then use CountVectorizer or TfidfVectorizer on it:



or,



The TfidfVectorizer performs better than the counts most of the time and I have seen that the following parameters for TfidfVectorizer work almost all the time.



If you are applying these vectorizers only on the training set, make sure to dump it to hard drive so that you can use it later on the validation set.



Next, we come to the stacker module. Stacker module is not a model stacker but a feature stacker. The different features after the processing steps described above can be combined using the stacker module.



You can horizontally stack all the features before putting them through further processing by using numpy hstack or sparse hstack depending on whether you have dense or sparse features.



And can also be achieved by FeatureUnion module in case there are other processing steps such as pca or feature selection (we will visit decomposition and feature selection later in this post).



Once, we have stacked the features together, we can start applying machine learning models. At this stage only models you should go for should be ensemble tree based models. These models include:
RandomForestClassifier
RandomForestRegressor
ExtraTreesClassifier
ExtraTreesRegressor
XGBClassifier
XGBRegressor

We cannot apply linear models to the above features since they are not normalized. To use linear models, one can use Normalizer or StandardScaler from scikit-learn.

These normalization methods work only on dense features and don’t give very good results if applied on sparse features. Yes, one can apply StandardScaler on sparse matrices without using the mean (parameter: with_mean=False).

If the above steps give a “good” model, we can go for optimization of hyperparameters and in case it doesn’t we can go for the following steps and improve our model.

The next steps include decomposition methods:



For the sake of simplicity, we will leave out LDA and QDA transformations. For high dimensional data, generally PCA is used decompose the data. For images start with 10-15 components and increase this number as long as the quality of result improves substantially. For other type of data, we select 50-60 components initially (we tend to avoid PCA as long as we can deal with the numerical data as it is).



For text data, after conversion of text to sparse matrix, go for Singular Value Decomposition (SVD). A variation of SVD called TruncatedSVD can be found in scikit-learn.



The number of SVD components that generally work for TF-IDF or counts are between 120-200. Any number above this might improve the performance but not substantially and comes at the cost of computing power.

After evaluating further performance of the models, we move to scaling of the datasets, so that we can evaluate linear models too. The normalized or scaled features can then be sent to the machine learning models or feature selection modules.



There are multiple ways in which feature selection can be achieved. One of the most common way is greedy feature selection (forward or backward). In greedy feature selection we choose one feature, train a model and evaluate the performance of the model on a fixed evaluation metric. We keep adding and removing features one-by-one and record performance of the model at every step. We then select the features which have the best evaluation score. One implementation of greedy feature selection with AUC as evaluation metric can be found here:https://github.com/abhishekkrthakur/greedyFeatureSelection. It must be noted that this implementation is not perfect and must be changed/modified according to the requirements.

Other faster methods of feature selection include selecting best features from a model. We can either look at coefficients of a logit model or we can train a random forest to select best features and then use them later with other machine learning models.



Remember to keep low number of estimators and minimal optimization of hyper parameters so that you don’t overfit.

The feature selection can also be achieved using Gradient Boosting Machines. It is good if we use xgboost instead of the implementation of GBM in scikit-learn since xgboost is much faster and more scalable.



We can also do feature selection of sparse datasets using RandomForestClassifier / RandomForestRegressor and xgboost.

Another popular method for feature selection from positive sparse datasets is chi-2 based feature selection and we also have that implemented in scikit-learn.



Here, we use chi2 in conjunction with SelectKBest to select 20 features from the data. This also becomes a hyperparameter we want to optimize to improve the result of our machine learning models.

Don’t forget to dump any kinds of transformers you use at all the steps. You will need them to evaluate performance on the validation set.

Next (or intermediate) major step is model selection + hyperparameter optimization.



We generally use the following algorithms in the process of selecting a machine learning model:
Classification:
Random Forest
GBM
Logistic Regression
Naive Bayes
Support Vector Machines
k-Nearest Neighbors
Regression
Random Forest
GBM
Linear Regression
Ridge
Lasso
SVR


Which parameters should I optimize? How do I choose parameters closest to the best ones? These are a couple of questions people come up with most of the time. One cannot get answers to these questions without experience with different models + parameters on a large number of datasets. Also people who have experience are not willing to share their secrets. Luckily, I have quite a bit of experience too and I’m willing to give away some of the stuff.

Let’s break down the hyperparameters, model wise:



RS* = Cannot say about proper values, go for Random Search in these hyperparameters.

In my opinion, and strictly my opinion, the above models will out-perform any others and we don’t need to evaluate any other models.

Once again, remember to save the transformers:



And apply them on validation set separately:



The above rules and the framework has performed very well in most of the datasets I have dealt with. Of course, it has also failed for very complicated tasks. Nothing is perfect and we keep on improving on what we learn. Just like in machine learning.

Get in touch with me with any doubts: beyonditas [at] gmail [dot] com