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Scala for Machine Learning

Scala for Machine Learning

By : R. Nicolas
3.8 (12)
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Scala for Machine Learning

Scala for Machine Learning

3.8 (12)
By: R. Nicolas

Overview of this book

Are you curious about AI? All you need is a good understanding of the Scala programming language, a basic knowledge of statistics, a keen interest in Big Data processing, and this book!
Table of Contents (15 chapters)
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Preface
Preface
What this book covers
What you need for this book
Who this book is for
Conventions
Reader feedback
Customer support
Free Chapter
1
1. Getting Started
1. Getting Started
Mathematical notation for the curious
Why machine learning?
Why Scala?
Model categorization
Taxonomy of machine learning algorithms
Tools and frameworks
Source code
Let's kick the tires
Summary
2
2. Hello World!
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2. Hello World!
Modeling
Designing a workflow
Assessing a model
Summary
3
3. Data Preprocessing
3. Data Preprocessing
Time series
Moving averages
Fourier analysis
The Kalman filter
Alternative preprocessing techniques
Summary
4
4. Unsupervised Learning
4. Unsupervised Learning
Clustering
Dimension reduction
Performance considerations
Summary
5
5. Naïve Bayes Classifiers
5. Naïve Bayes Classifiers
Probabilistic graphical models
Naïve Bayes classifiers
Multivariate Bernoulli classification
Naïve Bayes and text mining
Pros and cons
Summary
6
6. Regression and Regularization
6. Regression and Regularization
Linear regression
Regularization
Numerical optimization
The logistic regression
Summary
7
7. Sequential Data Models
7. Sequential Data Models
Markov decision processes
The hidden Markov model (HMM)
Conditional random fields
CRF and text analytics
Comparing CRF and HMM
Performance consideration
Summary
8
8. Kernel Models and Support Vector Machines
8. Kernel Models and Support Vector Machines
Kernel functions
The support vector machine (SVM)
Support vector classifier (SVC)
Anomaly detection with one-class SVC
Support vector regression (SVR)
Performance considerations
Summary
9
9. Artificial Neural Networks
9. Artificial Neural Networks
Feed-forward neural networks (FFNN)
The multilayer perceptron (MLP)
Evaluation
Benefits and limitations
Summary
10
10. Genetic Algorithms
10. Genetic Algorithms
Evolution
Genetic algorithms and machine learning
Genetic algorithm components
Implementation
GA for trading strategies
Advantages and risks of genetic algorithms
Summary
11
11. Reinforcement Learning
11. Reinforcement Learning
Introduction
Learning classifier systems
Summary
12
12. Scalable Frameworks
12. Scalable Frameworks
Overview
Scala
Scalability with Actors
Akka
Apache Spark
Summary
13
A. Basic Concepts
A. Basic Concepts
Scala programming
Mathematics
Finances 101
Suggested online courses
References
14
Index
Index

Assessing a model

Evaluating a model is an essential part of the workflow. There is no point in creating the most sophisticated model if you do not have the tools to assess its quality. The validation process consists of defining some quantitative reliability criteria, setting a strategy such as an N-Fold cross-validation scheme, and selecting the appropriate labeled data.

Validation

The purpose of this section is to create a Scala class to be used in future chapters for validating models. For starters, the validation process relies on a set of metrics to quantify the fitness of a model generated through training.

Key metrics

Let's consider a simple classification model with two classes defined as positive (with respect to negative) represented with Black (with respect to White) color in the following diagram. Data scientists use the following terminology:

  • True positives (TP): These are observations that are correctly labeled as belonging to the positive class (white dots on a dark background...

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