Machine learningMachine learning (ML) is an umbrella term for solving problems for which development of algorithms by human programmers would be cost-prohibitive, and instead the problems are solved by helping machines 'discover' their 'own' algorithms, without needing to be explicitly told what to do by any human-developed algorithms. Recently, generative artificial neural networks have been able to surpass results of many previous approaches.
Gradient boostingGradient boosting is a machine learning technique used in regression and classification tasks, among others. It gives a prediction model in the form of an ensemble of weak prediction models, i.e., models that make very few assumptions about the data, which are typically simple decision trees. When a decision tree is the weak learner, the resulting algorithm is called gradient-boosted trees; it usually outperforms random forest.
Active learning (machine learning)Active learning is a special case of machine learning in which a learning algorithm can interactively query a user (or some other information source) to label new data points with the desired outputs. In statistics literature, it is sometimes also called optimal experimental design. The information source is also called teacher or oracle. There are situations in which unlabeled data is abundant but manual labeling is expensive. In such a scenario, learning algorithms can actively query the user/teacher for labels.
Decision treeA decision tree is a decision support hierarchical model that uses a tree-like model of decisions and their possible consequences, including chance event outcomes, resource costs, and utility. It is one way to display an algorithm that only contains conditional control statements. Decision trees are commonly used in operations research, specifically in decision analysis, to help identify a strategy most likely to reach a goal, but are also a popular tool in machine learning.
Boosting (machine learning)In machine learning, boosting is an ensemble meta-algorithm for primarily reducing bias, and also variance in supervised learning, and a family of machine learning algorithms that convert weak learners to strong ones. Boosting is based on the question posed by Kearns and Valiant (1988, 1989): "Can a set of weak learners create a single strong learner?" A weak learner is defined to be a classifier that is only slightly correlated with the true classification (it can label examples better than random guessing).
Decision tree learningDecision tree learning is a supervised learning approach used in statistics, data mining and machine learning. In this formalism, a classification or regression decision tree is used as a predictive model to draw conclusions about a set of observations. Tree models where the target variable can take a discrete set of values are called classification trees; in these tree structures, leaves represent class labels and branches represent conjunctions of features that lead to those class labels.
Ensemble learningIn statistics and machine learning, ensemble methods use multiple learning algorithms to obtain better predictive performance than could be obtained from any of the constituent learning algorithms alone. Unlike a statistical ensemble in statistical mechanics, which is usually infinite, a machine learning ensemble consists of only a concrete finite set of alternative models, but typically allows for much more flexible structure to exist among those alternatives.
AdaBoostAdaBoost, short for Adaptive Boosting, is a statistical classification meta-algorithm formulated by Yoav Freund and Robert Schapire in 1995, who won the 2003 Gödel Prize for their work. It can be used in conjunction with many other types of learning algorithms to improve performance. The output of the other learning algorithms ('weak learners') is combined into a weighted sum that represents the final output of the boosted classifier. Usually, AdaBoost is presented for binary classification, although it can be generalized to multiple classes or bounded intervals on the real line.
Early stoppingIn machine learning, early stopping is a form of regularization used to avoid overfitting when training a learner with an iterative method, such as gradient descent. Such methods update the learner so as to make it better fit the training data with each iteration. Up to a point, this improves the learner's performance on data outside of the training set. Past that point, however, improving the learner's fit to the training data comes at the expense of increased generalization error.
Linear regressionIn statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.
Regression analysisIn statistical modeling, regression analysis is a set of statistical processes for estimating the relationships between a dependent variable (often called the 'outcome' or 'response' variable, or a 'label' in machine learning parlance) and one or more independent variables (often called 'predictors', 'covariates', 'explanatory variables' or 'features'). The most common form of regression analysis is linear regression, in which one finds the line (or a more complex linear combination) that most closely fits the data according to a specific mathematical criterion.
Segmented regressionSegmented regression, also known as piecewise regression or broken-stick regression, is a method in regression analysis in which the independent variable is partitioned into intervals and a separate line segment is fit to each interval. Segmented regression analysis can also be performed on multivariate data by partitioning the various independent variables. Segmented regression is useful when the independent variables, clustered into different groups, exhibit different relationships between the variables in these regions.
Online machine learningIn computer science, online machine learning is a method of machine learning in which data becomes available in a sequential order and is used to update the best predictor for future data at each step, as opposed to batch learning techniques which generate the best predictor by learning on the entire training data set at once. Online learning is a common technique used in areas of machine learning where it is computationally infeasible to train over the entire dataset, requiring the need of out-of-core algorithms.
Nonlinear regressionIn statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the model parameters and depends on one or more independent variables. The data are fitted by a method of successive approximations. In nonlinear regression, a statistical model of the form, relates a vector of independent variables, , and its associated observed dependent variables, . The function is nonlinear in the components of the vector of parameters , but otherwise arbitrary.
Deming regressionIn statistics, Deming regression, named after W. Edwards Deming, is an errors-in-variables model which tries to find the line of best fit for a two-dimensional dataset. It differs from the simple linear regression in that it accounts for errors in observations on both the x- and the y- axis. It is a special case of total least squares, which allows for any number of predictors and a more complicated error structure.
XGBoostXGBoost (eXtreme Gradient Boosting) is an open-source software library which provides a regularizing gradient boosting framework for C++, Java, Python, R, Julia, Perl, and Scala. It works on Linux, Windows, and macOS. From the project description, it aims to provide a "Scalable, Portable and Distributed Gradient Boosting (GBM, GBRT, GBDT) Library". It runs on a single machine, as well as the distributed processing frameworks Apache Hadoop, Apache Spark, Apache Flink, and Dask.
Regression toward the meanIn statistics, regression toward the mean (also called reversion to the mean, and reversion to mediocrity) is the phenomenon where if one sample of a random variable is extreme, the next sampling of the same random variable is likely to be closer to its mean. Furthermore, when many random variables are sampled and the most extreme results are intentionally picked out, it refers to the fact that (in many cases) a second sampling of these picked-out variables will result in "less extreme" results, closer to the initial mean of all of the variables.
OverfittingIn mathematical modeling, overfitting is "the production of an analysis that corresponds too closely or exactly to a particular set of data, and may therefore fail to fit to additional data or predict future observations reliably". An overfitted model is a mathematical model that contains more parameters than can be justified by the data. In a mathematical sense, these parameters represent the degree of a polynomial. The essence of overfitting is to have unknowingly extracted some of the residual variation (i.
Scikit-learnscikit-learn (formerly scikits.learn and also known as sklearn) is a free software machine learning library for the Python programming language. It features various classification, regression and clustering algorithms including support-vector machines, random forests, gradient boosting, k-means and DBSCAN, and is designed to interoperate with the Python numerical and scientific libraries NumPy and SciPy. Scikit-learn is a NumFOCUS fiscally sponsored project. The scikit-learn project started as scikits.
Statistical classificationIn statistics, classification is the problem of identifying which of a set of categories (sub-populations) an observation (or observations) belongs to. Examples are assigning a given email to the "spam" or "non-spam" class, and assigning a diagnosis to a given patient based on observed characteristics of the patient (sex, blood pressure, presence or absence of certain symptoms, etc.). Often, the individual observations are analyzed into a set of quantifiable properties, known variously as explanatory variables or features.
