fujingnan / ml

This Repository gathered some code which encapsulates commonly used methods in the field of machine learning. Most of them are based on Numpy and Pandas.U can deepen the understanding of related algorithm by referring to this repository.

mlimpl

Machine Learning Implementation

Introduce

This Repository gathered some code which encapsulates commonly used methods in the field of machine learning. Most of them are based on Numpy and Pandas.U can deepen the understanding of related algorithm by referring to this repository.

trait

• Detailed documentation and annotation.
• guidance for difficulty of algorithm.

Usage

My implementations refer to the class structure in sklearn for reducing learning cost. Most of class has three methods,i.e., fit, predict, score.There is an example as follows:

from Multiple_linear_regression import LinearRegression
from sklearn.datasets import load_boston

X, y = load_boston(return_X_y=True)

reg = LinearRegression()
reg.fit(X, y)
y_pred = reg.predict(X)
score = reg.score(X, y)

it is same as using sklearn as u saw.

Table of Contents

1. Deep Learning

This folder contains the code related to deep learning experiment.Most of them are implemented by Pytorch or Tensorflow.

• 1. Gan
  • Generative Adversarial Networks(Gan) implementation using tensorflow1 and apply it to generate mnist dataset.
• 2. Cnn
  • Convolutional Neural Network implemented by tensorflow1 to recognize digital verification code.
• 3. ann_by_matlab
  • A toy artificial neural network implementation using matlab to classify mnist dataset.
  • The contents in this floder are implemented by myself expect the program which is for reading mnist dataset to memory.
• High Confidence Predictions for Unrecognizable Images
  • A simple demo about adversarial examples.
  • Reference: Anh Nguyen, Jason Yosinski and Jeff Clune. Deep Neural Networks are Easily Fooled: High Confidence Predictions for Unrecognizable Images. In: Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition (CVPR), 2015, pp. 427-436.
• autograd without torch
  • A simpy system which to calculate gradient automatically without using torch. Each Tensor represents a node in computational graph.The edges built by forward propagation decide the path of derivation.The direction of derivation is from top to bottom.You need to rewrite more operations and elementary functions if u want to build exclusive autograd system belongs to yourself.

2. Traditional Machine Learning

• 1. linear_model

  • Linear Regression
    • Analytical solution.
    • Gradient Descent.
    • AdamOptimizer.
      • Reference: Sebastian Ruder. An overview of gradient descent optimization algorithms. CoRR, abs/1609.04747,2016.
  • Ridge
    • Samilar as above.
  • Lasso
    • Coordinate Descent.
    • Iterated Ridge Regression.
      • using following approximation of L1 norm to tranform lasso to iterated Ridge quesition.
      • Reference: Mark Schmidt. Least squares optimization with l1-norm regularization. CS542B Project Report,504:195–221, 2005.

• 2. DecisionTree

  • ID3
    • Using information gain as criterion of buliding tree.
  • C4.5 - Improvement of above method.Change the criterion to information gain ratio.
    • Note that above two implementation only support discrete features/labels.
  • Cart
    • CartRegressor is to solve regression problem.This implementation can handle both continuous and discrete feature.
    • For more details, please refer to 统计学习方法—李航.
  • There exists some decision tree implementation in ipynb file,which isn't encapsulated as class.

• 3. NaiveBayes

  • MultinomialNB
    • Naive Bayes to solve discrete labels whose priori obey multinomial distribution.
    • U need to ensure the incoming features are discrete that ensure this implementation effective.
    • For more details refer to 统计学习方法—李航.
  • GaussianNB
    • Simalar mehtod as above but priori and likelihood are obey Gaussian.This implies that this method can handle continuous features/label.
    • For more details refer to 机器学习—周志华.

• 4. SVM

  • Support vector machine solved by sequential minimal optimization algorithm for classification task.
  • Reference:
    • [1] John Platt. Sequential minimal optimization: A fast algorithm for training support vector machines. Technical Report MSR-TR-98-14, Microsoft, April 1998.
    • [2] 统计学习方法—李航.

• 5. KMeans++

  • Common unsupervised algorithm for cluster improved from kmeans.
  • For more details refer to KMeans documentation in sklearn.

• 6. rejection_sampling

  • Rejection sampling method.A effective method to sample from a complex distribution.

• 7. l1/2

  • l1/2 algorithm is a improved variant algorithm of lasso.
    • Similar with the method for solveing lasso, i.e., iterated ridge regression.The way for solving this non-convex regularization framework is to transform it to iterated lasso or ridge regression.
    • Reference: Xu, Z., Chang, X., Xu, F., & Zhang, H. (2012). L1/2 regularization: a thresholding representation theory and a fast solver. IEEE transactions on neural networks and learning systems, 23(7), 1013–1027. https://doi.org/10.1109/TNNLS.2012.2197412
  • the file named energy_predict.py is the distributed application on Energy Consumption Field of CNC Machine Tools.Distributed platform using here is Spark.

• 8. xgboost

  • eXtreme Gradient Boosting(xgboost) is a class that implement a scalable tree boosting system proposed by TianQi Chen.
    • i have implemented the exact greedy and approximate algorithm for split finding.
    • Reference:Tianqi Chen and Carlos Guestrin. Xgboost: A scalable tree boosting system. CoRR,abs/1603.02754, 2016.

• 9. RandomForest

  • A random forest classifier.A random forest is a meta estimator that fits a number of decision tree classifiers on various sub-samples of the dataset and uses averaging to improve the predictive accuracy and control over-fitting.

• 10. GMM

  • Gaussian Mixture Model(single dimension) solved by EM.
  • Reference:Expectation Maximization-Yi Da Xu

• 11. MCMC

  • Markov Chain Monte Carlo.
    • Metropolis–Hastings Algorithm
    • Gibbs Sampling(To Be Completed).
  • Reference:Markov Chain Monte Carlo-Yi Da Xu

• 12. Spectral Clustering

  • Spectral clustering is a technique with roots in graph theory, where the approach is used to identify communities of nodes in a graph based on the edges connecting them. The method is flexible and allows us to cluster non graph data as well. Spectral clustering uses information from the eigenvalues (spectrum) of special matrices built from the graph or the data set.
  • Reference:Spectral Clustering原理总结-刘建平Pinard