Note: Contents in bold are included in Coursera Machine Learning lectures.
A few topics are not identified: regularized regression, neural networks, and anomaly detection.
- Feature extraction and transformation
- Basic statistics: summary statistics, correlations, hypothesis testing
- Anomaly detection: k-NN (k-Nearest Neighbors)
- Neural networks: perceptron, convolutional neural network
- Optimization: stochastic gradient descent, limited-memory BFGS (L-BFGS, Broyden–Fletcher–Goldfarb–Shanno)
Figure: scikit-learn machine learning algorithm map.
dlib has an alternative map.
Learning problems can be roughly categorized as either supervised or unsupervised.
Supervised learning builds a statistical model to predict or estimate an output (label) based on some inputs:
classification if label is categorical, regression if label is quantitative.
Unsupervised learning describes the relationships and structure among a set of inputs:
dimensionality reduction, clustering.
Other areas of machine learning:
Reinforcement learning is concerned with maximizing the reward of a given agent (person, business, etc).
- Linear classifiers:
- Generative model: linear discriminant analysis (LDA), naive Bayes classifier;
- Discriminative model: Logistic regression (logit), support vector machines (SVM), perceptron;
- Isotonic regression;
- k-means clustering;
- hierarchical clustering (dendrogram);
- Gaussian mixture;
- power iteration clustering (PIC);
- latent Dirichlet allocation (LDA);
Standardization is required in case of different units.
- singular value decomposition (SVD);
- principal component analysis (PCA): find the direction (or orthogonal directions) in a Euclidean space that explain the most sample variance (minimize the residual sum of squares);
JVM (Java, Scala):
H2O: generalized linear models, gradient boosting machine (also supports random forest), generalized lower rank models, deep neural network;
- Spark: MLlib (not nearly as good);
e1071 (interface to libsvm),
Benchmark for GLM, RF, GBM:
For the algorithms it supports,
H2O is the fastest and as accurate on data over 10M records that fit in memory of a single machine.
Benchmark for GBM
🏷 Category=Computation Category=Machine Learning