05 Supervised Learning and Ensembles

In block 05 we cover:

• Introduction to Classification:
  • Classification in context
  • Logistic Regression
  • Receiver-Operator and Precision-Recall Curves (ROC and PR Curves)
  • Area Under the Curve
  • k-Nearest Neighbour (kNN) classification
• Linear Discriminant Analysis (the ‘first’ LDA)
• Support Vector Machines (SVM)
• Ensemble methods/Meta-methods, including:
  • Bootstrap Aggregating (Bagging)
  • Boosting
  • Stacking

Lectures:

• 05.1 Introduction to Classification
  • Reference R code
• 05.2 Ensemble learning

Worksheets:

• Worksheet 5.1 Non-parametrics
• Worksheet 5.2 Outliers and Missing Data
• Portfolio 05

Workshop:

• 5.3 Workshop on Ensemble Methods (.Rmd)
• 5.3 Workshop on Ensemble Methods (.html)

References

• General Classification:
  • Rob Schapire’s ML Classification features a Batman Example…
  • Chapter 4 of The Elements of Statistical Learning: Data Mining, Inference, and Prediction
• ROC and PR:
  • Stack Exchange Discussion of ROC vs PR curves.
  • Davis and Goadrich, “The Relationship Between Precision-Recall and ROC Curves”, ICML 2006. (Friedman, Hastie and Tibshirani).
• k-Nearest Neighbours:
  • Chapter 13.3 of The Elements of Statistical Learning: Data Mining, Inference, and Prediction (Friedman, Hastie and Tibshirani).
• Linear Discriminant Analysis:
  • Sebastian Raschka’s PCA vs LDA article with Python Examples
  • Chapter 4.3 of The Elements of Statistical Learning: Data Mining, Inference, and Prediction (Friedman, Hastie and Tibshirani).
• SVMs:
  • Jason Weston’s SVMs tutorial
  • e1071 Package for SVMs in R
  • Chapter 12 of The Elements of Statistical Learning: Data Mining, Inference, and Prediction (Friedman, Hastie and Tibshirani).
• Ensemble learning in general:
  • Vadim Smolyakov, MIT: ML-perspective on Ensemble Methods
  • Stacked Ensembles by H2O, a Commercial AI Company focussing on Deployable AI
  • StackExchange: Stacking vs Bagging vs Boosting
  • Super Learners: van der Laan, M, Polley E, Hubbard A, “Super Learner” (2007) Statistical Applications in Genetics and Molecular Biology, Volume 6.
• Boosting:
  • AdaBoost paper: Experiments with a New Boosting Algorithm Freund and Schapire (1996).
  • Explaining AdaBoost, Rob Schapire, Empirical Inference (2013) pp 37-52.
  • xgboost Chen T and Carlos G (2016) KDD 2016.
  • xgboost explained, a blog post about Didrik Nilsen’s paper Tree Boosting With XGBoost: Why Does XGBoost Win “Every” Machine Learning Competition?
• Kroese et al’s Data Science & Machine Learning free ebook looks pretty helpful.

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