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Category: Machine Learning

Understanding Neural Nets

Published 2017-03-15 by Kevin Feasel

David Smith links to a video which explains how neural networks do their thing:

In R, you can train a simple neural network with just a single hidden layer with the nnet package, which comes pre-installed with every R distribution. It’s a great place to start if you’re new to neural networks, but the deep learning applications call for more complex neural networks. R has several packages to check out here, including MXNet, darch, deepnet, and h2o: see this post for a comparison. The tensorflow package can also be used to implement various kinds of neural networks.

R makes it pretty easy to run one, though it then becomes important to understand regularization as a part of model tuning.

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TensorFlow With YARN

Published 2017-03-09 by Kevin Feasel

Wangda Tan and Vinod Kumar Vavilapalli show how to control TensorFlow jobs with YARN:

YARN has been used successfully to run all sorts of data applications. These applications can all coexist on a shared infrastructure managed through YARN’s centralized scheduling.

With TensorFlow, one can get started with deep learning without much knowledge about advanced math models and optimization algorithms.

If you have GPU-equipped hardware, and you want to run TensorFlow, going through the process of setting up hardware, installing the bits, and optionally also dealing with faults, scaling the app up and down etc. becomes cumbersome really fast. Instead, integrating TensorFlow to YARN allows us to seamlessly manage resources across machine learning / deep learning workloads and other YARN workloads like MapReduce, Spark, Hive, etc.

Read on for more details, including a demo video.

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Using Prophet For Stock Price Predictions

Published 2017-03-07 by Kevin Feasel

Marcelo Perlin looks at Facebook’s Prophet to see if it works well for predicting stock price movements:

The previous histogram shows the total return from randomly generated signals in 10^{4} simulations. The vertical line is the result from using prophet. As you can see, it is a bit higher than the average of the distribution. The total return from prophet is lower than the return of the naive strategy in 27.5 percent of the simulations. This is not a bad result. But, notice that we didn’t add trading or liquidity costs to the analysis, which will make the total returns worse.

The main results of this simple study are clear: prophet is bad at point forecasts for returns but does quite better in directional predictions. It might be interesting to test it further, with more data, adding trading costs, other forecasting setups, and see if the results hold.

This is a very interesting article, worth reading.  H/T R Bloggers

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Handwriting Character Recognition

Published 2017-02-24 by Kevin Feasel

Tomaz Kastrun compares a few different libraries in terms of handwritten numeric character recognition:

Recently, I did a session at local user group in Ljubljana, Slovenija, where I introduced the new algorithms that are available with MicrosoftML package for Microsoft R Server 9.0.3.

For dataset, I have used two from (still currently) running sessions from Kaggle. In the last part, I did image detection and prediction of MNIST dataset and compared the performance and accuracy between.

MNIST Handwritten digit database is available here.

Tomaz has all of the code available as well.

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Twitter Sentiment Analysis Using doc2vec

Published 2017-02-16 by Kevin Feasel

Sergey Bryl uses word2vec and doc2vec to perform Twitter sentiment analysis in R:

But doc2vec is a deep learning algorithm that draws context from phrases. It’s currently one of the best ways of sentiment classification for movie reviews. You can use the following method to analyze feedbacks, reviews, comments, and so on. And you can expect better results comparing to tweets analysis because they usually include lots of misspelling.

We’ll use tweets for this example because it’s pretty easy to get them via Twitter API. We only need to create an app on https://dev.twitter.com (My apps menu) and find an API Key, API secret, Access Token and Access Token Secret on Keys and Access Tokens menu tab.

Click through for more details, including code samples.

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R Tools For Visual Studio

Published 2017-01-16 by Kevin Feasel

Matt Willis has a two-parter on R Tools for Visual Studio.  First, an introduction:

Once all the prerequisites have been installed it is time to move onto the fun stuff! Open up Visual Studio 2015 and add an R Project: File > Add > New Project and select R. You will be presented with the screen below, name the project AutomobileRegression and select OK.

Microsoft have done a fantastic job realising that the settings and toolbar required in R is very different to those required when using Visual Studio, so they have split them out and made it very easy to switch between the two. To switch to the settings designed for using R go to R Tools > Data Science Settings you’ll be presented with two pop ups select Yes on both to proceed. This will now allow you to use all those nifty shortcuts you have learnt to use in RStudio. Anytime you want to go back to the original settings you can do so by going to Tools > Import/Export Settings.

Next is executing an Azure Machine Learning web service within RTVS:

Whilst in R you can implement very complex Machine Learning algorithms, for anyone new to Machine Learning I personally believe Azure Machine Learning is a more suitable tool for being introduced to the concepts.

Please refer to this blog where I have described how to create the Azure Machine Learning web service I will be using in the next section of this blog. You can either use your own web service or follow my other blog, which has been especially written to allow you to follow along with this blog.

Coming back to RTVS we want to execute the web service we have created.

RTVS has grown on me.  It’s still not R Studio and may never be, but they’ve come a long way in a few months.

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Pipelearner

Published 2017-01-06 by Kevin Feasel

Simon Jackson introduces pipelearner, a tool to help with creating machine learning pipelines:

This post will demonstrate some examples of what pipeleaner can currently do. For example, the Figure below plots the results of a model fitted to 10% to 100% (in 10% increments) of training data in 50 cross-validation pairs. Fitting all of these models takes about four lines of code in pipelearner.

Click through for some very interesting examples.

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Monitoring Car Data With Spark And Kafka

Published 2017-01-06 by Kevin Feasel

Carol McDonald builds a model to determine where Uber cars are clustered:

Uber trip data is published to a MapR Streams topic using the Kafka API. A Spark streaming application, subscribed to the topic, enriches the data with the cluster Id corresponding to the location using a k-means model, and publishes the results in JSON format to another topic. A Spark streaming application subscribed to the second topic analyzes the JSON messages in real time.

This is a fairly detailed post, well worth the read.

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Understanding Naive Bayes

Published 2016-12-16 by Kevin Feasel

Ahmet Taspinar explains the Naive Bayes classificiation algorithm and writes Python code to implement it:

Within Machine Learning many tasks are – or can be reformulated as – classification tasks.

In classification tasks we are trying to produce a model which can give the correlation between the input data $X$ and the class $C$ each input belongs to. This model is formed with the feature-values of the input-data. For example, the dataset contains datapoints belonging to the classes Apples, Pears and Oranges and based on the features of the datapoints (weight, color, size etc) we are trying to predict the class.

Ahmet has his entire post saved as a Jupyter notebook.

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Calling Cognitive Services With R

Published 2016-11-17 by Kevin Feasel

David Smith has written a go-to guide for connecting to Azure Cognitive Services using R:

There’s no official R package (yet!) for calling Cognitive Services APIs. But since every Cognitive Service API is just a standard REST API, we can use the httr package to call the API. Input and output is standard JSON, which we can create and extract using the jsonlite package.

(There’s also an independent R interface to the text APIs. And there are already Python SDKs for many of the services, including the Face API.)

This is also useful for other REST APIs for times when there isn’t already a pre-built package to do most of the translation work for you.

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