Documente Academic
Documente Profesional
Documente Cultură
U. M. Sundar
Senior Application Engineer
MathWorks India
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– Unsupervised Learning
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Clustering 0.1
– Supervised Learning
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Group1
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Classification 0.7
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Group6
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Machine Learning Overview
Types of Learning, Categories of Algorithms
Unsupervised
Clustering
Learning
Classification
Supervised
Learning
Regression
Develop predictive
model based on both
input and output data
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Machine Learning
When and where it is used?
When to use it
– Predict a future outcome based on
Historical data (many variables)
Specific patterns
– Define a System that is
Based on inputs and outputs from the system
complex to define using governing equations
(e.g., black-box modeling)
Examples
AAA 93.68% 5.55% 0.59% 0.18% 0.00% 0.00% 0.00% 0.00%
A 0.14%
92.60%
4.18%
4.03%
91.02%
0.73%
3.90%
0.15%
0.60%
0.00%
0.08%
0.00%
0.00%
0.06%
0.08%
–
BBB 0.03% 0.23% 7.49% 87.86% 3.78% 0.39% 0.06% 0.16%
Financial algorithms (credit scoring, algo trading) BB 0.03% 0.12% 0.73% 8.27% 86.74% 3.28% 0.18% 0.64%
D 0.00%
0.00%
0.00%
0.00%
0.00%
0.37%
0.00%
1.84%
0.00%
6.24%
0.00%
81.88%
0.00%
9.67%
100.00%
–
AAA AA A BBB BB B CCC D
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Basic Concepts in Machine Learning
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Machine Learning Process
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Exploratory Data Analysis
MPG
– Select and pare predictors 20
Displacement Acceleration
– Feature transformation 20
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400
200
Weight 4000
2000
Horsepower
200
150
100
50
20 40 10 20 200 400 2000 4000 50 100150200
MPG Acceleration Displacement Weight Horsepow er
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Data Exploration
Interactions Between Variables
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4
40 6 6
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MPG
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Displacement Acceleration
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Coordinate Value
400
f(t)
1 0
200
0 -2
4000
Weight
-1 -4
2000
Horsepower
200
150 -2
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100
50
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20 40 10 20 200 400 2000 4000 50 100150200 MPG Acceleration Displacement Weight Horsepower -8
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
MPG Acceleration Displacement Weight Horsepow er
t
Hierarchical
Unsupervised
Clustering
Learning
Neural Network
Classification
Supervised
Learning
Regression
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Dataset We’ll Be Using
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– Each cluster point 0.2
is sampled from a
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Gaussian distribution
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– Multi-dimensional dataset
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Clustering
Overview
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Why use clustering?
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– Identify outliers
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– Resulting groups may be 0.2
the matter of interest 0.1
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Clustering: K – Means Clustering Statistics Toolbox
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Clustering: Neural Networks
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Clustering : Gaussian Mixture Models
Statistics Toolbox
Good when clusters have different
sizes and are correlated
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Cluster Analysis
Summary
Gaussian
Beware of local minima Mixture
(global optimization can help)
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Model Development Process
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Supervised Learning
Classification for Predictive Modeling
Unsupervised
Learning
Decision Tree
Machine
Learning Ensemble
Method
Classification
Neural Network
Supervised
Learning
Support Vector
Machine
Develop predictive
model based on both
input and output data
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Classification
Overview 1
Group1
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Group2
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Classification - Decision Trees Statistics Toolbox
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Classification - Ensemble Learners Statistics Toolbox
Overview
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group1
x2
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group8
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Classification - Support Vector Machines
Overview
Statistics Toolbox
(as of R2013a)
Good for modeling with complex
boundaries between groups 4
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K-Nearest Neighbor Classification Statistics Toolbox
x2
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group8
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Classification
Summary
Decision Tree
No absolute best method
Ensemble
Method
Classification
Simple does not
Neural Network
mean inefficient
Support Vector
Machine
Watch for overfitting
– Decision trees and neural networks may overfit the noise
– Use ensemble learning and cross-validation
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Supervised Learning
Regression for Predictive Modeling
Unsupervised
Learning
Machine
Learning
Supervised Linear
Learning
Regression Non-linear
Develop predictive
model based on both
input and output data Non-parametric
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Regression Statistics Toolbox
Curve Fitting Toolbox
Common examples:
Polynomial
𝑌 = 𝐵0 + 𝐵1𝑋12 + 𝐵2(𝑋1 ∗ 𝑋2) + 𝐵3 𝑋22
with cross terms
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Nonlinear Regression
y ~ b0 + b1*cos(x*b3) +
Fourier Series 𝑏0 + 𝑏1 cos 𝑏3𝑋 + 𝑏2 sin 𝑏3𝑋
b4*sin(x*b3)
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Generalized Linear Models
Logistic regression
– Response variable is binary (true / false)
– Results are typically expressed as an odd’s ratio
Poisson regression
– Model count data (non-negative integers)
– Response variable comes from a Poisson distribution
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Machine Learning with MATLAB
Interactive environment
– Visual tools for exploratory data analysis
– Easy to evaluate and choose best algorithm
– Apps available to help you get started
(e.g,. neural network tool, curve fitting tool)
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Learn More : Machine Learning with MATLAB
http://www.mathworks.com/discovery/
machine-learning.html
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MathWorks India – Services and Offerings
Local website:
www.mathworks.in
Technical Support India:
Consulting www.mathworks.in/
myservicerequests
Application
Engineering
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Scheduled Public Training for Sep–Dec 2013
Course Name Location Training dates
Statistical Methods in MATLAB Bangalore 02- 03 Sep 2013
MATLAB based Optimization Techniques Bangalore 04 Sep 2013
Physical Modeling of Multi-Domain Systems using Simscape Bangalore 05 Sep 2013
Delhi 23-25 Sep 2013
Pune 07-09 Oct 2013
MATLAB Fundamentals Bangalore 21-23 Oct 2013
Web based 05- 07 Nov 2013
Chennai 09-11 Dec 2013
Delhi 26-27 Sep 2013
Pune 10-11 Oct 2013
Simulink for System and Algorithm Modeling Bangalore 24-25 Oct 2013
Web based 12-13 Nov 2013
Chennai 12-13 Dec 2013
MATLAB Programming Techniques Bangalore 18-19 Nov 2013
MATLAB for Data Processing and Visualization Bangalore 20 Nov 2013
MATLAB for Building Graphical User Interface Bangalore 21 Nov 2013
Generating HDL Code from Simulink Bangalore 28-29 Nov 2013
Email: training@mathworks.in URL: http://www.mathworks.in/services/training Phone: 080-6632-600032
MathWorks Certification Program- for the first
time in India!
Why certification?
Validates proficiency with MATLAB
Can help accelerate professional growth
Can help increase productivity and project success and thereby
prove to be a strategic investment
URL: http://www.mathworks.in
E-mail: info@mathworks.in