Multivariate regression with variable size input - machine-learning

I want to fit a machine/deep learning model to fit below table data format
F1-F5 are features and Y gets captured is a random time interval.
F1 F2 F3 F4 F5 Y
11 12 13 14 15
.
.
.
n1 n2 n3 n4 n5 2.3
n+11 n+12 n+13 n+14 n+15
.
.
n+x1 n+x2 n+x3 n+x4 n+x5 3.5
I am confused to go whether to go with CNN kind of approach, multiplying 1*5 sized kernel through every row from 11-n1 and try to learn by matching sum with Y.
Kindly suggest me how to tackle such data.
Note: F1 - F5 are sensors recording the data and each sensor has a definite purpose.

If ur features are not correlated, then u have to use all the five features. But still five is not big, so u don't need to go for a CNN. CNN is used in images, so as to reduce the number of parameters that will be needed for large number of features in an image. A 200*200 image has 40000 features and if we build a neural network we may need lakhs or even millions of parameter. That's why we go with CNN in such cases. But in ur case u only have 5 feature, so I think it is better to go with a simple neural network rather than CNN.

Related

How to handle weighted average for AUC and selecting the right threshold for building the confusion matrix?

I have a binary classification task, where I fit the model using XGBClassifier classifier and try to predict ’1’ and ‘0’ using the test set. In this task I have a very unbalanced data majority ‘0‘ and minority ‘1’ at training data (of coarse the same in the test set). My data looks like this:
F1 F2 F3 …. Target
S1 2 4 5 …. 0
S2 2.3 4.3 6.4 1
… … … …. ..
S4000 3 6 7 0
I used the following code to train the model and calculate the roc value:
my_cls=XGBClassifier()
X=mydata_train.drop(['target'])
y= mydata_train['target']
x_tst=mydata_test.drop['target']
y_tst= mydata_test['target']
my_cls.fit(X, y)
pred= my_cls.predict_proba(x_tst)[:,1]
auc_score=roc_auc_score(y_tst,pred)
The above code gives me a value as auc_score, but it seems this value is for one class using this my_cls.predict_proba(x_tst)[:,1], If I change it to my_cls.predict_proba(x_tst)[:,0], it gives me another value as auc value. My first question is how can I directly get the weighted average for auc? My second question is how to select the right cut point to build the confusion matrix having the unbalanced data? This is because by default the classifier uses 50% as the threshold to build the matrix, but since my data is very unbalanced it seems we need to select a right threshold. I need to count TP and FP thats why I need to have this cut point.
If I use weight class to train the model, does it handle the problem (I mean can I use the 50% cut point by default)? For example some thing like this:
My_clss_weight=len(X) / (2 * np.bincount(y))
Then try to fit the model with this:
my_cls.fit(X, y, class_weight= My_clss_weight)
However the above code my_cls.fit(X, y, class_weight= My_clss_weight)
does not work with XGBClassifier and gives me error. This works with LogessticRegression, but I want to apply with XGBClassifier! any idea to handle the issues?
To answer your first question, you can simply use the parameter weighted of the roc_auc_score function.
For example -
roc_auc_score(y_test, pred, average = 'weighted')
To answer the second half of your question, can you please elaborate a bit. I can help you with that.

Could you explain this question? i am new to ML, and i faced this problem, but its solution is not clear to me

The problem is in the picture
Question's image:
Question 2
Many substances that can burn (such as gasoline and alcohol) have a chemical structure based on carbon atoms; for this reason they are called hydrocarbons. A chemist wants to understand how the number of carbon atoms in a molecule affects how much energy is released when that molecule combusts (meaning that it is burned). The chemists obtains the dataset below. In the column on the right, kj/mole is the unit measuring the amount of energy released. examples.
You would like to use linear regression (h a(x)=a0+a1 x) to estimate the amount of energy released (y) as a function of the number of carbon atoms (x). Which of the following do you think will be the values you obtain for a0 and a1? You should be able to select the right answer without actually implementing linear regression.
A) a0=−1780.0, a1=−530.9 B) a0=−569.6, a1=−530.9
C) a0=−1780.0, a1=530.9 D) a0=−569.6, a1=530.9
Since all a0s are negative but two a1s are positive lets figure out the latter first.
As you can see by increasing the number of carbon atoms the energy is become more and more negative, so the relation cannot be positively correlated which rules out options c and d.
Then for the intercept the value that produces the least error is the correct one. For the 1 and 10 (easier to calculate) the outputs are about -2300 and -7000 for a, -1100 and -5900 for b, so one would prefer b over a.
PS: You might be thinking there should be obvious values for a0 and a1 from the data, it's not. The intention of the question is to give you a general understanding of the best fit. Also this way of solving is kinda machine learning as well

Is my general understanding of finding weights correct?

I started a course in Deep Learning. I'm trying to make an example in order to explain to myself how the weights are found mathematically.
If what I wrote below is nonsense I'll be glad to hear an explanation. Thanks.
So, for a given image we do WX+b. We get some vector Y and then we compare it to a desired label vector L according to . I'm assuming that we calculate D with "Cosine Similarity". For simplicity S(Y)==Y. So what we're trying to do is to calculate so it will be one.
Let’s say we have image X of the letter “a” and two labels (“a”, “b”). Then . We want to calculate W and b for which we will get such vector that when we’ll insert it into we’ll get zero. We convert X to a vector. Since we have 2 labels and size of the X is 9, the W and b are the following: . So, we get: . This gives us the following system of equations: . So, now we need to solve the following .
If what I wrote above is not nonsense, I don't quite understand where finding minimum is applied?
In deep learning finding the minimum means minimizes the cross entropy function. The cross entropy symbolizes the "Loss" of the network. We therefore try by changing the weights and biases of the network to produce an output which minimizes the cross entropy loss. Therefore we minimize D(S,L).

SVM machine learning - How to define the target in the training set?

I am working on a project where I have to implement SVM machine learning algorithm. I am trying to predict the forearm movement intention. I am using accelometer (attached to my forearm) for measuring the angle change for x,y,z axes. I have never used machine before. The problem I am having is I do not exactly know how to structure the training set. I know the angle changes for each of the axis and I know i.e if x=45 degrees, y = 65 degrees, z=30 degrees gesture performed i performed is flexion. I would like to implement 3 gestures.So the data I am having is :
x y z Target
20 60 90 flexion
100 63 23 internal rotation
89 23 74 twist
.
.
.
.
I have a file with around 2000 entries. I know, I have to normalize the training set so the data are scaled. I would like to scale it so they are in range [0.9, 0.1]. The problem is that I do not know how to represent the target in my training set. Can I just use random numbers as 1 for flexion, 2 for internal rotation, 3 for twist??
Also once the training is completed, can I do the predictions based on values for x,y,z only?? without having to supply the target value. Is my understanding correct??
First of all, I suggest that you not scale or code your data. Leave it in human-readable form. Rather, write front-end routines to perform these tasks, and back-end routines to reverse the process. Also have internal routines that can display the data in the internal forms. Doing these up front will greatly enhance your debugging later on.
Yes, you will likely want to code your classifications as 1, 2, 3. Another possibility is to have a "one-hot" ordered triple: (1,0,0) or (0,1,0) or (0,0,1). However, most SVM algorithms are set up for scalar output. Also, note that the typical treatment for a multi-class algorithm is to run three separate SVM calculations, "one against all". For each class, you take that class as "plus" data and all the others as "minus" data.
Scaling data is important for regression convergence. If you're building your SVM via complete and direct computation of the support vectors, you don't need to scale numbers that are in compatible ranges, such as these. If you're doing it by some sort of iterative approximation, you still won't need it for this data -- but keep it in mind for the future.
Yes, prediction gives only the inputs: x, y, z. It will return the target classification. That's the purpose of supervised learning: summarize experience to classify the future.

how to handle large number of features machine learning

I developed a image processing program that identifies what a number is given an image of numbers. Each image was 27x27 pixels = 729 pixels. I take each R, G and B value which means I have 2187 variables from each image (+1 for the intercept = total of 2188).
I used the below gradient descent formula:
Repeat {
θj = θj−α/m∑(hθ(x)−y)xj
}
Where θj is the coefficient on variable j; α is the learning rate; hθ(x) is the hypothesis; y is real value and xj is the value of variable j. m is the number of training sets. hθ(x), y are for each training set (i.e. that's what the summation sign is for). Further the hypothesis is defined as:
hθ(x) = 1/(1+ e^-z)
z= θo + θ1X1+θ2X2 +θ3X3...θnXn
With this, and 3000 training images, I was able to train my program in just over an hour and when tested on a cross validation set, it was able to identify the correct image ~ 67% of the time.
I wanted to improve that so I decided to attempt a polynomial of degree 2.
However the number of variables jumps from 2188 to 2,394,766 per image! It takes me an hour just to do 1 step of gradient descent.
So my question is, how is this vast number of variables handled in machine learning? On the one hand, I don't have enough space to even hold that many variables for each training set. On the other hand, I am currently storing 2188 variables per training sample, but I have to perform O(n^2) just to get the values of each variable multiplied by another variable (i.e. the polynomial to degree 2 values).
So any suggestions / advice is greatly appreciated.
try to use some dimensionality reduction first (PCA, kernel PCA, or LDA if you are classifying the images)
vectorize your gradient descent - with most math libraries or in matlab etc. it will run much faster
parallelize the algorithm and then run in on multiple CPUs (but maybe your library for multiplying vectors already supports parallel computations)
Along with Jirka-x1's answer, I would first say that this is one of the key differences in working with image data than say text data for ML: high dimensionality.
Second... this is a duplicate, see How to approach machine learning problems with high dimensional input space?

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