How we can calculate the importance of features in data set using machine learning ? which algorithm will be better and why ?
There are several methods that fit a model to the data and based on the fit classify the features from most relevant to less relevant. If you want to know more just google feature selection.
I don't know which language you're using but here's a link to a python page about it:
http://scikit-learn.org/stable/modules/feature_selection.html
You can use this function:
http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.RFE.html#sklearn.feature_selection.RFE
This will eliminate the less meaningful features from you dataset based on a fit from a classifier, you can choose for instance logistic regression or the SVM and select how many features you want left.
I think the choice of the best method depends on the data, so more information is necessary.
Related
I have a dataset that contains around 30 features and I want to find out which features contribute the most to the outcome. I have 5 algorithms:
Neural Networks
Logistics
Naive
Random Forest
Adaboost
I read a lot about Information Gain technique and it seems it is independent of the machine learning algorithm used. It is like a preprocess technique.
My question follows, is it best practice to perform feature importance for each algorithm dependently or just use Information Gain. If yes what are the technique used for each ?
First of all, it's worth stressing that you have to perform the feature selection based on the training data only, even if it is a separate algorithm. During testing, you then select the same features from the test dataset.
Some approaches that spring to mind:
Mutual information based feature selection (eg here), independent of the classifier.
Backward or forward selection (see stackexchange question), applicable to any classifier but potentially costly since you need to train/test many models.
Regularisation techniques that are part of the classifier optimisation, eg Lasso or elastic net. The latter can be better in datasets with high collinearity.
Principal components analysis or any other dimensionality reduction technique that groups your features (example).
Some models compute latent variables which you can use for interpretation instead of the original features (e.g. Partial Least Squares or Canonical Correlation Analysis).
Specific classifiers can aid interpretability by providing extra information about the features/predictors, off the top of my head:
Logistic regression: you can obtain a p-value for every feature. In your interpretation you can focus on those that are 'significant' (eg p-value <0.05). (same for two-classes Linear Discriminant Analysis)
Random Forest: can return a variable importance index that ranks the variables from most to least important.
I have a dataset that contains around 30 features and I want to find out which features contribute the most to the outcome.
This will depend on the algorithm. If you have 5 algorithms, you will likely get 5 slightly different answers, unless you perform the feature selection prior to classification (eg using mutual information). One reason is that Random Forests and neural networks would pick up nonlinear relationships while logistic regression wouldn't. Furthermore, Naive Bayes is blind to interactions.
So unless your research is explicitly about these 5 models, I would rather select one model and proceed with it.
Since your purpose is to get some intuition on what's going on, here is what you can do:
Let's start with Random Forest for simplicity, but you can do this with other algorithms too. First, you need to build a good model. Good in the sense that you need to be satisfied with its performance and it should be Robust, meaning that you should use a validation and/or a test set. These points are very important because we will analyse how the model takes its decisions, so if the model is bad you will get bad intuitions.
After having built the model, you can analyse it at two level : For the whole dataset (understanding your process), or for a given prediction. For this task I suggest you to look at the SHAP library which computes features contributions (i.e how much does a feature influences the prediction of my classifier) that can be used for both puproses.
For detailled instructions about this process and more tools, you can look fast.ai excellent courses on the machine learning serie, where lessons 2/3/4/5 are about this subject.
Hope it helps!
I'm doing feature selection to train my Machine Learning (ML) models using correlation. I trained the each model(SVM, NN,RF) with all features and did a 10-fold cross validation to obtain mean accuracy score value.
Then I removed features which has a zero correlation coefficient (which implies there is no relationship between feature and class) and trained the each model(SVM, NN,RF) with all features and did a 10-fold cross validation to obtain mean accuracy score value.
Basically my objective is to do feature selection based on accuracy scores I get in above two scenarios. But I'm not sure whether this is a good approach for feature selection.
Also I want to do a grid search to identify best model parameters. but I'm getting confused with GridSearchCV in Scikit learn API. Since it also do a cross validation (default 3 folds) can I use best_score_ value obtained doing a grid search in above two scenarios to determine what are the good features for model training?
Please advice me on this confusion, or please suggest me with a good reference to read.
Thanks in advance
As a page 51 of this thesis says,
In other words, a feature is useful if it is correlated with or
predictive of the class; otherwise it is irrelevant.
The report goes on to say that not only should you remove the features that are not correlated with the targets, you should also watch out for features that correlate heavily with each other. Also see this.
In other words, it seems to be a good thing to look at correlation of features with the classes (targets) and remove the features that have little to no correlation.
Basically my objective is to do feature selection based on accuracy
scores I get in above two scenarios. But I'm not sure whether this is
a good approach for feature selection.
Yes, you can totally run experiments with different feature sets and look at the test accuracy to select the features that perform the best. It's really important that you only look at the test accuracy i.e. performance of the model on unseen data.
Also I want to do a grid search to identify best model parameters.
Grid search is performed for finding the best hyper-parameters. Model parameters are learned during training.
Since it also do a cross validation (default 3 folds) can I use
best_score_ value obtained doing a grid search in above two scenarios
to determine what are the good features for model training?
If the set of hyper-parameters is fixed, the best score value will be affected only by the feature set, and thus can be used to compare effectiveness of the features.
I am trying to generate a Python program that determines if a website is harmful (porn etc.).
First, I made a Python web scraping program that counts the number of occurrences for each word.
result for harmful websites
It's a key value dictionary like
{ word : [ # occurrences in harmful websites, # of websites that contain these words] }.
Now I want my program to analyze the words from any websites to check if the website is safe or not. But I don't know which methods will suit to my data.
The key thing here is your training data. You need some sort of supervised learning technique where your training data consists of website's data itself (text document) and its label (harmful or safe).
You can certainly use the RNN but there also other natural language processing techniques and much faster ones.
Typically, you should use a proper vectorizer on your training data (think of each site page as a text document), for example tf-idf (but also other possibilities; if you use Python I would strongly suggest scikit that provides lots of useful machine learning techniques and mentioned sklearn.TfidfVectorizer is already within). The point is to vectorize your text document in enhanced way. Imagine for example the English word the how many times it typically exists in text? You need to think of biases such as these.
Once your training data is vectorized you can use for example stochastic gradient descent classifier and see how it performs on your test data (in machine learning terminology the test data means to simply take some new data example and test what your ML program outputs).
In either case you will need to experiment with above options. There are many nuances and you need to test your data and see where you achieve the best results (depending on ML algorithm settings, type of vectorizer, used ML technique itself and so on). For example Support Vector Machines are great choice when it comes to binary classifiers too. You may wanna play with that too and see if it performs better than SGD.
In any case, remember that you will need to obtain quality training data with labels (harmful vs. safe) and find the best fitting classifier. On your journey to find the best one you may also wanna use cross validation to determine how well your classifier behaves. Again, already contained in scikit-learn.
N.B. Don't forget about valid cases. For example there may be a completely safe online magazine where it only mentions the harmful topic in some article; it doesn't mean the website itself is harmful though.
Edit: As I think of it, if you don't have any experience with ML at all it could be useful to take any online course because despite the knowledge of API and libraries you will still need to know what it does and the math behind the curtain (at least roughly).
What you are trying to do is called sentiment classification and is usually done with recurrent neural networks (RNNs) or Long short-term memory networks (LSTMs). This is not an easy topic to start with machine learning. If you are new you should have a look into linear/logistic regression, SVMs and basic neural networks (MLPs) first. Otherwise it will be hard to understand what is going on.
That said: there are many libraries out there for constructing neural networks. Probably easiest to use is keras. While this library simplifies a lot of things immensely, it isn't just a magic box that makes gold from trash. You need to understand what happens under the hood to get good results. Here is an example of how you can perform sentiment classification on the IMDB dataset (basically determine whether a movie review is positive or not) with keras.
For people who have no experience in NLP or ML, I recommend using TFIDF vectorizer instead of using deep learning libraries. In short, it converts sentences to vector, taking each word in vocabulary to one dimension (degree is occurrence).
Then, you can calculate cosine similarity to resulting vector.
To improve performance, use stemming / lemmatizing / stopwords supported in NLTK libraires.
Which are the fundamental criterias for using supervised or unsupervised learning?
When is one better than the other?
Is there specific cases when you can only use one of them?
Thanks
If you a have labeled dataset you can use both. If you have no labels you only can use unsupervised learning.
It´s not a question of "better". It´s a question of what you want to achieve. E.g. clustering data is usually unsupervised – you want the algorithm to tell you how your data is structured. Categorizing is supervised since you need to teach your algorithm what is what in order to make predictions on unseen data.
See 1.
On a side note: These are very broad questions. I suggest you familiarize yourself with some ML foundations.
Good podcast for example here: http://ocdevel.com/podcasts/machine-learning
Very good book / notebooks by Jake VanderPlas: http://nbviewer.jupyter.org/github/jakevdp/PythonDataScienceHandbook/blob/master/notebooks/Index.ipynb
Depends on your needs. If you have a set of existing data including the target values that you wish to predict (labels) then you probably need supervised learning (e.g. is something true or false; or does this data represent a fish or cat or a dog? Simply put - you already have examples of right answers and you are just telling the algorithm what to predict). You also need to distinguish whether you need a classification or regression. Classification is when you need to categorize the predicted values into given classes (e.g. is it likely that this person develops a diabetes - yes or no? In other words - discrete values) and regression is when you need to predict continuous values (1,2, 4.56, 12.99, 23 etc.). There are many supervised learning algorithms to choose from (k-nearest neighbors, naive bayes, SVN, ridge..)
On contrary - use the unsupervised learning if you don't have the labels (or target values). You're simply trying to identify the clusters of data as they come. E.g. k-Means, DBScan, spectral clustering..)
So it depends and there's no exact answer but generally speaking you need to:
Collect and see you data. You need to know your data and only then decide which way you choose or what algorithm will best suite your needs.
Train your algorithm. Be sure to have a clean and good data and bear in mind that in case of unsupervised learning you can skip this step as you don't have the target values. You test your algorithm right away
Test your algorithm. Run and see how well your algorithm behaves. In case of supervised learning you can use some training data to evaluate how well is your algorithm doing.
There are many books online about machine learning and many online lectures on the topic as well.
Depends on the data set that you have.
If you have target feature in your hand then you should go for supervised learning. If you don't have then it is a unsupervised based problem.
Supervised is like teaching the model with examples. Unsupervised learning is mainly used to group similar data, it plays a major role in feature engineering.
Thank you..
I have two dependent continuous variables and i want to use their combined values to predict the value of a third binary variable. How do i go about discretizing/categorizing the values? I am not looking for clustering algorithms, i'm specifically interested in obtaining 'meaningful' discrete categories i can subsequently use in in a Bayesian classifier.
Pointers to papers, books, online courses, all very much appreciated!
That is the essence of machine learning and problem one of the most studied problem.
Least-square regression, logistic regression, SVM, random forest are widely used for this type of problem, which is called binary classification.
If your goal is to pragmatically classify your data, several libraries are available, like Scikits-learn in python and weka in java. They have a great documentation.
But if you want to understand what's the intrinsics of machine learning, just search (here or on google) for machine learning resources.
If you wanted to be a real nerd, generate a bunch of different possible discretizations and then train a classifier on it, and then characterize the discretizations by features and then run a classifier on that, and see what sort of discretizations are best!?
In general discretizing stuff is more of an art and having a good understanding of what the input variable ranges mean.