Before applying SVM on my data I want to reduce its dimension by PCA. Should I separate the Train data and Test data then apply PCA on each of them separately or apply PCA on both sets combined then separate them?
Actually both provided answers are only partially right. The crucial part here is what is the exact problem you are trying to solve. There are two basic possible settings which can be considered, and both are valid under some assumptions.
Case 1
You have some data (which you splitted to train and test) and in the future you will get more data coming from the same distribution.
If this is the case, you should fit PCA on train data, then SVM on its projection, and for testing you just apply already fitted PCA followed by already fitted SVM, and you do exactly the same for new data that will come. This way your test error (under some "size assumptions" should approximate your expected error).
Case 2
You have some data (which you splitted train and test) and in the future you will obtain a big chunk of unlabeled data and you will be able to fit your model then.
In such a case, you fit PCA on whole data provided, learn SVM on labeled part (train set) and evaluate on test set. This way, once new data arrives you can fit PCA using both your data and new ones, and then - train SVM on your old data (as this is the only one having labels). Under the assumption that again - data comes from the same distributions, everything is correct here. You use more data to fit PCA only to have a better estimator (maybe your data is really high dimensional and PCA fails with small sample?).
You should do them separately. If you run pca on both sets combined then you are going to introduce a bias in your svn. The goal of the test set is to see how your algorithm will perform without prior knowledge of the data.
Learn the Projection Matrix of PCA on the train set and use this to reduce the dimensions of the test data.
One benifit is this way you don't have to rely on collecting sufficient data in the test set if you are applying your classifier for actual run time where test data comes one sample at a time.
Also I think separate train and test PCA will fail.Why?
Think of PCA as giving you features, and then you learn a classifier over these features. If over time your data shifts, then the test features you get using PCA would be different, and you don't have a classifier trained on these features. Even if the set of directions/features of the PCA remain same but their order varies your classifier still fails.
Related
I am using Weka software to classify model. I have confusion using training and testing dataset partition. I divide 60% of the whole dataset as training dataset and save it to my hard disk and use 40% of data as test dataset and save this data to another file. The data that I am using is an imbalanced data. So I applied SMOTE in my training dataset. After that, in the classify tab of the Weka I selected Use training set option from Test options and used Random Forest classifier to do the classification on the training dataset. After getting the result I chose Supplied test set option from Test options and load my test dataset from hard disk and again ran the classifier.
I try to find out tutorial on how to load training set and test set in Weka but did not get it. I did the above process depend upon my understanding.
Therefore, I would like to know is that the right way to perform classification on training and test dataset?
Thank you.
There is no need to evaluate your classifier on the training set (this will be overly optimistic, since the classifier has already seen this data). Just use the Supplied test set option, then your classifier will get trained automatically on the currently loaded dataset before being evaluated on the specified test set.
Instead of manually splitting your data, you could also use the Percentage split test option, with 60% to be used for your training data.
When using filters, you should always wrap them (in this case SMOTE) and your classifier (in this case RandomForest) in the FilteredClassifier meta-classifier. That way, you will ensure that the training and test set data will get transformed correctly. This will also avoid the problem of leaking information into the test set when transforming the full dataset with a supervised filter and splitting the dataset into train/test afterwards. Finally, it also documents nicely what preprocessing is being done to your input data, all in a single command-line string.
If you need to apply more than one filter, use the MultiFilter to apply them sequentially.
I am working on this shared task http://alt.qcri.org/semeval2017/task4/index.php?id=data-and-tools
which is just a twitter sentiment analysis. Since i am pretty new to machine learning, I am not quite sure how to use both training data and testing data.
So the shared task provides two same sets of twitter tweets one without the result (train) and one with the result.
I current understandings of using these kinds of data in machine learning are as follows:
training set: we are supposed to split this into training and testing portions (90% training and 10% testing maybe?)
But the existing of a separate test data kind of confuses.
Are we supposed to use the result that we got in the test using the 10% portion of the 'training set' and compare that to the actual result 'testing set' ?
Can someone correct my understanding?
When training a machine learning model, you are feeding your algorithm with the dataset called training set, which in this stage, you are telling the algorithm what is the ground truth of each sample you put into the algorithm, that way, the algorithm learns from each sample you are feeding to it. the training set is usually 80% of the whole dataset, the other 20% of the dataset is the testing set, which in this case, you know what is the ground truth of each sample, but you let your algorithm predict what it think the truth is to each sample you let it predict. All those prediction over the testing set are based on what the algorithm have learned from the training set you fed it before.
After you make all the predictions over your testing set you can then check how accurate your model is based on the ground truth in compare to the prediction the model have made.
When do data pre-processing, it is suggested to do either scaling or normalization. It is easy to do it when you have data on your hand. You have all the data and can do it right away. But after the model built and run, does the first data that comes in need to be scaled or normalized? If it needed, it only one single row how to scale or normalize it? How do we know what is the min/max/mean/stdev from each feature? And how is the incoming data is the min/max/mean each feature?
Please advise
First of all you should know when to use scaling and normalization.
Scaling - scaling is nothing but to transform your features to comparable magnitudes.Let say if you have features like person's income and you noticed that some have value of order 10^3 and some have 10^6.Now if you model your problem with this features then algorithms like KNN, Ridge Regression will give higher weight to higher magnitude of such attributes.To prevent this you need to first scale your features.Min-Max scaler is one of the most used scaling.
Mean Normalisation -
If after examining the distribution of the feature and you found that feature is not centered around zero then for the algorithm like svm where objective function already assumes zero mean and same order variance, we could have problem in modeling.So here you should do Mean Normalisation.
Standardization - For the algorithm like svm, neural network, logistic regression it is necessary to have a variance of the feature in the same order.So why don't we make it to one.So in standardization, we make the distribution of features to zero mean and unit variance.
Now let's try to answer your question in terms of training and testing set.
So let's say you are training your model on 50k dataset and testing on 10k dataset.
For the above three transformations, the standard approach says that you should fit any normalizer or scaler to only training dataset and use only transform for the testing dataset.
In our case, if we want to use standardization then we will first fit our standardizer on 50k training dataset and then used to transform it 50k training dataset and also testing dataset.
Note - We shouldn't fit our standardizer to test dataset, in place of we will use already fitted standardizer to transform testing dataset.
Yes, you need to apply normalization to the input data, else the model will predict nonsense.
You also have to save the normalization coefficients that were used during training, or from training data. Then you have to apply the same coefficients to incoming data.
For example if you use min-max normalization:
f_n = (f - min(f)) / (max(f) - min_(f))
Then you need to save the min(f) and max(f) in order to perform normalization for new data.
I'm trying to perform sentiment analysis on a dataset.But there is no existing corpus that my classifier can be trained on that is similar to the dataset that I want to analyze. My question is as follows: Can I use a randomly sampled subset of this data for training/validation phases and then use the trained classifier for performing analysis on the larger dataset? I plan to introduce some variability by adding data points to the training set that are similar to the application dataset but not from that set. Is this is a valid approach?
What you are looking for is the standard procedure of cross-validation. During cross-validation you split your data on (let's assume) 80%-20% training testing data and make 5-10 (depending on the size of data you have) different splits. So I would suggest that you keep a subset of the data and then perform cross-validation on this subset. This is the optimal way to train your model.
When applying the PCA technique on a training set, we find a coefficient matrix A, which is the principal component. So when we in training stage we find this principals and project it on the data. my question is does we apply the same principals or we find a new principals for the data in testing stage? I think in an answer like this : if we use it for dimensionality reduction, we have to find new principals. but if we use it for feature extraction (like feature extraction for EEG data ) we have to use the old(which is for the data in training stage) how much my thinking is true? BS: I'm not ask and answer the question in the same time, but to tell what I think , to show the points of misunderstanding, and take the opinion from experts
PCA is one of feature vector transformations. The goal is to reduce dimensionality. It sort of merges correlated features. If you have features like weight and size and the most of the objects when something is heavy it's also big. It replaces these features with one weight_and_size. It reduces noise and also is makes e.q. neural network smaller.
It enables the network to solve a problem in shorter time (be reducing network's size). It also should improve generalization.
So if you trained your network with feature vectors compressed with PCA you have to test it with transformed data as well. Simply because it only has as many inputs as compressed feature vector. You also have to use exactly the same transformation. If the network learned that first input is weight_and_size you cannot put the the value of e.q. warm_and_colorful and expect good results.
Both PCA and PCR are built on the training data and the transformation is applied to Test for performance (error) evaluation. With these 2 techniques, you get better results, when not using just a single training dataset, but doing a K-fold Cross Validation where you do a separate PCA for every fold and apply the transformations to the Test sets. Hope it helps!