Tag: data mining

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Data Mining

Bike Sharing Demand Problem, part 2 – Sklearn SGD regression model, scaling, transformation chain and Random Forest nonlinear model

The Bike Sharing Demand problem requires using historical data on weather conditions and bicycle rental to predict the number of occupied bicycles (rentals) for a certain hour of a certain day.

In the original problem statement, there are 11 features available. The feature set contains both real, categorical, and binary data. For the demonstration, a training sample bike_sharing_demand.csv is used from the original data.

See the Bike Sharing Demand, part 1 of the task where we performed some initial problem analysis.

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Data Mining

Bike Sharing Demand Problem, part 1 – Sklearn regression model, scaling, transformation chain

The problem is taken from kaggle.com. Based on historical data on bicycle rental and weather conditions, it is necessary to evaluate the demand for bicycle rental.

In the original problem statement, there are 11 features available. The feature set contains both real, categorical, and binary data. For the demonstration, a training sample bike_sharing_demand.csv is used from the original data.

See the Bike Sharing Demand, part 2 of the task where we performed advanced problem analysis.

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Data Mining

Finding Classifier parameters on the grid, Sklearn.grid_search

Let’s answer the question: how do the parameters of the model affect its quality? And how can we select the optimal parameters for the task to be solved? We will look at the grid_search module in the sklearn library and learn how to select model parameters from the grid.

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Challenge Data Mining

Finding maximum likelihood estimate for the Bernoulli distribution parameter

“Out of the 15 bank customers to whom the manager offered to connect autopayments, four agreed. Service activation is a binary feature that can be described by the Bernoulli distribution.”.

Let’s find the maximum likelihood estimate for the parameter p out of such a sample.

1) Likelihood function:

L(Xn, p) = ∏ p[Xi=1]*(1−p)[Xi=0] = p^4 * (1-p)^11

2) We find the maximum likelihood estimate for the parameter p.
We logarithm L(Xn, p) and get the following:

ln(p^4 * (1-p)^11) = 4*ln(p) + 11*ln(1-p)

3) Now we take its derivative and equate it to zero to find p.
[4ln(p) + 11ln(1-p)]` = 4 (ln(p))` + 11 (ln(1-p))` = 4/p + 11/(1-p) * (-1) = 0
Following: 4/p = 11/(1-p) => 4(1-p) = 11p => 15p = 4 => p = 4/15 =~ 0.26667.

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Challenge Data Mining

Linear regression in example: overfitting and regularization

In the post we will set up a linear model to predict the number of bike rentals depending on the calendar characteristics of the day and weather conditions. We will choose the weights of the features so that to catch all the linear dependencies in the data and at the same time do not take into account extra features. This way the model will not overfit and will make fairly accurate predictions on new data.

We’ll also interpret the found linear dependencies. That means we check whether the discovered pattern corresponds to common sense. The main purpose of the task is to show and explain by example what causes overfitting and how to overcome it.

The code as an IPython notebook

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Data Mining

Linear models, Sklearn.linear_model, Regression

In this post we’ll show how to build regression linear models using the sklearn.linear.model module.

See also the post on classification linear models using the sklearn.linear.model module.

The code as an IPython notebook

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Data Mining Development

Linear models, Sklearn.linear_model, Classification

In this post we’ll show how to build classification linear models using the sklearn.linear.model module.

The code as an IPython notebook

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Data Mining

Adding regularization into Linear Regression model

The Regularization is applying a penalty to increasing the magnitude of parameter values in order to reduce overfitting. When you train a model such as a logistic regression model, you are choosing parameters that give you the best fit to the data. This means minimizing the error between what the model predicts for your dependent variable given your data compared to what your dependent variable actually is.

See the practical example how to deal with overfitting by the regularization.

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Data Mining

Cross-validation strategies and their application

In the post we’ll get to know the Cross-validation strategies as from the Sklearn module. We’ll show the methods of how to perform  k-fold cross-validation. All the iPython notebook code is correct for Python 3.6.

The iPython notebook code

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Data Mining Development

Work with inbuilt datasets of Sklearn and Seaborn libraries

In the post we will show how to generate model data and load standard datasets using the sklearn datasets module. We use sklearn.datasets in the Python 3.

The code of an iPython notebook

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