This is my attempt to build many of the machine learning algorithms from scratch, both in an attempt to make sense of them for myself and to write the algorithms in a way that is pedagogically interesting. At present, SkLearn is the leading Machine Learning module for Python, but looking through the open-source code, it's very hard to make sense of because of how abstracted the code is. These modules will be much simpler in design, such that a student can read through and understand how the algorithm works. As such, they will not be as optimized as SkLearn, etc.
Organization
zwml: This contains a fully functioning machine learning library with the ability to import a la sklearn. Want to use a decision tree? Just do from zwml.tree_models import decision_tree_regressor. This is still in alpha at the moment as many inconsistencies need to be cleaned up before it can be fully launched. These will always be the "full version" of the library, whereas some notebooks will have only a simpler form of the class (such as sgd without regularization)
Notebooks: Each notebook will have the class fully written out, with a test case shown. All version information for the used python and modules (numpy, pandas, etc) are shown as well for later comparison.
A lot of these modules are begging for inheritance. As an example, the bagging classifier and the random forest classifier are largely the same code, with a few modified methods. Since these are designed as pedagogical tools and not "production code," I've chosen to make the modules as self-contained as possible. So instead of having an abstracted parent class, which a new programmer may have to track down, I've chosen to keep the code all together. I know it's sub-optimal for production, but I think it's better for someone to learn from. The only exceptions are ensemble methods that call entire other algorithms. For instance, the random forest module is building a bunch of decision trees, but with modfied data inputs. To illustrate this point, the decision tree class is imported as a stand-alone module and plugged in to the random forest module where it belongs - instead of recreating the decision tree in that class. The idea is that a new student will see how random forest (or other ensemble methodology) is just a super-class that wraps around another algorithm.
This modules uses the Linear Algebra, closed-form solution for solving for coefficients of linear regression.
This module performs stochastic gradient descent to find the regression coefficients for linear regression. There are a few options to set, such as learning rate, number of iterations, etc. There's also an option for setting the learning rate to be dynamic. There are two versions of this notebook - one with and one without regularization included.
This module uses optimization of standard deviation or absolute errors to build decisions trees for regression. It will be the basis for our random forest regressor. It has a few setting like max-depth to control how our trees are built and a few options for optimization method.
This is similar to the random_forest_classifier, but we instead focus on getting a continuous output.
This module uses information gain to build decisions trees for classification. It will be the basis for our bagging classifier and random forest classifier. It has a few setting like max-depth to control how our trees are built.
This module is based on the wisdom of "points that are close together should be of the same class." It measures the distances to all points and then finds the k (user specifies 'k' by setting 'n_neighbors') closest points. Those points all get to vote on what class the new point likely is.
This ensemble method is an extension on the decision tree that uses bootstrapping. Bootstrapping where we sample the dataset (with replacement) over and over to build out new datasets that "built from" our true data. If we do this many times, we'll build many slightly different trees on the bootstrapped data since no two trees will see the exact same data. Then we let all the trees predict on any new data, and allow the wisdom of the masses to determine our final outcome.
This is another ensemble method. It's just like the bagging_classifier, except we also randomize what features go to each tree in our data. Instead of just randomizing our datapoints, we also say, "this tree only gets features 1, 3, and 5." This further randomizes out input to each tree, helping to fight over-fitting; which puts us in a better spot for the bias-variance trade off.
Uses Bayes rule to calculate the probability that a given observation will belong in each class, based on what it's learned about probability distributions in the training data. In the Bernoulli flavor, only "on" or "off" is counted for each feature when determining probability
Uses Bayes rule to calculate the probability that a given observation will belong in each class, based on what it's learned about probability distributions in the training data. In the Gaussian flavor, each feature is assumed to have a normal distribution, so the sample mean and standard deviation are used to approximate the Probability Distribution; which is sampled to determine probability.
Description still to come.
We use different methods of splitting the data to measure the model performance on "unseen" or "out-of-sample" data. The cross-validation method will report the model behavior several different folds. Both cross validation and train-test split are built from scratch in this notebook.
This is a suite of statistics calculation functions for regressions. Examples: mean_squared_error, r2, adjusted r2, etc.
Kernel Density Approximation. Given a set of points, what surface best describes the probability of drawing a point from any region of space? This module approximates that by assuming some probability "kernel" like (what if every point is representing a gaussian probability distribution).
Given a document, can we learn about it and then generate new writings based on it? This uses the idea of Markov chains (randomly chaining together allowed possibilities together, via a probabalistic understanding of the document) to create new text from old documents.