yiyinianhua / ML-lib

An extensive machine learning library, made from scratch (Python).

Overview

This is a machine learning library, made from scratch.

It uses:

• numpy: for handling matrices/vectors
• cvxopt: for convex optimization
• networkx: for handling graphs in decision trees

It contains the following functionality:

• Supervised Learning:
  • Regression
    • Linear Regression
    • Logistic Regression
    • Regularization
  • Support Vector Machines
    • Soft and hard margins
    • Kernels
  • Tree Methods
    • CART (classificiation and regression)
    • PRIM
    • AdaBoost
    • Gradient Boost
    • Random Forests
  • Kernel Methods
    • Nadaraya average
    • Local linear regression
    • Kernel density classification
  • Discriminant Analysis
    • LDA, QDA, RDA
  • Prototype Methods
    • KNN
    • LVQ
    • DANN
  • Perceptron
• Unsupervised Learning
  • K means/mediods clustering
  • PCA
• Model Selection and Validation

Examples

Examples are shown in two dimensions for visualisation purposes, however, all methods can handle high dimensional data.

Regression

• Linear and logistic regression with regularization

Support Vector Machines

• Support vector machines maximize the margins between classes

• Using kernels, support vector machines can produce non-linear decision boundries. The RBF kernel is shown below

• An alternative learning algorithm, the perceptron, can linearly separate classes. It does not maximize the margin, and is severely limited.

Tree Methods

• The library contains a large collection of tree methods, the basis of which are a decision trees for classification and regression

These decision trees can be aggregated, and the library supports the following ensemble methods:

• AdaBoosting
• Gradient Boosting
• Random Forests

Kernel Methods

Kernel methods estimate the target function by fitting seperate functions at each point using local smoothing of training data

• Nadaraya–Watson estimation uses a local weighted average

• Local linear regression uses weighted least squares to locally fit an affine function to the data

• The library also supports kernel density estimation (KDE) of data which is used for kernel density classification

Discriminant Analysis

• Linear Discriminant Analysis creates decision boundries by assuming classes have the same covariance matrix.
• LDA can only form linear boundries

• Quadratic Discriminant Analysis creates deicion boundries by assuming classes have indepdent covariance matrices.
• QDA can form non-linear boundries.

• Regularized Discriminant Analysis uses a combination of pooled and class covariance matrices to determine decision boundries.

Prototype Methods

• K-nearest neighbors determines target values by averaging the k-nearest data points. The library supports both regression and classification.

• Learning vector quantization is a prototype method where prototypes are iteratively repeled by out-of-class data, and attracted to in-class data

• Discriminant Adaptive Nearest Neighbors (DANN). DANN adaptively elongates neighborhoods along boundry regions.
• Useful for high dimensional data.

Unsupervised Learning

• K means and K mediods clustering. Partitions data into K clusters.

• Principal Component Analysis (PCA) Transforms given data set into orthonormal basis, maximizing variance.