Machine Learning Artificial Intelligence ML Statistics 2 Supervised

Machine Learning Artificial Intelligence ML Statistics 2

기계학습의 종류 • Supervised Learning • Unsupervised Learning • Reinforcement Learning 3

회귀 모형 • linear regression / partial least square • penalized regression(LASSO, ridge, elastic net) • Neural network • Multivariate Adaptive regression Splines • Support Vector Machine • K-Nearest Neighbors • Regression tree / Random forest • . . .

분류 모형 - Linear Discriminant Analysis / Quadratic Discriminant Analysis - Logistic regression - Nearest shrunken centroids - Neural Network - Flexible discriminant analysis - Support Vector Machine - Naive Bayes - Classification tree / Random forest -. . .

평가 지표 예측 실제 Positive Negative Positive True Postive False Negative (Type II error) Negative False Positive (Type I error) True Negative 30

Precision Positive Predictive Value 예측 실제 Positive Negative Positive True Postive False Negative (Type II error) Negative False Positive (Type I error) True Negative 31

Recall True Positive Rate, Sensitivity 예측 실제 Positive Negative Positive True Postive False Negative (Type II error) Negative False Positive (Type I error) True Negative 32

Specificity True Negative Rate 예측 실제 Positive Negative Positive True Postive False Negative (Type II error) Negative False Positive (Type I error) True Negative 33

Accuracy 예측 실제 Positive Negative Positive True Postive False Negative (Type II error) Negative False Positive (Type I error) True Negative 34

Kappa O : observed accuracy, E : Expected Accuracy 35

F 1 score 36

Area Under Curve 37

모형 선택 Cross-Validation 38

오늘 다룰 모형 ##이산/범주 변수를 다루자 - Linear Discriminant Analysis - Logistic regression(Elastic net) - K-Nearest Neighbors - Neural Network - Support Vector Machine - Naive Bayes - Classification tree / Random forest

CARET R package CARET(Classicifation And REgression Training) - 매우 다양한 모형을 하나의 방식으로 분석하게 도와주는 패키 지

Elastic Net

Lasso vs. Ridge

Elastic Net - Lasso + Ridge - Tuning parameter : λ, α λ : bias의 양 α : 두 가지 bias의 종류의 비중

Linear Discriminant Analysis

Linear Discriminant Analysis

Linear Discriminant Analysis

Support Vector Machine Kernel Parameter