Classification#
application
classification :
image classification
identify fraud detection
customer retention
diagnostics
topics#
binary ; decision boundary ; accuracy ; hamming loss ;
linear ; linear boundary - the role of w and b ; reparametrization and approximation using sigmod to define loss function ; gradien and accuracy to perform gradient descent ; validate using complex trick;
svm ; maximize the margin ; define gap problem ; hard and soft margins(C - hyperparameter) ; train svm to show the effect of C ; show score and accuracy ; optimize C param;
knn ; k=1 euclidean distance (best overfit) ; cosine dist ; shortest path ; the course of dimensionality
full training process ; mnist example ; confusion matrix ; hyper params under/over/fit ; how to divide the data ; cross validation - K fold ;
Performance Scores#
decision function multi class performance evaluation ; one vs all ; one vs one ; (scikit-func)
recall ; precision ; f1 ; (scikit-func)
roc ; auc ; (scikit-func)
understand auc lab
cost ; loss ;
labs#
lab :score demo ; Classification Report
lab :decFunc ; decision function ; predict_proba