Everything You Wanted to Know About Machine Learning
所以张小龙才说‘我说的都是错的’。
note by 王犇
- A set of possible models to look thorough
- A way to test whether a model is good
- A clever way to find a really good model with only a few test
is to always measure the performance of your classifier on out-of-sample data.
testing splits. You should even make some predictions on data you imagine yourself, to see what the model does in certain situations.
you add more and more input fields, you must also add more and more training data to “fill up” the space created
by the additional inputs if you want to use them accurately.
否则非常可能噪音会让你的模型效果更差。
They Seem
know if an algorithm will model your data well is to try it out.
single input field, or even any single pair of fields, is closely correlated with the objective.
to create fields that make machine learning algorithms work better.
of the project’s time goes into feature engineering, 20% goes towards figuring out what comprises a proper and
comprehensive evaluation of the algorithm, and only 10% goes into algorithm selection and tuning.
两个经纬度和两者间的距离是须要相当复杂的转换工作。
转换后可以和用户是否愿意在同一天在两个城市间开车具有很强的关联性。
good evidence that, in a lot of problems, very simple machine learning techniques can be levered into incredibly
powerful classifiers with the addition of loads of data.
A big reason for this is because, once you’ve defined your input fields, there’s only so much analytic gymnastics you can do. Computer algorithms trying to learn models have only a relatively few tricks they can do efficiently, and many of them are not so very
different. Thus, as we have
said before, performance differences between algorithms are typically not large. Thus, if you want better classifiers, you should spend your time:
- Engineering better features
- Getting your hands on more high-quality data
而且事实上非常多模型的原理也都有相似之处。(想想n多的Learning
2 Rank算法)所以假设你希望达到更好的分类器。你能够优先这么做:
a more powerful model by learning multiple classifiers over different random subsets of the data.
that fit the data equally well, many machine learning algorithms have a way of mathematically preferring the simpler of the two. The folk wisdom here is that a simpler model will perform better on out-of-sample testing data, because it has less parameters
to fit, and thus is less likely to be overfit
One should not take this rule too far. There are many places in machine learning where additional complexity can benefit performance. On top of that, it is not quite accurate to say that model complexity leads to overfitting. More accurate is that the procedure
used to fit all that complexity leads to overfitting if it is not very clever. But there are plenty of cases where the complexity is brought to heel by cleverness in the model fitting process.
Thus, prefer simple models because they are smaller, faster to fit, and more interpretable, but not necessarily because they will lead to better performance; the only way to know that is to evaluate your model on
test data.
也不能过于轻信这个原则。也有非常多地方格外的复杂度会带来额外的收益。
太复杂的模型带来overfitting,这样的说法并不准确。有时额外的复杂度是模型训练中有意而且聪明的选择(复杂的structure也许更好契合了问题,效果和简单模型一样。也许仅仅是数据还不够)。
因此,倾向于简单模型由于他们更小。更好训练。更easy解释,但并不一定由于他们会带来更好的效果。
仅仅有实际測试可以告诉你答案。
8. Representable Does Not Imply Learnable
--可表示不代表可学习
are fond of saying that the function representing an accurate prediction on your datais representable by
the learning algorithm. This means that it is possiblefor
the algorithm to build a good model on your data.
by itself. Building a good model may require much more data than you have, or the good model might simply never be found by the algorithm. Just because there’s a good model out there that the algorithm could find
does not mean that it willfind
it.
If the algorithm can’t find a good model, but you are pretty sure that a good model exists, try engineering features that will make that model a little more obvious to the algorithm.
observational data can only show us that two variables are related, but it cannot
tell us the “why”.
可是书不是成绩好的原因,你不能给那些孩子送书就提升他们的成绩。真正的原因可能是。书籍多的家庭父母的教育程度高,对还自己的教育也相对较好。书不过一个indicators
your models. Just because one thing predicts another doesn’t mean it causes another, and making business (or
public policy) decisions based on some imagined causal relationship should be done with extreme caution.
Big Picture
and like any powerful tool,misuses of it can cause a lot of damage.
Understanding how machine learning works and some of the potential pitfalls can go a long way towards keeping you out of trouble.
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