Machine Learning

Machine Learning vs Programming

  • Programming: the implmentation of the logic and/or math. You need to know exactly what to do, step-by-step.
  • Machine Learning: based on the observations, experiments and statistics. You provide input and output, machine will fill in the blank.



The target, the true, the tagging of positive/negative, good/bad, car/bike/human .



The input variables, the traits that describe the instance or the item.

x={x1,x2,...,xN}\mathbf{x} = \{x_1, x_2, ..., x_N\}


The instances of the data, each instance is either a combination of the feature vector and the label, as a "labeled example":

(x,y)(\mathbf{x}, y)

or only the features, as an "unlabeled example":

(x,?)(\mathbf{x}, ?)

Model and Inference

Model is a "trained" function f(x)f(\mathbf{x}), which takes a feature vector as input, and outputs an inference yy'.

By comparing inference yy' and label yy, we can evaluate the performance of the model.

A Typical End-to-end Machine Learning System

  • Data acquisition/collection: acquire data from third party, or collect from mobile, browser, devices, sensor, etc.
  • Data dictionary/feature store
  • Data warehouse
  • Data Pipeline(ETL): move data to analytics platform(e.g. a Hadoop cluster)
  • Data Prep:

    • Driver Set: define the population of training/testing/validation; append proper meta data for evaluation.
    • Feature Engineering: some variables are generated on the fly so can be logged; newly created variables needs to be simulated offline
    • Data Sanity Check: check if data is clean and usable.
  • Model Building: training and testing ML models
  • Online Variable: on-the-fly(velocity), pre-generated lookups loaded in cache(aerospike, ehcache)
  • Model Deployment: run models in offline batch mode or deploy to online system for real-time scoring.

Use Cases

  • Risk Management And Anti-Fraud
  • Precise Marketing: customer profiling, segmentation, and acquisition
  • Network Security
  • User Intentions

    • Predict churn
    • customer value: predict customer value, identify high value accounts
    • inactive account reactivate: predicts the probability that an inactive account will become reactivated
  • Personalization/Recommendation
  • Image recognition: face recognition, OCR, autonomous vehicle
  • Machine translation
  • and more...