Tag: gradientdescent

Tutorial: Demystifying Deep Learning for Data Scientists

In this great tutorial for PyCon 2020, Eric Ma proposes a very simple framework for machine learning, consisting of only three elements:

Model
Loss function
Optimizer

Screenshot from youtube.com/watch?v=gGu3pPC_fBM

By adjusting the three elements in this simple framework, you can build any type of machine learning program.

In the tutorial, Eric shows you how to implement this same framework in Python (using jax) and implement linear regression, logistic regression, and artificial neural networks all in the same way (using gradient descent).

I can’t even begin to explain it as well as Eric does himself, so I highly recommend you watch and code along with the Youtube tutorial (~1 hour):

If you want to code along, here’s the github repository: github.com/ericmjl/dl-workshop

Have you ever wondered what goes on behind the scenes of a deep learning framework? Or what is going on behind that pre-trained model that you took from Kaggle? Then this tutorial is for you! In this tutorial, we will demystify the internals of deep learning frameworks – in the process equipping us with foundational knowledge that lets us understand what is going on when we train and fit a deep learning model. By learning the foundations without a deep learning framework as a pedagogical crutch, you will walk away with foundational knowledge that will give you the confidence to implement any model you want in any framework you choose.
https://www.youtube.com/watch?v=gGu3pPC_fBM

Via github.com/ericmjl/dl-workshop/blob/master/docs/figures/linreg-neural.png

StatQuest: Statistical concepts, clearly explained

Josh Starmer is assistant professor at the genetics department of the University of North Carolina at Chapel Hill.

But more importantly:
Josh is the mastermind behind StatQuest!

StatQuest is a Youtube channel (and website) dedicated to explaining complex statistical concepts — like data distributions, probability, or novel machine learning algorithms — in simple terms.

Once you watch one of Josh’s “Stat-Quests”, you immediately recognize the effort he put into this project. Using great visuals, a just-about-right pace, and relateable examples, Josh makes statistics accessible to everyone. For instance, take this series on logistic regression:

And do you really know what happens under the hood when you run a principal component analysis? After this video you will:

Or are you more interested in learning the fundamental concepts behind machine learning, then Josh has some videos for you, for instance on bias and variance or gradient descent:

With nearly 200 videos and counting, StatQuest is truly an amazing resource for students ‘and teachers on topics related to statistics and data analytics. For some of the concepts, Josh even posted videos running you through the analysis steps and results interpretation in the R language.

StatQuest started out as an attempt to explain statistics to my co-workers – who are all genetics researchers at UNC-Chapel Hill. They did these amazing experiments, but they didn’t always know what to do with the data they generated. That was my job. But I wanted them to understand that what I do isn’t magic – it’s actually quite simple. It only seems hard because it’s all wrapped up in confusing terminology and typically communicated using equations. I found that if I stripped away the terminology and communicated the concepts using pictures, it became easy to understand.
Over time I made more and more StatQuests and now it’s my passion on YouTube.
Josh Starmer via https://statquest.org/about/

Gradient Descent 101

Gradient Descent is, in essence, a simple optimization algorithm. It seeks to find the gradient of a linear slope, by which the resulting linear line best fits the observed data, resulting in the smallest or lowest error(s). It is THE inner working of the linear functions we get taught in university statistics courses, however, many of us will finish our Masters (business) degree without having heard the term. Hence, this blog.

Linear regression is among the simplest and most frequently used supervised learning algorithms. It reduces observed data to a linear function (Y = a + bX) in order to retrieve a set of general rules, or to predict the Y-values for instances where the outcome is not observed.

One can define various linear functions to model a set of data points (e.g. below). However, each of these may fit the data better or worse than the others. How can you determine which function fits the data best? Which function is an optimal representation of the data? Enter stage Gradient Descent. By iteratively testing values for the intersect (a; where the linear line intersects with the Y-axis (X = 0)) and the gradient (b; the slope of the line; the difference in Y when X increases with 1) and comparing the resulting predictions against the actual data, Gradient Descent finds the optimal values for the intersect and the slope. These optimal values can be found because they result in the smallest difference between the predicted values and the actual data – the least error.

Afbeeldingsresultaat voor linear regression plot r

The video below is part of a Coursera machine learning course of Stanford University and it provides a very intuitive explanation of the algorithm and its workings:

A recent blog demonstrates how one could program the gradient descent algorithm in R for him-/herself. Indeed, the code copied below provides the same results as the linear modelling function in R’s base environment.

gradientDesc  max_iter) { 
      abline(c, m) 
      converged = T
      return(paste("Optimal intercept:", c, "Optimal slope:", m))
    }
  }
}

# compare resulting coefficients
coef(lm(mpg ~ disp, data = mtcars)
gradientDesc(x = disp, y = mpg, learn_rate = 0.0000293, conv_theshold = 0.001, n = 32, max_iter = 2500000)

Although the algorithm may result in a so-called “local optimum”, representing the best fitting set of values (a & b) among a specific range of X-values, such issues can be handled but deserve a separate discussion.