Information Gain= (Information before split)-(Information after split)
Information gain can be found by above equation. But what I don't understand is what is exactly the meaning of this information gain? Does it mean that how much more information is gained or reduced by splitting according to the given attribute or something like that???
Link to the answer:
https://stackoverflow.com/a/1859910/740601
Information gain is the reduction in entropy achieved after splitting the data according to an attribute.
IG = Entropy(before split) - Entropy(after split).
See http://en.wikipedia.org/wiki/Information_gain_in_decision_trees
Entropy is a measure of the uncertainty present. By splitting the data, we are trying to reduce the entropy in it and gain information about it.
We want to maximize the information gain by choosing the attribute and split point which reduces the entropy the most.
If entropy = 0, then there is no further information which can be gained from it.
Correctly written it is
Information-gain = entropy-before-split - average entropy-after-split
the difference of entropy vs. information is the sign. Entropy is high, if you do not have much information of the data.
The intuition is that of statistical information theory. The rough idea is: how many bits per record do you need to encode the class label assignment? If you have only one class left, you need 0 bits per record. If you have a chaotic data set, you will need 1 bit for every record. And if the class is unbalanced, you could get away with less than that, using a (theoretical!) optimal compression scheme; e.g. by encoding the exceptions only. To match this intuition, you should be using the base 2 logarithm, of course.
A split is considered good, if the branches have lower entropy on average afterwards. Then you have gained information on the class label by splitting the data set. The IG value is the average number of bits of information you gained for predicting the class label.
Related
I am currently learning how to use SEAL and in the parameters for BFV scheme there was a helper function for choosing the PolyModulus and CoeffModulus and however this was not provided for choosing the PlainModulus other than it should be either a prime or a power of 2 is there any way to know which optimal value to use?
In the given example the PlainModulus was set to parms.PlainModulus = new SmallModulus(256); Is there any special reason for choosing the value 256?
In BFV, the plain_modulus basically determines the size of your data type, just like in normal programming when you use 32-bit or 64-bit integers. When using BatchEncoder the data type applies to each slot in the plaintext vectors.
How you choose plain_modulus matters a lot: the noise budget consumption in multiplications is proportional to log(plain_modulus), so there are good reasons to keep it as small as possible. On the other hand, you'll need to ensure that you don't get into overflow situations during your computations, where your encrypted numbers exceed plain_modulus, unless you specifically only care about correctness of the results modulo plain_modulus.
In almost all real use-cases of BFV you should want to use BatchEncoder to not waste plaintext/ciphertext polynomial space, and this requires plain_modulus to be a prime. Therefore, you'll probably want it to be a prime, except in some toy examples.
Hashing reduces dimensionality while one-hot-encoding essentially blows up the feature space by transforming multi-categorical variables into many binary variables. So it seems like they have opposite effects. My questions are:
What is the benefit of doing both on the same dataset? I read something about capturing interactions but not in detail - can somebody elaborate on this?
Which one comes first and why?
Binary one-hot-encoding is needed for feeding categorical data to linear models and SVMs with the standard kernels.
For example, you might have a feature which is a day of a week. Then you create a one-hot-encoding for each of them.
1000000 Sunday
0100000 Monday
0010000 Tuesday
...
0000001 Saturday
Feature-hashing is mostly used to allow for significant storage compression for parameter vectors: one hashes the high dimensional input vectors into a lower dimensional feature space. Now the parameter vector of a resulting classifier can therefore live in the lower-dimensional space instead of in the original input space. This can be used as a method of dimension reduction thus usually you expect to trade a bit of decreasing of performance with significant storage benefit.
The example in wikipedia is a good one. Suppose your have three documents:
John likes to watch movies.
Mary likes movies too.
John also likes football.
Using a bag-of-words model, you first create below document to words model. (each row is a document, each entry in the matrix indicates whether a word appears in the document).
The problem with this process is that such dictionaries take up a large amount of storage space, and grow in size as the training set grows.
Instead of maintaining a dictionary, a feature vectorizer that uses the hashing trick can build a vector of a pre-defined length by applying a hash function h to the features (e.g., words) in the items under consideration, then using the hash values directly as feature indices and updating the resulting vector at those indices.
Suppose you generate below hashed features with 3 buckets. (you apply k different hash functions to the original features and count how many times the hashed value hit a bucket).
bucket1 bucket2 bucket3
doc1: 3 2 0
doc2: 2 2 0
doc3: 1 0 2
Now you successfully transformed the features in 9-dimensions to 3-dimensions.
A more interesting application of feature hashing is to do personalization. The original paper of feature hashing contains a nice example.
Imagine you want to design a spam filter but customized to each user. The naive way of doing this is to train a separate classifier for each user, which are unfeasible regarding either training (to train and update the personalized model) or serving (to hold all classifiers in memory). A smart way is illustrated below:
Each token is duplicated and one copy is individualized by concatenating each word with a unique user id. (See USER123_NEU and USER123_Votre).
The bag of words model now holds the common keywords and also use-specific keywords.
All words are then hashed into a low dimensioanl feature space where the document is trained and classified.
Now to answer your questions:
Yes. one-hot-encoding should come first since it is transforming a categorical feature to binary feature to make it consumable by linear models.
You can apply both on the same dataset for sure as long as there is benefit to use the compressed feature-space. Note if you can tolerate the original feature dimension, feature-hashing is not required. For example, in a common digit recognition problem, e.g., MINST, the image is represented by 28x28 binary pixels. The input dimension is only 784. For sure feature hashing won't have any benefit in this case.
Just starting to play around with Neural Networks for fun after playing with some basic linear regression. I am an English teacher so don't have a math background and trying to read a book on this stuff is way over my head. I thought this would be a better avenue to get some basic questions answered (even though I suspect there is no easy answer). Just looking for some general guidance put in layman's terms. I am using a trial version of an Excel Add-In called NEURO XL. I apologize if these questions are too "elementary."
My first project is related to predicting a student's Verbal score on the SAT based on a number of test scores, GPA, practice exam scores, etc. as well as some qualitative data (gender: M=1, F=0; took SAT prep class: Y=1, N=0; plays varsity sports: Y=1, N=0).
In total, I have 21 variables that I would like to feed into the network, with the output being the actual score (200-800).
I have 9000 records of data spanning many years/students. Here are my questions:
How many records of the 9000 should I use to train the network?
1a. Should I completely randomize the selection of this training data or be more involved and make sure I include a variety of output scores and a wide range of each of the input variables?
If I split the data into an even number, say 9x1000 (or however many) and created a network for each one, then tested the results of each of these 9 on the other 8 sets to see which had the lowest MSE across the samples, would this be a valid way to "choose" the best network if I wanted to predict the scores for my incoming students (not included in this data at all)?
Since the scores on the tests that I am using as inputs vary in scale (some are on 1-100, and others 1-20 for example), should I normalize all of the inputs to their respective z-scores? When is this recommended vs not recommended?
I am predicting the actual score, but in reality, I'm NOT that concerned about the exact score but more of a range. Would my network be more accurate if I grouped the output scores into buckets and then tried to predict this number instead of the actual score?
E.g.
750-800 = 10
700-740 = 9
etc.
Is there any benefit to doing this or should I just go ahead and try to predict the exact score?
What if ALL I cared about was whether or not the score was above or below 600. Would I then just make the output 0(below 600) or 1(above 600)?
5a. I read somewhere that it's not good to use 0 and 1, but instead 0.1 and 0.9 - why is that?
5b. What about -1(below 600), 0(exactly 600), 1(above 600), would this work?
5c. Would the network always output -1, 0, 1 - or would it output fractions that I would then have to roundup or rounddown to finalize the prediction?
Once I have found the "best" network from Question #3, would I then play around with the different parameters (number of epochs, number of neurons in hidden layer, momentum, learning rate, etc.) to optimize this further?
6a. What about the Activation Function? Will Log-sigmoid do the trick or should I try the other options my software has as well (threshold, hyperbolic tangent, zero-based log-sigmoid).
6b. What is the difference between log-sigmoid and zero-based log-sigmoid?
Thanks!
First a little bit of meta content about the question itself (and not about the answers to your questions).
I have to laugh a little that you say 'I apologize if these questions are too "elementary."' and then proceed to ask the single most thorough and well thought out question I've seen as someone's first post on SO.
I wouldn't be too worried that you'll have people looking down their noses at you for asking this stuff.
This is a pretty big question in terms of the depth and range of knowledge required, especially the statistical knowledge needed and familiarity with Neural Networks.
You may want to try breaking this up into several questions distributed across the different StackExchange sites.
Off the top of my head, some of it definitely belongs on the statistics StackExchange, Cross Validated: https://stats.stackexchange.com/
You might also want to try out https://datascience.stackexchange.com/ , a beta site specifically targeting machine learning and related areas.
That said, there is some of this that I think I can help to answer.
Anything I haven't answered is something I don't feel qualified to help you with.
Question 1
How many records of the 9000 should I use to train the network? 1a. Should I completely randomize the selection of this training data or be more involved and make sure I include a variety of output scores and a wide range of each of the input variables?
Randomizing the selection of training data is probably not a good idea.
Keep in mind that truly random data includes clusters.
A random selection of students could happen to consist solely of those who scored above a 30 on the ACT exams, which could potentially result in a bias in your result.
Likewise, if you only select students whose SAT scores were below 700, the classifier you build won't have any capacity to distinguish between a student expected to score 720 and a student expected to score 780 -- they'll look the same to the classifier because it was trained without the relevant information.
You want to ensure a representative sample of your different inputs and your different outputs.
Because you're dealing with input variables that may be correlated, you shouldn't try to do anything too complex in selecting this data, or you could mistakenly introduce another bias in your inputs.
Namely, you don't want to select a training data set that consists largely of outliers.
I would recommend trying to ensure that your inputs cover all possible values for all of the variables you are observing, and all possible results for the output (the SAT scores), without constraining how these requirements are satisfied.
I'm sure there are algorithms out there designed to do exactly this, but I don't know them myself -- possibly a good question in and of itself for Cross Validated.
Question 3
Since the scores on the tests that I am using as inputs vary in scale (some are on 1-100, and others 1-20 for example), should I normalize all of the inputs to their respective z-scores? When is this recommended vs not recommended?
My understanding is that this is not recommended as the input to a Nerual Network, but I may be wrong.
The convergence of the network should handle this for you.
Every node in the network will assign a weight to its inputs, multiply them by their weights, and sum those products as a core part of its computation.
That means that every node in the network is searching for some coefficients for each of their inputs.
To do this, all inputs will be converted to numeric values -- so conditions like gender will be translated into "0=MALE,1=FEMALE" or something similar.
For example, a node's metric might look like this at a given point in time:
2*ACT_SCORE + 0*GENDER + (-5)*VARISTY_SPORTS ...
The coefficients for each values are exactly what the network is searching for as it converges.
If you change the scale of a value, like ACT_SCORE, you just change the scale of the coefficient that will be found by the reciporical of that scaling factor.
The result should still be the same.
There are other concerns in terms of accuracy (computers have limited capacity to represent small fractions) and speed that may enter this, but not being familiar with NEURO XL, I can't say whether or not they apply for this technology.
Question 4
I am predicting the actual score, but in reality, I'm NOT that concerned about the exact score but more of a range. Would my network be more accurate if I grouped the output scores into buckets and then tried to predict this number instead of the actual score?
This will reduce accuracy, although you should converge to a solution much faster with fewer possible outputs (scores).
Neural Networks actually describe very high-dimensional functions in their input variables.
If you reduce the granularity of that function's output space, you essentially state that you don't care about local minima and maxima in that function, especially around the borders between your output scores.
As a result, you are sacrificing information that may be an essential component of the "true" function that you are searching for.
I hope this has been helpful, but you really should break this question down into its many components and ask them separately on different sites -- potentially some of them do belong here on StackOverflow as well.
Why is Shannon's Entropy measure used in Decision Tree branching?
Entropy(S) = - p(+)log( p(+) ) - p(-)log( p(-) )
I know it is a measure of the no. of bits needed to encode information; the more uniform the distribution, the more the entropy. But I don't see why it is so frequently applied in creating decision trees (choosing a branch point).
Because you want to ask the question that will give you the most information. The goal is to minimize the number of decisions/questions/branches in the tree, so you start with the question that will give you the most information and then use the following questions to fill in the details.
For the sake of decision trees, forget about the number of bits and just focus on the formula itself. Consider a binary (+/-) classification task where you have an equal number of + and - examples in your training data. Initially, the entropy will be 1 since p(+) = p(-) = 0.5. You want to split the data on an attribute that most decreases the entropy (i.e., makes the distribution of classes least random). If you choose an attribute, A1, that is completely unrelated to the classes, then the entropy will still be 1 after splitting the data by the values of A1, so there is no reduction in entropy. Now suppose another attribute, A2, perfectly separates the classes (e.g., the class is always + for A2="yes" and always - for A2="no". In this case, the entropy is zero, which is the ideal case.
In practical cases, attributes don't typically perfectly categorize the data (the entropy is greater than zero). So you choose the attribute that "best" categorizes the data (provides the greatest reduction in entropy). Once the data are separated in this manner, another attribute is selected for each of the branches from the first split in a similar manner to further reduce the entropy along that branch. This process is continued to construct the tree.
You seem to have an understanding of the math behind the method, but here is a simple example that might give you some intuition behind why this method is used: Imagine you are in a classroom that is occupied by 100 students. Each student is sitting at a desk, and the desks are organized such there are 10 rows and 10 columns. 1 out of the 100 students has a prize that you can have, but you must guess which student it is to get the prize. The catch is that everytime you guess, the prize is decremented in value. You could start by asking each student individually whether or not they have the prize. However, initially, you only have a 1/100 chance of guessing correctly, and it is likely that by the time you find the prize it will be worthless (think of every guess as a branch in your decision tree). Instead, you could ask broad questions that dramatically reduce the search space with each question. For example "Is the student somewhere in rows 1 though 5?" Whether the answer is "Yes" or "No" you have reduced the number of potential branches in your tree by half.
I have a project where I am asked to develop an application to simulate how different page replacement algorithms perform (with varying working set size and stability period). My results:
Vertical axis: page faults
Horizontal axis: working set size
Depth axis: stable period
Are my results reasonable? I expected LRU to have better results than FIFO. Here, they are approximately the same.
For random, stability period and working set size doesnt seem to affect the performance at all? I expected similar graphs as FIFO & LRU just worst performance? If the reference string is highly stable (little branches) and have a small working set size, it should still have less page faults that an application with many branches and big working set size?
More Info
My Python Code | The Project Question
Length of reference string (RS): 200,000
Size of virtual memory (P): 1000
Size of main memory (F): 100
number of time page referenced (m): 100
Size of working set (e): 2 - 100
Stability (t): 0 - 1
Working set size (e) & stable period (t) affects how reference string are generated.
|-----------|--------|------------------------------------|
0 p p+e P-1
So assume the above the the virtual memory of size P. To generate reference strings, the following algorithm is used:
Repeat until reference string generated
pick m numbers in [p, p+e]. m simulates or refers to number of times page is referenced
pick random number, 0 <= r < 1
if r < t
generate new p
else (++p)%P
UPDATE (In response to #MrGomez's answer)
However, recall how you seeded your input data: using random.random,
thus giving you a uniform distribution of data with your controllable
level of entropy. Because of this, all values are equally likely to
occur, and because you've constructed this in floating point space,
recurrences are highly improbable.
I am using random, but it is not totally random either, references are generated with some locality though the use of working set size and number page referenced parameters?
I tried increasing the numPageReferenced relative with numFrames in hope that it will reference a page currently in memory more, thus showing the performance benefit of LRU over FIFO, but that didn't give me a clear result tho. Just FYI, I tried the same app with the following parameters (Pages/Frames ratio is still kept the same, I reduced the size of data to make things faster).
--numReferences 1000 --numPages 100 --numFrames 10 --numPageReferenced 20
The result is
Still not such a big difference. Am I right to say if I increase numPageReferenced relative to numFrames, LRU should have a better performance as it is referencing pages in memory more? Or perhaps I am mis-understanding something?
For random, I am thinking along the lines of:
Suppose theres high stability and small working set. It means that the pages referenced are very likely to be in memory. So the need for the page replacement algorithm to run is lower?
Hmm maybe I got to think about this more :)
UPDATE: Trashing less obvious on lower stablity
Here, I am trying to show the trashing as working set size exceeds the number of frames (100) in memory. However, notice thrashing appears less obvious with lower stability (high t), why might that be? Is the explanation that as stability becomes low, page faults approaches maximum thus it does not matter as much what the working set size is?
These results are reasonable given your current implementation. The rationale behind that, however, bears some discussion.
When considering algorithms in general, it's most important to consider the properties of the algorithms currently under inspection. Specifically, note their corner cases and best and worst case conditions. You're probably already familiar with this terse method of evaluation, so this is mostly for the benefit of those reading here whom may not have an algorithmic background.
Let's break your question down by algorithm and explore their component properties in context:
FIFO shows an increase in page faults as the size of your working set (length axis) increases.
This is correct behavior, consistent with Bélády's anomaly for FIFO replacement. As the size of your working page set increases, the number of page faults should also increase.
FIFO shows an increase in page faults as system stability (1 - depth axis) decreases.
Noting your algorithm for seeding stability (if random.random() < stability), your results become less stable as stability (S) approaches 1. As you sharply increase the entropy in your data, the number of page faults, too, sharply increases and propagates the Bélády's anomaly.
So far, so good.
LRU shows consistency with FIFO. Why?
Note your seeding algorithm. Standard LRU is most optimal when you have paging requests that are structured to smaller operational frames. For ordered, predictable lookups, it improves upon FIFO by aging off results that no longer exist in the current execution frame, which is a very useful property for staged execution and encapsulated, modal operation. Again, so far, so good.
However, recall how you seeded your input data: using random.random, thus giving you a uniform distribution of data with your controllable level of entropy. Because of this, all values are equally likely to occur, and because you've constructed this in floating point space, recurrences are highly improbable.
As a result, your LRU is perceiving each element to occur a small number of times, then to be completely discarded when the next value was calculated. It thus correctly pages each value as it falls out of the window, giving you performance exactly comparable to FIFO. If your system properly accounted for recurrence or a compressed character space, you would see markedly different results.
For random, stability period and working set size doesn't seem to affect the performance at all. Why are we seeing this scribble all over the graph instead of giving us a relatively smooth manifold?
In the case of a random paging scheme, you age off each entry stochastically. Purportedly, this should give us some form of a manifold bound to the entropy and size of our working set... right?
Or should it? For each set of entries, you randomly assign a subset to page out as a function of time. This should give relatively even paging performance, regardless of stability and regardless of your working set, as long as your access profile is again uniformly random.
So, based on the conditions you are checking, this is entirely correct behavior consistent with what we'd expect. You get an even paging performance that doesn't degrade with other factors (but, conversely, isn't improved by them) that's suitable for high load, efficient operation. Not bad, just not what you might intuitively expect.
So, in a nutshell, that's the breakdown as your project is currently implemented.
As an exercise in further exploring the properties of these algorithms in the context of different dispositions and distributions of input data, I highly recommend digging into scipy.stats to see what, for example, a Gaussian or logistic distribution might do to each graph. Then, I would come back to the documented expectations of each algorithm and draft cases where each is uniquely most and least appropriate.
All in all, I think your teacher will be proud. :)