Better than Deep Learning: Gradient Boosting Machines (GBM) - LA Data Science Meetup - Santa Monica, July 2018

Transcript

1. Better than Deep Learning: Gradient Boosting Machines (GBM) Szilárd Pafka, PhD Chief Scientist, Epoch LA Data Science Meetup, Santa Monica July 2018
3. Disclaimer: I am not representing my employer (Epoch) in this talk I cannot confirm nor deny if Epoch is using any of the methods, tools, results etc. mentioned in this talk
4. Source: Andrew Ng
5. Source: Andrew Ng
6. Source: Andrew Ng
11. Source: https://twitter.com/iamdevloper/
13. ...
16. http://www.cs.cornell.edu/~alexn/papers/empirical.icml06.pdf http://lowrank.net/nikos/pubs/empirical.pdf
17. http://www.cs.cornell.edu/~alexn/papers/empirical.icml06.pdf http://lowrank.net/nikos/pubs/empirical.pdf
22. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL
23. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL it depends
24. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL it depends / try them all
25. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL it depends / try them all / hyperparam tuning
26. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL it depends / try them all / hyperparam tuning / ensembles
27. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL it depends / try them all / hyperparam tuning / ensembles feature engineering
28. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL it depends / try them all / hyperparam tuning / ensembles feature engineering / other goals e.g. interpretability
29. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL it depends / try them all / hyperparam tuning / ensembles feature engineering / other goals e.g. interpretability the title of this talk was misguided
30. structured/tabular data: GBM (or RF) very small data: LR very large sparse data: LR with SGD (+L1/L2) images/videos, speech: DL it depends / try them all / hyperparam tuning / ensembles feature engineering / other goals e.g. interpretability the title of this talk was misguided but so is recently almost every use of the term AI
31. Source: Hastie etal, ESL 2ed
32. Source: Hastie etal, ESL 2ed
33. Source: Hastie etal, ESL 2ed
34. Source: Hastie etal, ESL 2ed
36. I usually use other people’s code [...] I can find open source code for what I want to do, and my time is much better spent doing research and feature engineering -- Owen Zhang
41. 10x
44. 10x
61. http://www.jmlr.org/papers/volume13/bergstra12a/bergstra12a.pdf
62. http://www.argmin.net/2016/06/20/hypertuning/
69. no-one is using this crap
73. More: