Probabilistic Programming & Bayesian Methods for Hackers

An intro to Bayesian methods and probabilistic programming from a computation/understanding-first, mathematics-second point of view.

How Cargo Cult Bayesians encourage Deep Learning Alchemy

There is a struggle today for the heart and minds of Artificial Intelligence. It’s a complex “Game of Thrones” conflict that involves many houses (or tribes) (see: “The Many Tribes of AI”). The two waring factions I focus on today is on the practice Cargo Cult science in the form of Bayesian statistics and in the practice of alchemy in the form of experimental Deep Learning.

For the uninitiated, let’s talk about what Cargo Cult science means. Cargo Cult science is a phrase coined by Richard Feynman to illustrate a practice in science of not working from fundamentally sound first principles. Here is Richard Feynman’s original essay on “Cargo Cult Science”. If you’ve never read it before, it great and refreshing read. I read this in my youth while studying physics. I am unsure if its required reading for physicists, but a majority of physicists are well aware of this concept.

https://medium.com/intuitionmachine/cargo-cult-statistics-versus-deep-learning-alchemy-8d7700134c8e

Think Bayes

Think Bayes is an introduction to Bayesian statistics using computational methods.

The premise of this book, and the other books in the Think X series, is that if you know how to program, you can use that skill to learn other topics.

Most books on Bayesian statistics use mathematical notation and present ideas in terms of mathematical concepts like calculus. This book uses Python code instead of math, and discrete approximations instead of continuous mathematics. As a result, what would be an integral in a math book becomes a summation, and most operations on probability distributions are simple loops.

I think this presentation is easier to understand, at least for people with programming skills. It is also more general, because when we make modeling decisions, we can choose the most appropriate model without worrying too much about whether the model lends itself to conventional analysis. Also, it provides a smooth development path from simple examples to real-world problems.

Think Bayes is a Free Book. It is available under the Creative Commons Attribution-NonCommercial 3.0 Unported License, which means that you are free to copy, distribute, and modify it, as long as you attribute the work and don’t use it for commercial purposes.

Other Free Books by Allen Downey are available from Green Tea Press.

http://greenteapress.com/wp/think-bayes/
https://github.com/rlabbe/ThinkBayes

The Perceptron Algorithm explained with Python code

Most tasks in Machine Learning can be reduced to classification tasks. For example, we have a medical dataset and we want to classify who has diabetes (positive class) and who doesn’t (negative class). We have a dataset from the financial world and want to know which customers will default on their credit (positive class) and which customers will not (negative class).
To do this, we can train a Classifier with a ‘training dataset’ and after such a Classifier is trained (we have determined  its model parameters) and can accurately classify the training set, we  can use it to classify new data (test set). If the training is done properly, the Classifier should predict the class probabilities of the new data with a similar accuracy.

There are three popular Classifiers which use three different mathematical approaches to classify data. Previously we have looked at the first two of these; Logistic Regression and the Naive Bayes classifier. Logistic Regression uses a functional approach to classify data, and the Naive Bayes classifier uses a statistical (Bayesian) approach to classify data.

Logistic Regression assumes there is some function f(X) which forms a correct model of the dataset (i.e. it maps the input values correctly to the output values). This function is defined by its parameters \theta_1, \theta_2, .... We can use the gradient descent method to find the optimum values of these parameters.

The Naive Bayes method is much simpler than that; we do not have to optimize a function, but can calculate the Bayesian (conditional) probabilities directly from the training dataset. This can be done quiet fast (by creating a hash table containing the probability distributions of the features) but is generally less accurate.

Classification of data can also be done via a third way, by using a geometrical approach. The main idea is to find a line, or a plane, which can separate the two classes in their feature space. Classifiers which are using a geometrical approach are the Perceptron and the SVM (Support Vector Machines) methods.

Below we will discuss the Perceptron classification algorithm. Although Support Vector Machines is used more often, I think a good understanding of the Perceptron algorithm is essential to understanding Support Vector Machines and Neural Networks.

For the rest of the blog-post, click here.

https://www.analyticbridge.datasciencecentral.com/profiles/blogs/the-perceptron-algorithm-explained-with-python-code

A practical explanation of a Naive Bayes classifier

The simplest solutions are usually the most powerful ones, and Naive Bayes is a good proof of that. In spite of the great advances of the Machine Learning in the last years, it has proven to not only be simple but also fast, accurate and reliable. It has been successfully used for many purposes, but it works particularly well with natural language processing (NLP) problems.

Naive Bayes is a family of probabilistic algorithms that take advantage of probability theory and Bayes’ Theorem to predict the category of a sample (like a piece of news or a customer review). They are probabilistic, which means that they calculate the probability of each category for a given sample, and then output the category with the highest one. The way they get these probabilities is by using Bayes’ Theorem, which describes the probability of a feature, based on prior knowledge of conditions that might be related to that feature.

We’re going to be working with an algorithm called Multinomial Naive Bayes. We’ll walk through the algorithm applied to NLP with an example, so by the end not only will you know how this method works, but also why it works. Then, we’ll lay out a few advanced techniques that can make Naive Bayes competitive with more complex Machine Learning algorithms, such as SVM and neural networks.

https://monkeylearn.com/blog/practical-explanation-naive-bayes-classifier/

How Bayesian inference works

Bayesian inference is a way to get sharper predictions from your data. It’s particularly useful when you don’t have as much data as you would like and want to juice every last bit of predictive strength from it.

Although it is sometimes described with reverence, Bayesian inference isn’t magic or mystical. And even though the math under the hood can get dense, the concepts behind it are completely accessible. In brief, Bayesian inference lets you draw stronger conclusions from your data by folding in what you already know about the answer.

Bayesian inference is based on the ideas of Thomas Bayes, a nonconformist Presbyterian minister in London about 300 years ago. He wrote two books, one on theology, and one on probability. His work included his now famous Bayes Theorem in raw form, which has since been applied to the problem of inference, the technical term for educated guessing. The popularity of Bayes’ ideas was aided immeasurably by another minister, Richard Price. He saw their significance, refined them and published them. It would be more accurate and historically just to call Bayes’ Theorem the Bayes-Price Rule.

https://brohrer.github.io/how_bayesian_inference_works.html

Naive Bayes Classification explained with Python

Machine Learning is a vast area of Computer Science that is concerned with designing algorithms which form good models of the world around us (the data coming from the world around us).

Within Machine Learning many tasks are – or can be reformulated as – classification tasks.

In classification tasks we are trying to produce a model which can give the correlation between the input data $X$ and the class $C$ each input belongs to. This model is formed with the feature-values of the input-data. For example, the dataset contains datapoints belonging to the classes ApplesPears and Oranges and based on the features of the datapoints (weight, color, size etc) we are trying to predict the class.

We need some amount of training data to train the Classifier, i.e. form a correct model of the data. We can then use the trained Classifier to classify new data. If the training dataset chosen correctly, the Classifier should predict the class probabilities of the new data with a similar accuracy (as it does for the training examples).

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After construction, such a Classifier could for example tell us that document containing the words “Bose-Einstein condensate” should be categorized as a Physics article, while documents containing the words “Arbitrage” and “Hedging” should be categorized as a Finance article.

Another Classifier (whose dataset is illustrated below) could tell whether or not a person makes more than 50K, based on features such as Age, Education, Marital Status, Occupation etc.

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As we can see, there is a input dataset $ X $ which corresponds to a ‘output’ $Y$. The dataset $X$ contains $m$ input examples$x^{(1)}, x^{(2)}, .. , x^{(m)}$, and each input example has $n$ feature values $x_1, x_2, ..., x_n$ (here $n\ =\ 7$).

There are three popular Classifiers within Machine Learning, which use three different mathematical approaches to classify data;

  • Naive Bayes, which uses a statistical (Bayesian) approach,
  • Logistic Regression, which uses a functional approach and
  • Support Vector Machines, which uses a geometrical approach.

Previously we have already looked at Logistic Regression. Here we will see the theory behind the Naive Bayes Classifier together with its implementation in Python.

For the rest of the post, click here.

(source: http://www.datasciencecentral.com/profiles/blogs/naive-bayes-classification-explained-with-python-code)

Bayesian machine learning

In essence, Bayesian means probabilistic. The specific term exists because there are two approaches to probability. Bayesians think of it as a measure of belief, so that probability is subjective and refers to the future.

Frequentists have a different view: they use probability to refer to past events – in this way it’s objective and doesn’t depend on one’s beliefs. The name comes from the method – for example: we tossed a coin 100 times, it came up heads 53 times, so the frequency/probability of heads is 0.53.

For a thorough investigation of this topic and more, refer to Jake VanderPlas’ Frequentism and Bayesianism series of articles.

http://fastml.com/bayesian-machine-learning/

Bayesian Statistics explained to Beginners in Simple English

Bayesian Statistics continues to remain incomprehensible in the ignited minds of many analysts. Being amazed by the incredible power of machine learning, a lot of us have become unfaithful to statistics. Our focus has narrowed down to exploring machine learning. Isn’t it true?

We fail to understand that machine learning is only one way to solve real world problems. In several situations, it does not help us solve business problems, even though there is data involved in these problems. To say the least, knowledge of statistics will allow you to work on complex analytical problems, irrespective of the size of data.

In 1770s, Thomas Bayes introduced ‘Bayes Theorem’. Even after centuries later, the importance of ‘Bayesian Statistics’ hasn’t faded away. In fact, today this topic is being taught in great depths in some of the world’s leading universities.

With this idea, I’ve created this beginner’s guide on Bayesian Statistics. I’ve tried to explain the concepts in a simplistic manner with examples. Prior knowledge of basic probability & statistics is desirable. By the end of this article, you will have a concrete understanding of Bayesian Statistics and its associated concepts.

http://www.analyticsvidhya.com/blog/2016/06/bayesian-statistics-beginners-simple-english