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随机特征工程作为内核方法的一种快速准确的替代方法

Randomized Feature Engineering as a Fast and Accurate Alternative to Kernel Methods
课程网址: http://videolectures.net/kdd2017_wang_randomized_feature_engineer...  
主讲教师: Suhang Wang
开课单位: 视频讲座网
开课时间: 2017-10-09
课程语种: 英语
中文简介:
近年来,特征工程因其提高各种机器学习模型有效性的能力而受到越来越多的关注。尽管针对不同领域设计了定制的特征工程方法,但很少有能够模拟内核方法的一致有效性的方法。在核心上,核方法的成功是通过使用强调相似度局部变化的相似函数来实现的。不幸的是,这种能力的代价是需要高水平的计算资源和表示的不灵活性,因为它只提供两个数据点的相似性,而不是每个数据点的向量表示;而向量表示可以很容易地用作输入,以促进不同任务的各种模型。此外,核方法也容易受到过拟合和噪声的影响,不能捕捉数据局部性的变化。本文首先分析了核方法的工作原理和不足,为特征工程的设计提供了指导。在此指导下,我们通过捕获数据的多颗粒局部来探索在特征工程中使用随机方法。该方法具有高效的特征构建时间和空间的优点。此外,该方法抗过拟合和噪声,因为随机方法自然能够实现快速和鲁棒的集成方法。在大量真实世界的数据集上进行了大量的实验,以证明该方法对各种任务的有效性,如聚类,分类和离群点检测。
课程简介: Feature engineering has found increasing interest in recent years because of its ability to improve the effectiveness of various machine learning models. Although tailored feature engineering methods have been designed for various domains, there are few that simulate the consistent effectiveness of kernel methods. At the core, the success of kernel methods is achieved by using similarity functions that emphasize local variations in similarity. Unfortunately, this ability comes at the price of the high level of computational resources required and the inflexibility of the representation as it only provides the similarity of two data points instead of vector representations of each data point; while the vector representations can be readily used as input to facilitate various models for different tasks. Furthermore, kernel methods are also highly susceptible to overfitting and noise and it cannot capture the variety of data locality. In this paper, we first analyze the inner working and weaknesses of kernel method, which serves as guidance for designing feature engineering. With the guidance, we explore the use of randomized methods for feature engineering by capturing multi-granular locality of data. This approach has the merit of being time and space efficient for feature construction. Furthermore, the approach is resistant to overfitting and noise because the randomized approach naturally enables fast and robust ensemble methods. Extensive experiments on a number of real world datasets are conducted to show the effectiveness of the approach for various tasks such as clustering, classification and outlier detection.
关 键 词: 特征工程; 学习模型; 相似函数; 计算资源
课程来源: 视频讲座网
数据采集: 2022-11-24:chenxin01
最后编审: 2023-05-18:liyy
阅读次数: 19