Download or read book Leveraging Structured Sparsity for Data efficient and Interpretable Machine Learning written by Urvashi Kishor Oswal and published by . This book was released on 2019 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: The availability of data has soared exponentially in recent years. However, human expertise has remained an expensive and time-limited resource. This thesis focuses on the development of efficient machine learning algorithms and theory that leverage redundancies and structure in the data to optimize the available human and computational resources. These efforts are motivated by applications of machine learning to human-generated data such as brain imaging, biometric analysis and recommendation systems. We exploit various notions of structure including new approaches to traditional sparsity, low-rank matrix approximations using pre-defined groups of column subsets, and an adaptive notion of sparsity based on correlated groups of variables. First, we consider a linear bandits framework motivated by recommendation systems. This involves adaptively collecting data from users in the form of rewards and/or explanations with the aim of retrieving the most relevant items from a collection. These items can be documents (such as research papers or insurance claims) or images (such as retail products from a catalog). Traditional results on sparsity from compressed sensing break down in this framework since the actions taken are not independent. Hence, we explore a new form of the linear bandit problem in which the algorithm receives the usual stochastic rewards as well as stochastic feedback about which features are relevant to the rewards, the latter feedback being the novel aspect. Another notion of simplicity considered is the low-rank approximation of a matrix using a subset of its columns (and rows). Motivated by biometric applications, we generalize this approximation to incorporate known group structure in the column (and row) subsets. Finally, we develop tools for learning and inference in the presence of correlated variables by introducing adaptive notions of sparsity, and apply them to problems in cognitive neuroscience and subspace clustering. The new regularization methods generalize the sparsity inducing regularizer, Lasso, to automatically cluster and average regression coefficients associated with strongly correlated variables. In brain imaging, the cost of acquiring data samples is high. Often the number of data samples is much fewer than the number of variables. To deal with this challenge, we propose methods to reduce complexity of solutions, as well as from a neuroscience point of view, to get a more interpretable model by including correlated variables. In subspace clustering, we build on tools developed for handling correlations to develop a new approach that is significantly more computationally efficient and scalable than existing methods using the key observation that points in the same subspace tend to be more correlated than points in different subspaces.

Download or read book Leveraging Prior Knowledge and Structure for Data efficient Machine Learning written by Beliz Gunel and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building high-performing end-to-end machine learning systems primarily consists of developing the machine learning model and gathering high-quality training data for the application of interest, assuming one has access to the right hardware. Although machine learning models are getting increasingly commoditized in the last few years with the rise of open-sourced platforms, curating high-quality labeled training datasets is still either costly or not feasible for many real-world applications. Hence, we mainly focus on data in this thesis, specifically how to (1) reduce dependence on labeled data with data-efficient machine learning methods through either injecting domain-specific prior knowledge or leveraging existing software systems and datasets that have initially been created for different tasks, (2) effectively manage training data and build associated tooling in order to maximize the utility of the data, and (3) improve the quality of the data representations achieved by embeddings by matching the structure of the data to the geometry of the embedding space. We start by describing our works on building data-efficient machine learning methods for accelerated magnetic resonance imaging (MRI) reconstruction through physics-driven augmentations for consistency training, scale-equivariant unrolled neural networks, and weak supervision using untrained neural networks. Then, we describe our works on building data-efficient machine learning methods for natural language understanding. In particular, we discuss a supervised contrastive learning approach for pre-trained language model fine-tuning and a large-scale data augmentation method to retrieve in-domain data. Related to effectively managing training data, we discuss our proposed information extraction system for form-like documents Glean and focus on the often overlooked aspects of training data management and associated tooling. We highlight the importance of effectively managing training data by showing that it is at least as critical as the machine learning model advances in terms of downstream extraction performance on a real-world dataset. Finally, to improve embedding representations for a variety of types of data, we investigate spaces with heterogeneous curvature. We demonstrate mixed-curvature representations provide higher quality representations both for graphs and for word embeddings. Also, we investigate integrating entity embeddings from Wikidata knowledge graph to an abstractive text summarization model to enhance factuality.

Download or read book Interpretable Machine Learning written by Christoph Molnar and published by Lulu.com. This book was released on 2020 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is about making machine learning models and their decisions interpretable. After exploring the concepts of interpretability, you will learn about simple, interpretable models such as decision trees, decision rules and linear regression. Later chapters focus on general model-agnostic methods for interpreting black box models like feature importance and accumulated local effects and explaining individual predictions with Shapley values and LIME. All interpretation methods are explained in depth and discussed critically. How do they work under the hood? What are their strengths and weaknesses? How can their outputs be interpreted? This book will enable you to select and correctly apply the interpretation method that is most suitable for your machine learning project.

Download or read book Efficient Machine Learning Acceleration at the Edge written by Wojciech Romaszkan and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: My thesis is a result of a confluence of several trends that have emerged in recent years. First, the rapid proliferation of deep learning across the application and hardware landscapes is creating an immense demand for computing power. Second, the waning of Moore's Law is paving the way for domain-specific acceleration as a means of delivering performance improvements. Third, deep learning's inherent error tolerance is reviving long-forgotten approximate computing paradigms. Fourth, latency, energy, and privacy considerations are increasingly pushing deep learning towards edge inference, with its stringent deployment constraints. All of the above have created a unique, once-in-a-generation opportunity for accelerated widespread adoption of new classes of hardware and algorithms, provided they can deliver fast, efficient, and accurate deep learning inference within a tight area and energy envelope. One approach towards efficient machine learning acceleration that I have explored attempts to push a neural network model size to its absolute minimum. 3PXNet - Pruned, Permuted, Packed XNOR Networks combines two widely used model compression techniques: binarization and sparsity to deliver usable models with a size down to single kilobytes. It uses an innovative combination of weight permutation and packing to create structured sparsity that can be implemented efficiently in both software and hardware. 3PXNet has been deployed as an open-source library targeting microcontroller-class devices with various software optimizations, further improving runtime and storage requirements. The second line of work I have pursued is the application of stochastic computing (SC). It is an approximate, stream-based computing paradigm enabling extremely area-efficient implementations of basic arithmetic operations such as multiplication and addition. SC has been enjoying a renaissance over the past few years due to its unique synergy with deep learning. On the one hand, SC makes it possible to implement extremely dense multiply-accumulate (MAC) computational fabric well suited towards computing large linear algebra kernels, which are the bread-and-butter of deep neural networks. On the other hand, those neural networks exhibit immense approximation tolerance levels, making SC a viable implementation candidate. However, several issues need to be solved to make the SC acceleration of neural networks feasible. The area efficiency comes at the cost of long stream processing latency. The conversion cost between fixed-point and stochastic representations can cancel out the gains from computation efficiency if not managed correctly. The above issues lead to a question on how to design an accelerator architecture that best takes advantage of SC's benefits and minimizes its shortcomings. To address this, I proposed the ACOUSTIC (Accelerating Convolutional Neural Networks through Or-Unipolar Skipped Stochastic Computing) architecture and its extension - GEO (Generation and Execution Optimized Stochastic Computing Accelerator for Neural Networks). ACOUSTIC is an architecture that tries to maximize SC's compute density to amortize conversion costs and memory accesses, delivering system-level reduction in inference energy and latency. It has taped out and demonstrated in silicon, using a 14nm fabrication process. GEO addresses some of the shortcomings of ACOUSTIC. Through the introduction of near-memory computation fabric, GEO enables a more flexible selection of dataflows. Novel progressive buffering scheme unique to SC lowers the reliance on high memory bandwidth. Overall, my work tries to approach accelerator design from the systems perspective, making it stand apart from most recent SC publications targeting point improvements in the computation itself. As an extension to the above line of work, I have explored the combination of SC and sparsity, to apply it to new classes of applications, and enable further benefits. I have proposed the first SC accelerator that supports weight sparsity - SASCHA (Sparsity-Aware Stochastic Computing Hardware Architecture for Neural Network Acceleration), which can improve performance on pruned neural networks, while maintaining the throughput when processing dense ones. SASCHA solves a series of unique, non-trivial challenges of combining SC with sparsity. On the other hand, I have also designed an architecture for accelerating event-based camera object tracking - SCIMITAR. Event-based cameras are relatively new imaging devices which only transmit information about pixels that have changed in brightness, resulting in very high input sparsity. SCIMITAR combines SC with computing-in-memory (CIM), and, through a series of architectural optimizations, is able to take advantage of this new data format to deliver low-latency object detection for tracking applications.

Download or read book Machine Learning for Algorithmic Trading written by Stefan Jansen and published by Packt Publishing Ltd. This book was released on 2020-07-31 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.

Download or read book Interpretable and Annotation Efficient Learning for Medical Image Computing written by Jaime Cardoso and published by Springer Nature. This book was released on 2020-10-03 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed joint proceedings of the Third International Workshop on Interpretability of Machine Intelligence in Medical Image Computing, iMIMIC 2020, the Second International Workshop on Medical Image Learning with Less Labels and Imperfect Data, MIL3ID 2020, and the 5th International Workshop on Large-scale Annotation of Biomedical data and Expert Label Synthesis, LABELS 2020, held in conjunction with the 23rd International Conference on Medical Imaging and Computer-Assisted Intervention, MICCAI 2020, in Lima, Peru, in October 2020. The 8 full papers presented at iMIMIC 2020, 11 full papers to MIL3ID 2020, and the 10 full papers presented at LABELS 2020 were carefully reviewed and selected from 16 submissions to iMIMIC, 28 to MIL3ID, and 12 submissions to LABELS. The iMIMIC papers focus on introducing the challenges and opportunities related to the topic of interpretability of machine learning systems in the context of medical imaging and computer assisted intervention. MIL3ID deals with best practices in medical image learning with label scarcity and data imperfection. The LABELS papers present a variety of approaches for dealing with a limited number of labels, from semi-supervised learning to crowdsourcing.

Download or read book Interpretable Machine Learning with Python written by Serg Masís and published by Packt Publishing Ltd. This book was released on 2021-03-26 with total page 737 pages. Available in PDF, EPUB and Kindle. Book excerpt: A deep and detailed dive into the key aspects and challenges of machine learning interpretability, complete with the know-how on how to overcome and leverage them to build fairer, safer, and more reliable models Key Features Learn how to extract easy-to-understand insights from any machine learning model Become well-versed with interpretability techniques to build fairer, safer, and more reliable models Mitigate risks in AI systems before they have broader implications by learning how to debug black-box models Book DescriptionDo you want to gain a deeper understanding of your models and better mitigate poor prediction risks associated with machine learning interpretation? If so, then Interpretable Machine Learning with Python deserves a place on your bookshelf. We’ll be starting off with the fundamentals of interpretability, its relevance in business, and exploring its key aspects and challenges. As you progress through the chapters, you'll then focus on how white-box models work, compare them to black-box and glass-box models, and examine their trade-off. You’ll also get you up to speed with a vast array of interpretation methods, also known as Explainable AI (XAI) methods, and how to apply them to different use cases, be it for classification or regression, for tabular, time-series, image or text. In addition to the step-by-step code, this book will also help you interpret model outcomes using examples. You’ll get hands-on with tuning models and training data for interpretability by reducing complexity, mitigating bias, placing guardrails, and enhancing reliability. The methods you’ll explore here range from state-of-the-art feature selection and dataset debiasing methods to monotonic constraints and adversarial retraining. By the end of this book, you'll be able to understand ML models better and enhance them through interpretability tuning. What you will learn Recognize the importance of interpretability in business Study models that are intrinsically interpretable such as linear models, decision trees, and Naïve Bayes Become well-versed in interpreting models with model-agnostic methods Visualize how an image classifier works and what it learns Understand how to mitigate the influence of bias in datasets Discover how to make models more reliable with adversarial robustness Use monotonic constraints to make fairer and safer models Who this book is for This book is primarily written for data scientists, machine learning developers, and data stewards who find themselves under increasing pressures to explain the workings of AI systems, their impacts on decision making, and how they identify and manage bias. It’s also a useful resource for self-taught ML enthusiasts and beginners who want to go deeper into the subject matter, though a solid grasp on the Python programming language and ML fundamentals is needed to follow along.

Download or read book AI for Disease Surveillance and Pandemic Intelligence written by Arash Shaban-Nejad and published by Springer Nature. This book was released on 2022-03-08 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to highlight the latest achievements in the use of artificial intelligence for digital disease surveillance, pandemic intelligence, as well as public and clinical health surveillance. The edited book contains selected papers presented at the 2021 Health Intelligence workshop, co-located with the Association for the Advancement of Artificial Intelligence (AAAI) annual conference, and presents an overview of the issues, challenges, and potentials in the field, along with new research results. While disease surveillance has always been a crucial process, the recent global health crisis caused by COVID-19 has once again highlighted our dependence on intelligent surveillance infrastructures that provide support for making sound and timely decisions. This book provides information for researchers, students, industry professionals, and public health agencies interested in the applications of AI in population health and personalized medicine.

Download or read book Graph Representation Learning written by William L. William L. Hamilton and published by Springer Nature. This book was released on 2022-06-01 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graph-structured data is ubiquitous throughout the natural and social sciences, from telecommunication networks to quantum chemistry. Building relational inductive biases into deep learning architectures is crucial for creating systems that can learn, reason, and generalize from this kind of data. Recent years have seen a surge in research on graph representation learning, including techniques for deep graph embeddings, generalizations of convolutional neural networks to graph-structured data, and neural message-passing approaches inspired by belief propagation. These advances in graph representation learning have led to new state-of-the-art results in numerous domains, including chemical synthesis, 3D vision, recommender systems, question answering, and social network analysis. This book provides a synthesis and overview of graph representation learning. It begins with a discussion of the goals of graph representation learning as well as key methodological foundations in graph theory and network analysis. Following this, the book introduces and reviews methods for learning node embeddings, including random-walk-based methods and applications to knowledge graphs. It then provides a technical synthesis and introduction to the highly successful graph neural network (GNN) formalism, which has become a dominant and fast-growing paradigm for deep learning with graph data. The book concludes with a synthesis of recent advancements in deep generative models for graphs—a nascent but quickly growing subset of graph representation learning.

Download or read book Hands On Machine Learning with R written by Brad Boehmke and published by CRC Press. This book was released on 2019-11-07 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hands-on Machine Learning with R provides a practical and applied approach to learning and developing intuition into today’s most popular machine learning methods. This book serves as a practitioner’s guide to the machine learning process and is meant to help the reader learn to apply the machine learning stack within R, which includes using various R packages such as glmnet, h2o, ranger, xgboost, keras, and others to effectively model and gain insight from their data. The book favors a hands-on approach, providing an intuitive understanding of machine learning concepts through concrete examples and just a little bit of theory. Throughout this book, the reader will be exposed to the entire machine learning process including feature engineering, resampling, hyperparameter tuning, model evaluation, and interpretation. The reader will be exposed to powerful algorithms such as regularized regression, random forests, gradient boosting machines, deep learning, generalized low rank models, and more! By favoring a hands-on approach and using real word data, the reader will gain an intuitive understanding of the architectures and engines that drive these algorithms and packages, understand when and how to tune the various hyperparameters, and be able to interpret model results. By the end of this book, the reader should have a firm grasp of R’s machine learning stack and be able to implement a systematic approach for producing high quality modeling results. Features: · Offers a practical and applied introduction to the most popular machine learning methods. · Topics covered include feature engineering, resampling, deep learning and more. · Uses a hands-on approach and real world data.

Download or read book Efficient Processing of Deep Neural Networks written by Vivienne Sze and published by Springer Nature. This book was released on 2022-05-31 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a structured treatment of the key principles and techniques for enabling efficient processing of deep neural networks (DNNs). DNNs are currently widely used for many artificial intelligence (AI) applications, including computer vision, speech recognition, and robotics. While DNNs deliver state-of-the-art accuracy on many AI tasks, it comes at the cost of high computational complexity. Therefore, techniques that enable efficient processing of deep neural networks to improve key metrics—such as energy-efficiency, throughput, and latency—without sacrificing accuracy or increasing hardware costs are critical to enabling the wide deployment of DNNs in AI systems. The book includes background on DNN processing; a description and taxonomy of hardware architectural approaches for designing DNN accelerators; key metrics for evaluating and comparing different designs; features of DNN processing that are amenable to hardware/algorithm co-design to improve energy efficiency and throughput; and opportunities for applying new technologies. Readers will find a structured introduction to the field as well as formalization and organization of key concepts from contemporary work that provide insights that may spark new ideas.

Download or read book Machine Learning Algorithms and Applications written by Mettu Srinivas and published by John Wiley & Sons. This book was released on 2021-08-10 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Machine Learning Algorithms is for current and ambitious machine learning specialists looking to implement solutions to real-world machine learning problems. It talks entirely about the various applications of machine and deep learning techniques, with each chapter dealing with a novel approach of machine learning architecture for a specific application, and then compares the results with previous algorithms. The book discusses many methods based in different fields, including statistics, pattern recognition, neural networks, artificial intelligence, sentiment analysis, control, and data mining, in order to present a unified treatment of machine learning problems and solutions. All learning algorithms are explained so that the user can easily move from the equations in the book to a computer program.

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Download or read book Automated Machine Learning written by Frank Hutter and published by Springer. This book was released on 2019-05-17 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book presents the first comprehensive overview of general methods in Automated Machine Learning (AutoML), collects descriptions of existing systems based on these methods, and discusses the first series of international challenges of AutoML systems. The recent success of commercial ML applications and the rapid growth of the field has created a high demand for off-the-shelf ML methods that can be used easily and without expert knowledge. However, many of the recent machine learning successes crucially rely on human experts, who manually select appropriate ML architectures (deep learning architectures or more traditional ML workflows) and their hyperparameters. To overcome this problem, the field of AutoML targets a progressive automation of machine learning, based on principles from optimization and machine learning itself. This book serves as a point of entry into this quickly-developing field for researchers and advanced students alike, as well as providing a reference for practitioners aiming to use AutoML in their work.

Download or read book Architects of Intelligence written by Martin Ford and published by Packt Publishing Ltd. This book was released on 2018-11-23 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Times Best Books of the Year 2018 TechRepublic Top Books Every Techie Should Read Book Description How will AI evolve and what major innovations are on the horizon? What will its impact be on the job market, economy, and society? What is the path toward human-level machine intelligence? What should we be concerned about as artificial intelligence advances? Architects of Intelligence contains a series of in-depth, one-to-one interviews where New York Times bestselling author, Martin Ford, uncovers the truth behind these questions from some of the brightest minds in the Artificial Intelligence community. Martin has wide-ranging conversations with twenty-three of the world's foremost researchers and entrepreneurs working in AI and robotics: Demis Hassabis (DeepMind), Ray Kurzweil (Google), Geoffrey Hinton (Univ. of Toronto and Google), Rodney Brooks (Rethink Robotics), Yann LeCun (Facebook) , Fei-Fei Li (Stanford and Google), Yoshua Bengio (Univ. of Montreal), Andrew Ng (AI Fund), Daphne Koller (Stanford), Stuart Russell (UC Berkeley), Nick Bostrom (Univ. of Oxford), Barbara Grosz (Harvard), David Ferrucci (Elemental Cognition), James Manyika (McKinsey), Judea Pearl (UCLA), Josh Tenenbaum (MIT), Rana el Kaliouby (Affectiva), Daniela Rus (MIT), Jeff Dean (Google), Cynthia Breazeal (MIT), Oren Etzioni (Allen Institute for AI), Gary Marcus (NYU), and Bryan Johnson (Kernel). Martin Ford is a prominent futurist, and author of Financial Times Business Book of the Year, Rise of the Robots. He speaks at conferences and companies around the world on what AI and automation might mean for the future. Meet the minds behind the AI superpowers as they discuss the science, business and ethics of modern artificial intelligence. Read James Manyika’s thoughts on AI analytics, Geoffrey Hinton’s breakthroughs in AI programming and development, and Rana el Kaliouby’s insights into AI marketing. This AI book collects the opinions of the luminaries of the AI business, such as Stuart Russell (coauthor of the leading AI textbook), Rodney Brooks (a leader in AI robotics), Demis Hassabis (chess prodigy and mind behind AlphaGo), and Yoshua Bengio (leader in deep learning) to complete your AI education and give you an AI advantage in 2019 and the future.

Download or read book Machine Learning and Data Science Blueprints for Finance written by Hariom Tatsat and published by "O'Reilly Media, Inc.". This book was released on 2020-10-01 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the next few decades, machine learning and data science will transform the finance industry. With this practical book, analysts, traders, researchers, and developers will learn how to build machine learning algorithms crucial to the industry. You’ll examine ML concepts and over 20 case studies in supervised, unsupervised, and reinforcement learning, along with natural language processing (NLP). Ideal for professionals working at hedge funds, investment and retail banks, and fintech firms, this book also delves deep into portfolio management, algorithmic trading, derivative pricing, fraud detection, asset price prediction, sentiment analysis, and chatbot development. You’ll explore real-life problems faced by practitioners and learn scientifically sound solutions supported by code and examples. This book covers: Supervised learning regression-based models for trading strategies, derivative pricing, and portfolio management Supervised learning classification-based models for credit default risk prediction, fraud detection, and trading strategies Dimensionality reduction techniques with case studies in portfolio management, trading strategy, and yield curve construction Algorithms and clustering techniques for finding similar objects, with case studies in trading strategies and portfolio management Reinforcement learning models and techniques used for building trading strategies, derivatives hedging, and portfolio management NLP techniques using Python libraries such as NLTK and scikit-learn for transforming text into meaningful representations

Download or read book Optimization for Machine Learning written by Suvrit Sra and published by MIT Press. This book was released on 2012 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date account of the interplay between optimization and machine learning, accessible to students and researchers in both communities. The interplay between optimization and machine learning is one of the most important developments in modern computational science. Optimization formulations and methods are proving to be vital in designing algorithms to extract essential knowledge from huge volumes of data. Machine learning, however, is not simply a consumer of optimization technology but a rapidly evolving field that is itself generating new optimization ideas. This book captures the state of the art of the interaction between optimization and machine learning in a way that is accessible to researchers in both fields. Optimization approaches have enjoyed prominence in machine learning because of their wide applicability and attractive theoretical properties. The increasing complexity, size, and variety of today's machine learning models call for the reassessment of existing assumptions. This book starts the process of reassessment. It describes the resurgence in novel contexts of established frameworks such as first-order methods, stochastic approximations, convex relaxations, interior-point methods, and proximal methods. It also devotes attention to newer themes such as regularized optimization, robust optimization, gradient and subgradient methods, splitting techniques, and second-order methods. Many of these techniques draw inspiration from other fields, including operations research, theoretical computer science, and subfields of optimization. The book will enrich the ongoing cross-fertilization between the machine learning community and these other fields, and within the broader optimization community.