Thanks Great Lakes for being a lovely host…

• Premier Management Institute

• PGPBA• Brochures & pads provided

• WiFi Connectivity

About Analytics Vidhya

First things first:

• Meetup frequency – Once every month

• Next meetup – 24th May 2015

• Aim to provide best networking and learning platform in Delhi NCR

• Areas of Interest – Data Science, Big Data, Machine Learning,

Internet of Things

Meet Your Volunteers

KunalData Science Evangelist,

(Growth) Hacker, Blogger, Husband, Father

SunilBlogger, Problem solver,

data scientist, Fitness enthu

ManishAvid learner, explorer,

startup guy!

Agenda

• Introduction

• Model building – life cycle

• Data Exploration and Feature Engineering methods

• Talk about modelling Techniques like

• Logistic Regression

• Decision Tree

• Random Forest

• SVM

• Predict the survival on the Titanic

Introduction

• Name

• Experience in Data Science

• Current Company

• Are you proficient with (SAS/ R/ Python)?

Team creation

• Look for diversity in experience

• Hopefully common toolset, but complementary can also work

• Competing against each other

Team Formation

A few ground rules for today

• This is not a tutorial – you are expected to solve this problem yourself

• We are here to help you, organize your thoughts and to make sure you are going in the right direction.

• Good question to ask: • While trying Logistic regression in R, I am facing following error?

• Bad question to ask:• Help me understand what is Logistic Regression!

• Register on DataHack.io

• One login for each participant

• Password would be mailed upon registration

• Registration on Kaggle.com

Model building – life cycle

Problem for the day

Hypothesis generation

• In your groups, list down all possible variables, which might influence the

chances of survival of a passenger

• Download the dataset from Kaggle

• Next, look at the dataset and see which variables are available

Make sure you always do this in this order

Data Exploration & Feature Engineering

• Import data set

• Variable identification

• Univariate, Bivariate and Multivariate analysis

• Identify and Treat missing and outlier values

• Create new variables or transform existing variables

Dataset Detail

• PassengerId :- Unique ID to every passenger

• Survived :- Survival (0=No, 1=Yes)

• Pclass:- Passenger Class (1=1st, 2=2nd, 3=3rd )

• Name :- Name

• Sex :- Male/ Female

• Age :- Age

• SibSp :- Number of Siblings / Spouses Aboard

• Parch :- Number of Parents / Children Abroad

• Ticket :- Ticket Number

• Fare :- Passenger Fare

• Cabin :- Cabin

• Embarked :- Port of Embarkation (C=Cherbourg, Q=Queenstown, S=Southampton)

Are you a newbie, refer to these guides:

• Import data set (SAS, Python, R)

• Variable identification (Methods, SAS, Python, R)

• Univariate, Bivariate and Multivariate analysis (Methods, SAS, Python, R)

• Identify and Treat missing and outlier values (Missing, Outlier, SAS, Python, R1, R2)

• Create new variables or transform existing variables (Methods, SAS, Python, R1)

Practice

Explore the Titanic data set and share your inferences with the group

Break

Modelling Techniques – Logistic Regression

• Logistic regression is a form of regression analysis in which the outcome variable is binary or

dichotomous

• Used when the focus on whether or not an event occurred, rather than when it occurred

• Here, Instead of modelling the outcome, Y, directly, the method models the log odds(Y) using the

logistic function

• Analysis of variance (ANOVA) and logistic regression all are special cases of General Linear Model

(GLM)

• The probability of success falls between 0 and 1 for all possible values of X

Linear & Logistic Regression

20 30 40 50 60 70

Age

0.0

0.2

0.4

0.6

0.8

1.0

CH

DP

robab

ilit

y (

p)

Predictor (x)0 20 40 60 80

Age (yrs.)

0

20

40

60

80

100

Le

ng

th o

f S

tay (

da

ys)

Predictor(X)

YY=aX+b

Logit Transformation

Logit is Directly related to Odds

• The logistic model can be written as:

• This implies that the odds for success can be expressed as:

• This relationship is the key to interpreting the coefficients in a logistic regression model !!

XoeP

P1

1

Modelling Techniques – Decision Tree

• Decision tree is a type of supervised learning algorithm

• It works for both categorical and continuous input and output variables

• It is a classification technique that split the population or sample into two or more homogeneous

sets (or sub-populations) based on most significant splitter / differentiator in input variables

Decision Tree - Example

Types of Decision Tree

• Binary Variable Decision Tree: Decision Tree which has binary target variable then it called as Binary

Variable Decision Tree. Example:- In above scenario of student problem, where the target variable

was “Student will play cricket or not” i.e. YES or NO.

• Continuous Variable Decision Tree: Decision Tree has continuous target variable then it is called as

Continuous Variable Decision Tree.

Decision Tree - Terminology

Decision Tree – Advantages/ Disadvantages

Advantages:

• Easy to understand• Useful in data exploration• Less Data Cleaning required• Data type is not a constraint

Disadvantages:

• Overfit• Not fit for continuous variables• Not Sensitive to Skewed distributions

Modelling Techniques – Random Forest

• “Random Forest“ is an algorithm to perform very intensive calculations.

• Random forest is like a bootstrapping algorithm with Decision tree (CART) model.

• Random forest gives much more accurate predictions when compared to simple CART/CHAID or

regression models in many scenarios.

• It captures the variance of several input variables at the same time and enables high number of

observations to participate in the prediction.

• A different subset of the training data and subset of variables are selected for each tree

• Remaining training data are used to estimate error and variable importance

Random Forest – Advantages/ Disadvantages

Advantages:

• No need for pruning trees• Accuracy and variable importance generated automatically• Not very sensitive to outliers in training data• Easy to set parameters

Disadvantages:

• Over fitting is not a problem• It is black box, rules behind model building can not be explained

Modelling Techniques – SVM

33

• It is a classification technique.

• Support Vectors are simply the co-ordinates of individual observation

• Support Vector Machine is a frontier which best segregates the one

class from other

• Solving SVMs is a quadratic programming problem

• Seen by many as the most successful current text classification

method

Sec. 15.1

Support vectors

Case Study

34

Sec. 15.1

We have a population of 50%-50% Males and

Females. Here, we want to create some set of rules

which will guide us the gender class for rest of the

population.

The blue circles in the plot represent females and green squares represents male.

Males in our population have a higher average height.

Females in our population have longer scalp hairs.

Case Study – How to find right SVM

35

Sec. 15.1

Here we have three possible frontiers. Decide which

one is best.

Methods:

• Find the minimum distance of the frontier from closest support vector (this can belong to any class).

• Choose the frontier with the maximum distance from the closest support vector. In this case, it is black frontier with 15 unit distance.

Predict survival on the Titanic

Perform prediction for survival on the Titanic

Python Resources:

Python:

• http://www.bigdataexaminer.com/dealing-with-unbalanced-classes-svm-random-forests-and-

decision-trees-in-python/

• http://nbviewer.ipython.org/github/justmarkham/gadsdc1/blob/master/logistic_assignment/kevin

_logistic_sklearn.ipynb

• http://scikit-learn.org/stable/modules/svm.html

• http://scikit-learn.org/stable/modules/tree.html

• http://blog.yhathq.com/posts/random-forests-in-python.html

R Resources:

R:

• http://www.ats.ucla.edu/stat/r/dae/logit.htm

• http://www.cookbook-r.com/Statistical_analysis/Logistic_regression/

• http://www.rdatamining.com/examples/decision-tree

• http://www.statmethods.net/advstats/cart.html

• http://www.cair.org/conferences/cair2013/pres/58_Headstrom.pdf

• http://blog.yhathq.com/posts/comparing-random-forests-in-python-and-r.html

• http://www.louisaslett.com/Courses/Data_Mining/ST4003-Lab7-Introduction_to_Support_Vector_Machines.pdf

• http://thinktostart.com/build-a-spam-filter-with-r/

• http://cbio.ensmp.fr/~jvert/svn/tutorials/practical/svmbasic/svmbasic_notes.pdf

Thanks