Notes

There is a big difference between the empirical score and the expected score; in the beginning, we had said something about this in Introduction to Advanced Machine Learning. We will develop more methods to better comprehend this fundamental principles. How can we estimate the expected risk of a particular estimator or algorithm? We can use the cross-validation method. This method is used to estimate the expected risk of a model, and it is a fundamental method in machine learning. ...

Data Cubes is a data format especially useful for heavy reads. It has been popularized in business environments where the main use for data was to make reports (many reads). This also links with the OLAP (Online Analytical Processing) vs OLTP (Online Transaction Processing) concepts, where one is optimized for reads and the other for writes. The main driver behind data cubes was business intelligence. While traditional relational database systems are focused on the day-to-day business of a company and record keeping (with customers placing or- ders, inventories kept up to date, etc), business intelligence is focused on the production of high-level reports for supporting C-level executives in making informed decisions. ...

A data model is an abstract view over the data that hides the way it is stored physically. The same idea from (Codd 1970) This is why we should not modify data directly, but pass though some abstraction that maintain the properties of that specific data model. Data Models Tree view 🟩 We can view all JSON and XML data, as presented in Markup, as trees. This structure is usually quite evident, as it is inherent in their design. Converting from the tree structure to a memory model is known as serialization, while the reverse process is called parsing. ...

The DP (Dirichlet Processes) is part of family of models called non-parametric models. Non parametric models concern learning models with potentially infinite number of parameters. One of the classical application is unsupervised techniques like clustering. Intuitively, clustering concerns in finding compact subsets of data, i.e. finding groups of points in the space that are particularly close by some measure. The Dirichlet Process See Beta and Dirichlet Distributions for the definition and intuition of these two distributions. One quite important thing that Dirichlet allows to do is the ability of assigning an ever growing number of clusters to data. This models are thus quite flexible to change and growth. ...

We want to know how to handle systems that have a large number of data. In previous lesson we have discovered how to quickly access and make Scalable systems with huge dimensions, see Cloud Storage. Object storage could store billions of files, we want to handle millions of petabyte files. Designing DFSs The Use Case Remember that the size of the files where heavily limited for Cloud Storage. The physical limitation was due to the limited size of a single hard disk, which was usually in the order of the Terabytes. Here, we would like to easily store petabytes of data in a single file, for example big datasets. Another feature that should be easily supported is highly concurrent access to the filesystem, last but not least being able to set up permissions in the system. ...

p> Document stores provide a native database management system for semi-structured data. Document stores also scale to Gigabytes or Terabytes of data, and typically millions or billions of records (a record being a JSON object or an XML document). Introduction to Document Stores A document store, unlike a data lake, manages the data directly and the users do not see the physical layout. Unlike data lakes, using document stores prevent us from breaking data independence and reading the data file directly: it offers an automatic manager service for semi-structured data that we need to throw and read quickly. ...

The idea of ensemble methods goes back to Sir Francis Galton. In 787, he noted that although not every single person got the right value, the average estimate of a crowd of people predicted quite well. The main idea of ensemble methods is to combine relatively weak classifiers into a highly accurate predictor. The motivation for boosting was a procedure that combines the outputs of many “weak” classifiers to produce a powerful “committee.” ...

A simple motivation Fisher’s Linear Discriminant is a simple idea used to linearly classify our data. The image above, taken from (Bishop 2006), is the summary of the idea. We clearly see that if we first project using the direction of maximum variance (See Principal Component Analysis) then the data is not linearly separable, but if we take other notions into consideration, then the idea becomes much more cleaner. ...

Gaussian processes can be viewed through a Bayesian lens of the function space: rather than sampling over individual data points, we are now sampling over entire functions. They extend the idea of bayesian linear regression by introducing an infinite number of feature functions for the input XXX. In geostatistics, Gaussian processes are referred to as kriging regressions, and many other models, such as Kalman Filters or radial basis function networks, can be understood as special cases of Gaussian processes. In this framework, certain functions are more likely than others, and we aim to model this probability distribution. ...

We have first cited the graph data model in the Introduction to Big Data note. Until now, we have explored many aspects of relational data bases, but now we are changing the data model completely. The main reason driving this discussion are the limitations of classical relational databases: queries like traversal of a high number of relationships, reverse traversal requiring also indexing foreign keys (need double index! Index only work in one direction for relationship traversal, i.e. if you need both direction you should build an index both for the forward key and backward key), looking for patterns in the relationships, are especially expensive when using normal databases. We have improved over the problem of joining with relational database using Document Stores with three data structure, but these cannot have cycles. We call index-free adjacency: we use physical memory pointers to store the graph. ...