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[2013 COSCUP] Hacking Models with R

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by

Chia-Chi Chang

on 15 July 2013

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Transcript of [2013 COSCUP] Hacking Models with R

with R
Hacking Models
by c3h3
About c3h3....
數學無所不在?
Different Types of Hacking Models
What is
Mathematical Modeling?

其實 ......
還有很多沒講出來的問題

另一個範例
感謝大家!
A Mathematical
Modeler & Hacker
Chief Data Scientist
Model-Driven
Modeling
Business Model?
兩個比價前輩
的故事
TW.R 社群 & MLDM Monday
創辦人
從前輩的身上學到:
訪價系統?
比對系統?
調價系統?
傳統的 Solution
如果........
Why Hacking Models?
當 Objective function 不一樣時 ......
當 Labeling Cost 太大時
當問題有點難 Model 成
傳統的 MLDM 問題時:
Supervised ?
Unsupervised ?
(以商品比對為例)
當模型中需要
Feedback Learning 時
打造 Matching Kernel
的過程
Product
Data
Heuristic
Model
Human
Labeling
Feedback
Learning
Model
Viewing
Model
如果,大家有興趣了解更多...
歡迎大家來 TW.R 社群的聚會
MLDM Monday 找我
By The Way, 我們和 Taipei.py 會在
6/17 辦第一次 Join Meeting 的
MLDM Monday 聚會
如果,大家有興趣.......
也可以關注一下兩個社群的 Meetup
一個範例
Data-Driven
Modeling
守恆律:
相信某些東西不生不滅
大數法則:
從資料中尋找不變得規律
Data
Model
不變量?
心中的猜想
真實的觀測
相對有限的觀測,心中可以有無限的創意與想像,有時比瞎子摸象的觀測,更接近真實!
相對天馬行空的幻想,真實系統運行的片面軌跡,有時比沒有依靠的亂想更加可以被信任!
理想與現實
的差距
哪些是 Infomation?
哪些是 Noise?
哪些是 Overfitting?
哪些是 Underfitting?
Data
Model
Prediction
min(out-of-sample error)
Reviews of
Data-Driven Modeling
Evaluation
min(in-sample error)
Optimization
Problems
What is
Mathematical Modeling?

當 Big Data 出現時
當想要成為一位好的 Modeler 時
修改 Objective Function
(自製 Weighted SVM solver)
R 中的 QP 工具:quadprog
Full transcript