Scikit-learn for easy machine learning: the vision, the tool, and the project

Scikit-learn for easy machine learning:
the vision, the tool, and the project
Ga¨el Varoquaux
scikit
machine learning in Python

1 Scikit-learn: the vision
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An enabler
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An enabler
Machine learning
for everybody and
for everything
Machine learning
without learning the
machinery
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Machine learning in a nutshell
Machine learning is about making prediction from data
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1 Machine learning: a historical perspective
Artiﬁcial Intelligence The 80s
Building decision rules
Eatable?
Mobile?
Tall?
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Machine learning The 90s
Learn these from observations
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Statistical learning 2000s
Model the noise in the observations
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Big data today
Many observations,
simple rules
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Big data today
Many observations,
simple rules
“Big data isn’t actually interesting without machine
learning”
Steve Jurvetson, VC, Silicon Valley
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1 Machine learning in a nutshell: an example
Face recognition
Andrew Bill Charles Dave
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1 Machine learning in a nutshell: an example
Face recognition
Andrew Bill Charles Dave
?G Varoquaux 5

1 Machine learning in a nutshell
A simple method:
1 Store all the known (noisy) images and the names
that go with them.
2 From a new (noisy) images, ﬁnd the image that is
most similar.
“Nearest neighbor” method
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1 Machine learning in a nutshell
A simple method:
1 Store all the known (noisy) images and the names
that go with them.
2 From a new (noisy) images, ﬁnd the image that is
most similar.
“Nearest neighbor” method
How many errors on already-known images?
... 0: no errors
Test data = Train data
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1 Machine learning in a nutshell: regression
A single descriptor:
one dimension
x
y
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one dimension
x
y
x
y
Which model to prefer?
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one dimension
x
y
x
y
Problem of “over-ﬁtting”
Minimizing error is not always the best strategy
(learning noise)
Test data = train data
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one dimension
x
y
x
y
Prefer simple models
= concept of “regularization”
Balance the number of parameters to learn
with the amount of data
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one dimension
x
y
x
y
Prefer simple models
= concept of “regularization”
Balance the number of parameters to learn
with the amount of data
Bias variance tradeoﬀ
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one dimension
x
y
Two descriptors:
2 dimensions
X_1
X_2
y
More parameters
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one dimension
x
y
Two descriptors:
2 dimensions
X_1
X_2
y
More parameters
⇒ need more data
“curse of dimensionality”
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1 Machine learning in a nutshell: classiﬁcation
Example:
recognizing hand-written digits
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X1
X2
Example:
recognizing hand-written digits
Represent with 2 numerical features
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X1
X2
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X1
X2
It’s about ﬁnding
separating lines
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1 Machine learning in a nutshell: models
1 staircase
Fit with a staircase of 10 constant values
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1 staircase
2 staircases combined
Fit a new staircase on errors
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1 staircase
Keep going
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1 staircase
Keep going
Boosted regression trees
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1 staircase
Keep going
Boosted regression trees
Complexitity trade oﬀs
Computational + statistical
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1 Machine learning in a nutshell: unsupervised
Stock market structure
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1 Machine learning in a nutshell: unsupervised
Stock market structure
Unlabeled data
more common than labeled data
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Machine learning
Mathematics and algorithms for fitting predictive models
Regression
x
y
Classification
Unsupervised...
Notions of overfit, test error
regularization, model complexity
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Machine learning is everywhere
Image recognition
Marketing (click-through rate)
Movie / music recommendation
Medical data
Logistic chains (eg supermarkets)
Language translation
Detecting industrial failures
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Why another machine learning package?
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Real statisticians use R
And real astronomers use IRAF
Real economists use Gauss
Real coders use C assembler
Real experiments are controlled in Labview
Real Bayesians use BUGS stan
Real text processing is done in Perl
Real Deep learner is best done with torch (Lua)
And medical doctors only trust SPSS
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1 My stack
Python, what else?
General purpose
Interactive language
Easy to read / write
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1 My stack
The scientiﬁc Python stack
numpy arrays
Mostly a float**
No annotation / structure
Universal across applications
Easily shared with C / fortran
03878794797927
01790752701578
94071746124797
54970718717887
13653490495190
74754265358098
48721546349084
90345673245614
57187745620
03878794797927
01790752701578
94071746124797
54970718717887
13653490495190
74754265358098
48721546349084
90345673245614
187745620
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1 My stack
numpy arrays
Connecting to
scipy
scikit-image
pandas
...
It’s about plugin things
together
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1 My stack
numpy arrays
Connecting to
scipy
scikit-image
pandas
...
Being Pythonic and
SciPythonic
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1 scikit-learn vision
Machine learning for all
No speciﬁc application domain
No requirements in machine learning
High-quality Pythonic software library
Interfaces designed for users
Community-driven development
BSD licensed, very diverse contributors
http://scikit-learn.org
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1 Between research and applications
Machine learning research
Conceptual complexity is not an issue
New and bleeding edge is better
Simple problems are old science
In the ﬁeld
Tried and tested (aka boring) is good
Little sophistication from the user
API is more important than maths
Solving simple problems matters
Solving them really well matters a lot
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2 Scikit-learn: the tool
A Python library for machine learning
c Theodore W. Gray
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2 A Python library
A library, not a program
More expressive and ﬂexible
Easy to include in an ecosystem
As easy as py
from s k l e a r n import svm
c l a s s i f i e r = svm.SVC()
c l a s s i f i e r . f i t ( X t r a i n , Y t r a i n )
Y t e s t = c l a s s i f i e r . p r e d i c t ( X t e s t )
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2 API: specifying a model
A central concept: the estimator
Instanciated without data
But specifying the parameters
from s k l e a r n . n e i g h b o r s import
KNear estNeig hbo r s
e s t i m a t o r = KN ea r estNe ig h b or s (
n n e i g h b o r s =2)
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2 API: training a model
Training from data
e s t i m a t o r . f i t ( X t r a i n , Y t r a i n )
with:
X a numpy array with shape
nsamples × nfeatures
y a numpy 1D array, of ints or ﬂoat, with shape
nsamples
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2 API: using a model
Prediction: classiﬁcation, regression
Y t e s t = e s t i m a t o r . p r e d i c t ( X t e s t )
Transforming: dimension reduction, ﬁlter
X new = e s t i m a t o r . t r a n s f o r m ( X t e s t )
Test score, density estimation
t e s t s c o r e = e s t i m a t o r . s c o r e ( X t e s t )
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2 Vectorizing
From raw data to a sample matrix X
For text data: counting word occurences
- Input data: list of documents (string)
- Output data: numerical matrix
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2 Vectorizing
From raw data to a sample matrix X
For text data: counting word occurences
- Input data: list of documents (string)
- Output data: numerical matrix
from s k l e a r n . f e a t u r e e x t r a c t i o n . t e x t
import H a s h i n g V e c t o r i z e r
h a s h e r = H a s h i n g V e c t o r i z e r ()
X = h a s h e r . f i t t r a n s f o r m ( documents )
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2 Scikit-learn: very rich feature set
Supervised learning
Decision trees (Random-Forest, Boosted Tree)
Linear models
SVM
Unsupervised Learning
Clustering
Dictionary learning
Outlier detection
Model selection
Built in cross-validation
Parameter optimization
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2 Computational performance
scikit-learn mlpy pybrain pymvpa mdp shogun
SVM 5.2 9.47 17.5 11.52 40.48 5.63
LARS 1.17 105.3 - 37.35 - -
Elastic Net 0.52 73.7 - 1.44 - -
kNN 0.57 1.41 - 0.56 0.58 1.36
PCA 0.18 - - 8.93 0.47 0.33
k-Means 1.34 0.79 ∞ - 35.75 0.68
Algorithmic optimizations
Minimizing data copies
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2 Computational performance
scikit-learn mlpy pybrain pymvpa mdp shogun
SVM 5.2 9.47 17.5 11.52 40.48 5.63
LARS 1.17 105.3 - 37.35 - -
Elastic Net 0.52 73.7 - 1.44 - -
kNN 0.57 1.41 - 0.56 0.58 1.36
PCA 0.18 - - 8.93 0.47 0.33
k-Means 1.34 0.79 ∞ - 35.75 0.68
Algorithmic optimizations
Minimizing data copies
Random Forest ﬁt time
0
2000
4000
6000
8000
10000
12000
14000Fittime(s)
203.01 211.53
4464.65
3342.83
1518.14
1711.94
1027.91
13427.06
10941.72
Scikit-Learn-RF
Scikit-Learn-ETs
OpenCV-RF
OpenCV-ETs
OK3-RF
OK3-ETs
Weka-RF
R-RF
Orange-RF
Scikit-Learn
Python, Cython
OpenCV
C++
OK3
C Weka
Java
randomForest
R, Fortran
Orange
Python
Figure: Gilles Louppe
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What if the data does not ﬁt in memory?
“Big data”:
Petabytes...
Distributed storage
Computing cluster
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What if the data does not ﬁt in memory?
“Big data”:
Petabytes...
Distributed storage
Computing cluster
Mere mortals:
Gigabytes...
Python programming
Oﬀ-the-self computers
See also: http://www.slideshare.net/GaelVaroquaux/processing-
biggish-data-on-commodity-hardware-simple-python-patterns
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2 On-line algorithms
e s t i m a t o r . p a r t i a l f i t ( X t r a i n , Y t r a i n )0
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2 On-line algorithms
e s t i m a t o r . p a r t i a l f i t ( X t r a i n , Y t r a i n )
Linear models
sklearn.linear model.SGDRegressor
sklearn.linear model.SGDClassifier
Clustering
sklearn.cluster.MiniBatchKMeans
sklearn.cluster.Birch (new in 0.16)
PCA (new in 0.16)
sklearn.decompositions.IncrementalPCA
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2 On-the-ﬂy data reduction
Many features
⇒ Reduce the data as it is loaded
X s m a l l = e s t i m a t o r . t r a n s f o r m ( X big , y)
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2 On-the-ﬂy data reduction
Random projections (will average features)
sklearn.random projection
random linear combinations of the features
Fast clustering of features
sklearn.cluster.FeatureAgglomeration
on images: super-pixel strategy
Hashing when observations have varying size
(e.g. words)
sklearn.feature extraction.text.
HashingVectorizer
stateless: can be used in parallel
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3 Scikit-learn: the project
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3 Having an impact
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3 Having an impact
1% of Debian installs
1200 job o��ers on stack overﬂow
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3 Having an impact
1% of Debian installs
1200 job oﬀers on stack overﬂow
G Varoquaux 30

3 Community-based development in scikit-learn
Huge feature set:
beneﬁts of a large team
Project growth:
More than 200 contributors
∼ 12 core contributors
1 full-time INRIA programmer
from the start
Estimated cost of development: $ 6 millions
COCOMO model,
http://www.ohloh.net/p/scikit-learn
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3 Many eyes makes code fast
L. Buitinck, O. Grisel, A. Joly, G. Louppe, J. Nothman, P. Prettenhofer
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3 6 steps to a community-driven project
1 Focus on quality
2 Build great docs and examples
3 Use github
4 Limit the technicality of your codebase
5 Releasing and packaging matter
6 Focus on your contributors,
give them credit, decision power
http://www.slideshare.net/GaelVaroquaux/
scikit-learn-dveloppement-communautaire
G Varoquaux 33

3 Quality assurance
Code review: pull requests
Can include newcomers
We read each others code
Everything is discussed:
- Should the algorithm go in?
- Are there good defaults?
- Are names meaningfull?
- Are the numerics stable?
- Could it be faster?
G Varoquaux 34

3 Quality assurance
Unit testing
Everything is tested
Great for numerics
Overall tests enforce on all estimators
- consistency with the API
- basic invariances
- good handling of various inputs
If it ain’t tested
it’s broken
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Make it work, make it right, make it boring
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3 The tragedy of the commons
Individuals, acting independently and rationally accord-
ing to each one’s self-interest, behave contrary to the
whole group’s long-term best interests by depleting
some common resource.
Wikipedia
Core projects (boring) taken for granted
⇒ Hard to fund, less excitement
They need citation, in papers & on corporate web pages
G Varoquaux 37

3 The tragedy of the commons
Individuals, acting independently and rationally accord-
ing to each one’s self-interest, behave contrary to the
whole group’s long-term best interests by depleting
some common resource.
Wikipedia
Core projects (boring) taken for granted
⇒ Hard to fund, less excitement
They need citation, in papers & on corporate web pages
+ It’s so hard to scale
User support
Growing codebase
G Varoquaux 37

@GaelVaroquaux
Scikit-learn
The vision
Machine learning as a means not an end
Versatile library: the “right” level of abstraction
Close to research, but seeking diﬀerent tradeoﬀs

@GaelVaroquaux
Scikit-learn
The vision
The tool
Simple API uniform across learners
Numpy matrices as data containers
Reasonnably fast

@GaelVaroquaux
Scikit-learn
The vision
The tool
Simple API uniform across learners
The project
Many people working together
Tests and discussions for quality
We’re hiring!

Scikit-learn for easy machine learning: the vision, the tool, and the project

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Scikit-learn for easy machine learning: the vision, the tool, and the project