Machine learning and data mining 


Machine learning is the subfield of computer science that "gives computers the ability to learn without being explicitly programmed" (Arthur Samuel, 1959).^{[1]} Evolved from the study of pattern recognition and computational learning theory in artificial intelligence,^{[2]} machine learning explores the study and construction of algorithms that can learn from and make predictions on data^{[3]} – such algorithms overcome following strictly static program instructions by making datadriven predictions or decisions,^{[4]}^{:2} through building a model from sample inputs. Machine learning is employed in a range of computing tasks where designing and programming explicit algorithms is unfeasible; example applications include spam filtering, optical character recognition (OCR),^{[5]} search engines and computer vision.
Machine learning is closely related to (and often overlaps with) computational statistics, which also focuses in predictionmaking through the use of computers. It has strong ties to mathematical optimization, which delivers methods, theory and application domains to the field. Machine learning is sometimes conflated with data mining,^{[6]} where the latter subfield focuses more on exploratory data analysis and is known as unsupervised learning.^{[4]}^{:vii}^{[7]}
Within the field of data analytics, machine learning is a method used to devise complex models and algorithms that lend themselves to prediction; in commercial use, this is known as predictive analytics. These analytical models allow researchers, data scientists, engineers, and analysts to "produce reliable, repeatable decisions and results" and uncover "hidden insights" through learning from historical relationships and trends in the data.^{[8]}
Tom M. Mitchell provided a widely quoted, more formal definition: "A computer program is said to learn from experience E with respect to some class of tasks T and performance measure P if its performance at tasks in T, as measured by P, improves with experience E."^{[9]} This definition is notable for its defining machine learning in fundamentally operational rather than cognitive terms, thus following Alan Turing's proposal in his paper "Computing Machinery and Intelligence" that the question "Can machines think?" be replaced with the question "Can machines do what we (as thinking entities) can do?"^{[10]}
Machine learning tasks are typically classified into three broad categories, depending on the nature of the learning "signal" or "feedback" available to a learning system. These are^{[11]}
Between supervised and unsupervised learning is semisupervised learning, where the teacher gives an incomplete training signal: a training set with some (often many) of the target outputs missing. Transduction is a special case of this principle where the entire set of problem instances is known at learning time, except that part of the targets are missing.
Among other categories of machine learning problems, learning to learn learns its own inductive bias based on previous experience. Developmental learning, elaborated for robot learning, generates its own sequences (also called curriculum) of learning situations to cumulatively acquire repertoires of novel skills through autonomous selfexploration and social interaction with human teachers and using guidance mechanisms such as active learning, maturation, motor synergies, and imitation.
Another categorization of machine learning tasks arises when one considers the desired output of a machinelearned system:^{[4]}^{:3}
As a scientific endeavour, machine learning grew out of the quest for artificial intelligence. Already in the early days of AI as an academic discipline, some researchers were interested in having machines learn from data. They attempted to approach the problem with various symbolic methods, as well as what were then termed "neural networks"; these were mostly perceptrons and other models that were later found to be reinventions of the generalized linear models of statistics. Probabilistic reasoning was also employed, especially in automated medical diagnosis.^{[11]}^{:488}
However, an increasing emphasis on the logical, knowledgebased approach caused a rift between AI and machine learning. Probabilistic systems were plagued by theoretical and practical problems of data acquisition and representation.^{[11]}^{:488} By 1980, expert systems had come to dominate AI, and statistics was out of favor.^{[12]} Work on symbolic/knowledgebased learning did continue within AI, leading to inductive logic programming, but the more statistical line of research was now outside the field of AI proper, in pattern recognition and information retrieval.^{[11]}^{:708–710; 755} Neural networks research had been abandoned by AI and computer science around the same time. This line, too, was continued outside the AI/CS field, as "connectionism", by researchers from other disciplines including Hopfield, Rumelhart and Hinton. Their main success came in the mid1980s with the reinvention of backpropagation.^{[11]}^{:25}
Machine learning, reorganized as a separate field, started to flourish in the 1990s. The field changed its goal from achieving artificial intelligence to tackling solvable problems of a practical nature. It shifted focus away from the symbolic approaches it had inherited from AI, and toward methods and models borrowed from statistics and probability theory.^{[12]} It also benefited from the increasing availability of digitized information, and the possibility to distribute that via the Internet.
Machine learning and data mining often employ the same methods and overlap significantly, but while machine learning focuses on prediction, based on known properties learned from the training data, data mining focuses on the discovery of (previously) unknown properties in the data (this is the analysis step of Knowledge Discovery in Databases). Data mining uses many machine learning methods, but with different goals; on the other hand, machine learning also employs data mining methods as "unsupervised learning" or as a preprocessing step to improve learner accuracy. Much of the confusion between these two research communities (which do often have separate conferences and separate journals, ECML PKDD being a major exception) comes from the basic assumptions they work with: in machine learning, performance is usually evaluated with respect to the ability to reproduce known knowledge, while in Knowledge Discovery and Data Mining (KDD) the key task is the discovery of previously unknown knowledge. Evaluated with respect to known knowledge, an uninformed (unsupervised) method will easily be outperformed by other supervised methods, while in a typical KDD task, supervised methods cannot be used due to the unavailability of training data.
Machine learning also has intimate ties to optimization: many learning problems are formulated as minimization of some loss function on a training set of examples. Loss functions express the discrepancy between the predictions of the model being trained and the actual problem instances (for example, in classification, one wants to assign a label to instances, and models are trained to correctly predict the preassigned labels of a set examples). The difference between the two fields arises from the goal of generalization: while optimization algorithms can minimize the loss on a training set, machine learning is concerned with minimizing the loss on unseen samples.^{[13]}
Machine learning and statistics are closely related fields. According to Michael I. Jordan, the ideas of machine learning, from methodological principles to theoretical tools, have had a long prehistory in statistics.^{[14]} He also suggested the term data science as a placeholder to call the overall field.^{[14]}
Leo Breiman distinguished two statistical modelling paradigms: data model and algorithmic model,^{[15]} wherein 'algorithmic model' means more or less the machine learning algorithms like Random forest.
Some statisticians have adopted methods from machine learning, leading to a combined field that they call statistical learning.^{[16]}
A core objective of a learner is to generalize from its experience.^{[17]}^{[18]} Generalization in this context is the ability of a learning machine to perform accurately on new, unseen examples/tasks after having experienced a learning data set. The training examples come from some generally unknown probability distribution (considered representative of the space of occurrences) and the learner has to build a general model about this space that enables it to produce sufficiently accurate predictions in new cases.
The computational analysis of machine learning algorithms and their performance is a branch of theoretical computer science known as computational learning theory. Because training sets are finite and the future is uncertain, learning theory usually does not yield guarantees of the performance of algorithms. Instead, probabilistic bounds on the performance are quite common. The bias–variance decomposition is one way to quantify generalization error.
For the best performance in the context of generalization, the complexity of the hypothesis should match the complexity of the function underlying the data. If the hypothesis is less complex than the function, then the model has underfit the data. If the complexity of the model is increased in response, then the training error decreases. But if the hypothesis is too complex, then the model is subject to overfitting and generalization will be poorer.^{[19]}
In addition to performance bounds, computational learning theorists study the time complexity and feasibility of learning. In computational learning theory, a computation is considered feasible if it can be done in polynomial time. There are two kinds of time complexity results. Positive results show that a certain class of functions can be learned in polynomial time. Negative results show that certain classes cannot be learned in polynomial time.
Decision tree learning uses a decision tree as a predictive model, which maps observations about an item to conclusions about the item's target value.
Association rule learning is a method for discovering interesting relations between variables in large databases.
An artificial neural network (ANN) learning algorithm, usually called "neural network" (NN), is a learning algorithm that is inspired by the structure and functional aspects of biological neural networks. Computations are structured in terms of an interconnected group of artificial neurons, processing information using a connectionist approach to computation. Modern neural networks are nonlinear statistical data modeling tools. They are usually used to model complex relationships between inputs and outputs, to find patterns in data, or to capture the statistical structure in an unknown joint probability distribution between observed variables.
Falling hardware prices and the development of GPUs for personal use in the last few years have contributed to the development of the concept of Deep learning which consists of multiple hidden layers in an artificial neural network. This approach tries to model the way the human brain processes light and sound into vision and hearing. Some successful applications of deep learning are computer vision and speech recognition.^{[20]}
Inductive logic programming (ILP) is an approach to rule learning using logic programming as a uniform representation for input examples, background knowledge, and hypotheses. Given an encoding of the known background knowledge and a set of examples represented as a logical database of facts, an ILP system will derive a hypothesized logic program that entails all positive and no negative examples. Inductive programming is a related field that considers any kind of programming languages for representing hypotheses (and not only logic programming), such as functional programs.
Support vector machines (SVMs) are a set of related supervised learning methods used for classification and regression. Given a set of training examples, each marked as belonging to one of two categories, an SVM training algorithm builds a model that predicts whether a new example falls into one category or the other.
Cluster analysis is the assignment of a set of observations into subsets (called clusters) so that observations within the same cluster are similar according to some predesignated criterion or criteria, while observations drawn from different clusters are dissimilar. Different clustering techniques make different assumptions on the structure of the data, often defined by some similarity metric and evaluated for example by internal compactness (similarity between members of the same cluster) and separation between different clusters. Other methods are based on estimated density and graph connectivity. Clustering is a method of unsupervised learning, and a common technique for statistical data analysis.
A Bayesian network, belief network or directed acyclic graphical model is a probabilistic graphical model that represents a set of random variables and their conditional independencies via a directed acyclic graph (DAG). For example, a Bayesian network could represent the probabilistic relationships between diseases and symptoms. Given symptoms, the network can be used to compute the probabilities of the presence of various diseases. Efficient algorithms exist that perform inference and learning.
Reinforcement learning is concerned with how an agent ought to take actions in an environment so as to maximize some notion of longterm reward. Reinforcement learning algorithms attempt to find a policy that maps states of the world to the actions the agent ought to take in those states. Reinforcement learning differs from the supervised learning problem in that correct input/output pairs are never presented, nor suboptimal actions explicitly corrected.
Several learning algorithms, mostly unsupervised learning algorithms, aim at discovering better representations of the inputs provided during training. Classical examples include principal components analysis and cluster analysis. Representation learning algorithms often attempt to preserve the information in their input but transform it in a way that makes it useful, often as a preprocessing step before performing classification or predictions, allowing to reconstruct the inputs coming from the unknown data generating distribution, while not being necessarily faithful for configurations that are implausible under that distribution.
Manifold learning algorithms attempt to do so under the constraint that the learned representation is lowdimensional. Sparse coding algorithms attempt to do so under the constraint that the learned representation is sparse (has many zeros). Multilinear subspace learning algorithms aim to learn lowdimensional representations directly from tensor representations for multidimensional data, without reshaping them into (highdimensional) vectors.^{[21]} Deep learning algorithms discover multiple levels of representation, or a hierarchy of features, with higherlevel, more abstract features defined in terms of (or generating) lowerlevel features. It has been argued that an intelligent machine is one that learns a representation that disentangles the underlying factors of variation that explain the observed data.^{[22]}
In this problem, the learning machine is given pairs of examples that are considered similar and pairs of less similar objects. It then needs to learn a similarity function (or a distance metric function) that can predict if new objects are similar. It is sometimes used in Recommendation systems.
In this method, a datum is represented as a linear combination of basis functions, and the coefficients are assumed to be sparse. Let x be a ddimensional datum, D be a d by n matrix, where each column of D represents a basis function. r is the coefficient to represent x using D. Mathematically, sparse dictionary learning means solving where r is sparse. Generally speaking, n is assumed to be larger than d to allow the freedom for a sparse representation.
Learning a dictionary along with sparse representations is strongly NPhard and also difficult to solve approximately.^{[23]} A popular heuristic method for sparse dictionary learning is KSVD.
Sparse dictionary learning has been applied in several contexts. In classification, the problem is to determine which classes a previously unseen datum belongs to. Suppose a dictionary for each class has already been built. Then a new datum is associated with the class such that it's best sparsely represented by the corresponding dictionary. Sparse dictionary learning has also been applied in image denoising. The key idea is that a clean image patch can be sparsely represented by an image dictionary, but the noise cannot.^{[24]}
A genetic algorithm (GA) is a search heuristic that mimics the process of natural selection, and uses methods such as mutation and crossover to generate new genotype in the hope of finding good solutions to a given problem. In machine learning, genetic algorithms found some uses in the 1980s and 1990s.^{[25]}^{[26]} Vice versa, machine learning techniques have been used to improve the performance of genetic and evolutionary algorithms.^{[27]}
Rulebased machine learning is a general term for any machine learning method that identifies, learns, or evolves `rules’ to store, manipulate or apply, knowledge. The defining characteristic of a rulebased machine learner is the identification and utilization of a set of relational rules that collectively represent the knowledge captured by the system. This is in contrast to other machine learners that commonly identify a singular model that can be universally applied to any instance in order to make a prediction.^{[28]} Rulebased machine learning approaches include learning classifier systems, association rule learning, and artificial immune systems.
Learning classifier systems (LCS) are a family of rulebased machine learning algorithms that combine a discovery component (e.g. typically a genetic algorithm) with a learning component (performing either supervised learning, reinforcement learning, or unsupervised learning). They seek to identify a set of contextdependent rules that collectively store and apply knowledge in a piecewise manner in order to make predictions.^{[29]}
Applications for machine learning include:
In 2006, the online movie company Netflix held the first "Netflix Prize" competition to find a program to better predict user preferences and improve the accuracy on its existing Cinematch movie recommendation algorithm by at least 10%. A joint team made up of researchers from AT&T LabsResearch in collaboration with the teams Big Chaos and Pragmatic Theory built an ensemble model to win the Grand Prize in 2009 for $1 million.^{[30]} Shortly after the prize was awarded, Netflix realized that viewers' ratings were not the best indicators of their viewing patterns ("everything is a recommendation") and they changed their recommendation engine accordingly.^{[31]}
In 2010 The Wall Street Journal wrote about money management firm Rebellion Research's use of machine learning to predict economic movements. The article describes Rebellion Research's prediction of the financial crisis and economic recovery.^{[32]}
In 2014 it has been reported that a machine learning algorithm has been applied in Art History to study fine art paintings, and that it may have revealed previously unrecognized influences between artists.^{[33]}
Classification machine learning models can be validated by techniques like the Nfoldcrossvalidation, where data is split in test and training sets and appropriate measures like accuracy are calculated for both sets of data and compared. In addition to accuracy, sensitivity and specificity (True Positive Rate: TPR and True Negative Rate: TNR, respectively) can provide modes of model assessment. Similarly False Positive Rate (FPR) as well as the False Negative Rate (FNR) can be computed. Receiver operating characteristic (ROC) along with the accompanying Area Under the ROC Curve (AUC) offer additional tools for classification model assessment. Higher AUC is associated with a better performing model.^{[34]}
Machine Learning poses a host of ethical questions. Systems which are trained on datasets collected with biases may exhibit these biases upon use, thus digitizing cultural prejudices such as institutional racism and classism.^{[35]} Responsible collection of data thus is a critical part of machine learning. See Machine ethics for additional information.
Software suites containing a variety of machine learning algorithms include the following:
Also see this curated list of packages in many programming languages: Awesome Machine Learning.