Showing posts with label machine learning. Show all posts
Showing posts with label machine learning. Show all posts

Learning in Graphical Models (NATO Science Series D: (closed)) Review

Learning in Graphical Models (NATO Science Series D: (closed))
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The title of the book is somewhat misleading, in that most of the research papers involve advanced issues concerning one particular graphical model, namely the Bayesian network. For this reason I highly recommend, as a prerequisite to this book, Finn Jensen's "Bayesian Networks and Decision Graphs". Jensen's book is adequate in giving a good introduction and overview of the subject, but not sufficient for calling oneself an "expert" upon successfully digesting it.
To its credit, "Learning in Graphical Models" has several well-written and interesting papers, but the tutorial papers just did not seem enough of an introduction for me to feel comfortable using it as a first source of introduction.
What I find most compelling about Bayesian networks is the fact that they seem both highly modular (which facilitates reusability and network interconnectivity) and can be designed in a semi-rational manner (contrast this with neural-network architectures for which few good algorithms exist for determining size and number of layers). For this reason I imagine they will be important players in future engineering projects that require learning and adaptation.

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In the past decade, a number of different research communitieswithin the computational sciences have studied learning in networks,starting from a number of different points of view. There has beensubstantial progress in these different communities and surprisingconvergence has developed between the formalisms. The awareness ofthis convergence and the growing interest of researchers inunderstanding the essential unity of the subject underlies the currentvolume. Two research communities which have used graphical or networkformalisms to particular advantage are the belief networkcommunity and the neural network community. Belief networksarose within computer science and statistics and were developed withan emphasis on prior knowledge and exact probabilistic calculations.Neural networks arose within electrical engineering, physics andneuroscience and have emphasised pattern recognition and systemsmodelling problems. This volume draws together researchers from thesetwo communities and presents both kinds of networks as instances of ageneral unified graphical formalism. The book focuses on probabilisticmethods for learning and inference in graphical models, algorithmanalysis and design, theory and applications. Exact methods, samplingmethods and variational methods are discussed in detail. Audience: A wide cross-section of computationally orientedresearchers, including computer scientists, statisticians, electricalengineers, physicists and neuroscientists.

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Information Retrieval: Algorithms and Heuristics (The Springer International Series in Engineering and Computer Science) Review

Information Retrieval: Algorithms and Heuristics (The Springer International Series in Engineering and Computer Science)
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If you're working in the IR industry, or want to develop software in this field, this book is a great starting point. A clarification: this will is not a book for researchers -- instead think of it as a book for advanced practitioners or engineers needing to work in this area. Inside you'll see complete worked examples of several fundamental computations rather than detailed proofs.

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Information Retrieval: Algorithms and Heuristics is acomprehensive introduction to the study of information retrievalcovering both effectiveness and run-time performance. The focus of thepresentation is on algorithms and heuristics used to find documentsrelevant to the user request and to find them fast. Through multipleexamples, the most commonly used algorithms and heuristics needed aretackled. To facilitate understanding and applications, introductionsto and discussions of computational linguistics, natural languageprocessing, probability theory and library and computer science areprovided. While this text focuses on algorithms and not on commercialproduct per se, the basic strategies used by many commercial productsare described. Techniques that can be used to find information on theWeb, as well as in other large information collections, are included.This volume is an invaluable resource for researchers, practitioners,and students working in information retrieval and databases. Forinstructors, a set of Powerpoint slides, including speaker notes, areavailable online from the authors.

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Data Mining Techniques in CRM: Inside Customer Segmentation Review

Data Mining Techniques in CRM: Inside Customer Segmentation
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I recently finished reading Data Mining Techniques in CRM: Inside Customer Segmentation. It is a very didactic book written by Tsiptsis and Chorianopoulos. The authors did a very good job in vulgarizing data mining concepts for the reader. That means nearly no formula. But don't misunderstand me, this is not a book only for beginner. Some deep concepts of data mining are presented. The only particularity is that everything is explained with words and pictures. I really appreciated the approach taken by the authors.
The first part of the book explains data mining concepts. Techniques such as clustering, PCA (Principal Component Analysis) and decision trees are introduced. Since clustering is the most used technique in CRM (Customer Relationship Management), it has a particular focus from the authors. Specific topics such as evaluating the clustering results or profiling are discussed. A very interesting chapter is the one showing examples of data marts in CRM applications (retailers, telco and retail banking).
The second part of the book focuses on CRM applications such as segmentation, cross/up-selling, churn, etc. Full chapters are devoted to customer segmentation in banking, retail and telco. These chapters really give detailed information for such projects (data to consider, aggregations, important factors, result interpretation, etc.). It is clear that the authors have a strong experience in CRM.
To conclude, this is an excellent book for any data miner or anybody involved in CRM. The text is clear and pictures are well done (and funny which is rare enough to be mentioned). From basic to advanced topics, the book is a very pleasant journey inside data mining with a clear focus on customer segmentation. Really advised if you're not a fan of formulas.

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Process Mining: Discovery, Conformance and Enhancement of Business Processes Review

Process Mining: Discovery, Conformance and Enhancement of Business Processes
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This book is a must-read for everyone who is interested in Process Mining. It covers the fundamentals and basics of this emerging discipline, and it gives a comprehensive overview of the state of the art in the field.
The book is written by Wil van der Aalst, who has started Process Mining research at the Technical University in Eindhoven about twelve years ago, and who has since been in the center of the developments around this new technology.
Be aware that this book is not a practical handbook that explains how to do Process Mining on a step-by-step basis. Instead, it provides a comprehensive overview about the field of Process Mining as a whole. Although the book does not shy away from technical details, it is easy to read. It provides a very good introduction but also highlights the challenges and complexity of Process Mining when dealing with real-life processes. If you prefer to skip the formal definitions you can still get a good overview because there are many concrete examples.

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The first to cover this missing link between data mining and process modeling, this book provides real-world techniques for monitoring and analyzing processes in real time. It is a powerful new tool destined to play a key role in business process management.


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Handbook of Statistical Analysis and Data Mining Applications Review

Handbook of Statistical Analysis and Data Mining Applications
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The "Handbook of Statistical Analysis & Data Mining Applications" is the finest book I have seen on the subject. It is not only a beautifully crafted book, with numerous color graphs, chart, tables, and screen shots, but the statistical discussion is both clear and comprehensive.
The text does not use only one statistical data mining application to display examples, but provides a rather thorough training in the use of both SAS-Enterprise Miner and STATISTICA Data Miner. A section on SPSS Clementine is also provided, giving comparisons between the various packages. Also employed are STATISTICA's C&RT, CHAID, MARSpline, and other data mining and graphical analytic tools.
The text does not burden the typical data mining researcher with the internals of how the various tools work. It is therefore not steeped in equations. Some are to be found, of course, but the emphasis is on understanding the concepts involved and on how to apply these concepts to real data - which is provided to the reader in terms of data tutorials. Specialized datasets have been prepared by both authors and outside experts in various areas of inquiry ranging from entertainment, financial, engineering, clinical psychology, dentistry, demographics, medical informatics, meteorology, astronomy, and more. Each tutorial is associated with data stored on either the associated CD that comes with the book, or which can be downloaded from a companion web site. Worked out examples of how to use data mining techniques on such data is provided to help the reader gain a solid feel for the data mining enterprise. The final third of the book is devoted to a partial selection of the available tutorials. The two earlier chapters demonstrate how to use data mining software for the analysis of data.
I highly recommend this work to anyone having an interest in data mining. I might also add that the Amazon price of $72.37 is truly excellent for an 864 page academic text, having full color tables and screen shots on some one-third of the pages, plus a CD. A bargain indeed.


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Pattern Recognition, Third Edition Review

Pattern Recognition, Third Edition
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I bought this book to teach my students on the subject. I am a professor in computer engineering and PR was not my research focus. However, there are many topics covered in this book, which have become more applicable in our area of research (VLSI design). We found this book easy to use. The algorithms are clearly described and my students could implement them easily by just reading the specific chapters we need. We think this is an excellent book to teach ourselves how to apply various PR algorithms in our domain.

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Learning from Data: Concepts, Theory, and Methods Review

Learning from Data: Concepts, Theory, and Methods
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The material contained in the textbook presents and discusses recent developments, but also important statistical (learning theory) concepts such as model selection, regularisation etc, in a unifying manner.
Although the authors are somewhat biased towards kernel methods, support vector machines in particular, they discuss the applicability and performance of other methods (neural networks, fuzzy systems, etc.). This is to be commended, as there are not many books that discuss all such methods in a common framework.
This book is highly recommended to readers wishing to gain a good understanding of the most significant statistical and other methods being applied in industry, and continuously experiencing significant academic research. A set of very good references (some mandatory and well known in the research community) presented at the end of each chapter directs the reader to some very useful material and scientific publications. This is a book that will particularly appeal to the research/academic community.

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Information Theory, Inference and Learning Algorithms Review

Information Theory, Inference and Learning Algorithms
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Uniting information theory and inference in an interactive and entertaining way, this book has been a constant source of inspiration, intuition and insight for me. It is packed full of stuff - its contents appear to grow the more I look - but the layering of the material means the abundance of topics does not confuse.
This is _not_ just a book for the experts. However, you will need to think and interact when reading it. That is, after all, how you learn, and the book helps and guides you in this with many puzzles and problems.

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Information theory and inference, often taught separately, are here united in one entertaining textbook. These topics lie at the heart of many exciting areas of contemporary science and engineering - communication, signal processing, data mining, machine learning, pattern recognition, computational neuroscience, bioinformatics, and cryptography.This textbook introduces theory in tandem with applications. Information theory is taught alongside practical communication systems, such as arithmetic coding for data compression and sparse-graph codes for error-correction. A toolbox of inference techniques, including message-passing algorithms, Monte Carlo methods, and variational approximations, are developed alongside applications of these tools to clustering, convolutional codes, independent component analysis, and neural networks.The final part of the book describes the state of the art in error-correcting codes, including low-density parity-check codes, turbo codes, and digital fountain codes -- the twenty-first century standards for satellite communications, disk drives, and data broadcast. Richly illustrated, filled with worked examples and over 400 exercises, some with detailed solutions, David MacKay's groundbreaking book is ideal for self-learning and for undergraduate or graduate courses. Interludes on crosswords, evolution, and sex provide entertainment along the way.In sum, this is a textbook on information, communication, and coding for a new generation of students, and an unparalleled entry point into these subjects for professionals in areas as diverse as computational biology, financial engineering, and machine learning.

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Utility-Based Learning from Data (Chapman & Hall/Crc: Machine Learning & Pattern Recognition) Review

Utility-Based Learning from Data (Chapman and Hall/Crc: Machine Learning and Pattern Recognition)
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This book is just as great inside the cover as
the elegant cover leads you to expect.
A very ambitious book with a very broad scope.
As a Professor of Applied Mathematics and
of mathematical finance, I very much look
forward to presenting parts of this material
in the future.
Concerning the contents, citing from the introduction of
the book:"Our point of view is motivated by the notion that probabilistic models are
usually not learned for their own sake-rather, they are used to make decisions"
and "finance and decision theory provide a language in which it is
natural to express these assumptions-namely, utility theory-and formulate,
from first principals, model performance measures and the notion of optimal
and robust model performance"
and the books purpose is : " to provide a pedagogical and self-contained discussion of a select set of
methods for estimating probability distributions that can be approached
coherently from a decision-theoretic point of view"
The last sentence is extremely telling. Friedman and Sandow indeed
demonstrate in this book that, in struggling to quantify
default risk, in their daytime jobs at Standard and Poor's,
they carefully put into place their own approach, and painstakingly
tested it on read data, throughout many different economic
cycles (as far back as 2001, when I worked in Friedman's group).
In addition, after Friedman presented some of this material at
New York University's Courant Institute, Friedman and Sandow saw fit to
include a through introduction to topics which are of interest
to all economic students, such as utility theory and
minimum relative theory. And they do so in a crisp, clear and no-nonsense
manner that is rarely seen in books on economics.
A key aspect of the point of view taken in this book, is to relate
betting odds, such as in a horse race, to expected
growth of wealth.
Readers should race to the bookstore to get a
hold of this book!

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Utility-Based Learning from Data provides a pedagogical, self-contained discussion of probability estimation methods via a coherent approach from the viewpoint of a decision maker who acts in an uncertain environment. This approach is motivated by the idea that probabilistic models are usually not learned for their own sake; rather, they are used to make decisions. Specifically, the authors adopt the point of view of a decision maker who(i) operates in an uncertain environment where the consequences of possible outcomes are explicitly monetized,(ii) bases his decisions on a probabilistic model, and(iii) builds and assesses his models accordingly.These assumptions are naturally expressed in the language of utility theory, which is well known from finance and decision theory. By taking this point of view, the book sheds light on and generalizes some popular statistical learning approaches, connecting ideas from information theory, statistics, and finance. It strikes a balance between rigor and intuition, conveying the main ideas to as wide an audience as possible.

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Financial Modelling in Python (The Wiley Finance Series) Review

Financial Modelling in Python (The Wiley Finance Series)
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I am a quant, dealing with financial modeling on daily basis, and this book is the worst that I have ever used.
I had great expectations because I love python but I was so disappointed.
It is really complicated to use the CD and the explanations are so poor.
The book is mostly full with code without real explanations.
Don't buy this book and don't waste your money. It is very bad.
I dont like to write bad reviews, actually it is my first time but this book is very bad.

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"Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of Python, with the low-level computational efficiency of C++, in the context of interesting financial modeling problems, they have provided an implementation template which will be useful to others seeking to jointly optimize the use of computational and human resources. They document all the necessary technical details required in order to make external numerical libraries available from within Python, and they contribute a useful library of their own, which will significantly reduce the start-up costs involved in building financial models. This book is a must read for all those with a need to apply numerical methods in the valuation of financial claims."–David Louton, Professor of Finance, Bryant University
This book is directed at both industry practitioners and students interested in designing a pricing and risk management framework for financial derivatives using the Python programming language.
It is a practical book complete with working, tested code that guides the reader through the process of building a flexible, extensible pricing framework in Python. The pricing frameworks' loosely coupled fundamental components have been designed to facilitate the quick development of new models. Concrete applications to real-world pricing problems are also provided.
Topics are introduced gradually, each building on the last. They include basic mathematical algorithms, common algorithms from numerical analysis, trade, market and event data model representations, lattice and simulation based pricing, and model development. The mathematics presented is kept simple and to the point.
The book also provides a host of information on practical technical topics such as C++/Python hybrid development (embedding and extending) and techniques for integrating Python based programs with Microsoft Excel.
The book is accompanied by a CD ROM containing a code library; and a companion website www.wiley.com/go/fletcher_python which will feature code-based updates relating to Python 3.0.

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Probabilistic Graphical Models: Principles and Techniques (Adaptive Computation and Machine Learning series) Review

Probabilistic Graphical Models: Principles and Techniques (Adaptive Computation and Machine Learning series)
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Stanford professor, Daphne Koller, and her co-author, Professor Nir Friedman, employed graphical models to motivate thoroughgoing explorations of representation, inference and learning in both Bayesian networks and Markov networks. They do their own bidding at the book's web page, [...], by giving readers a panoramic view of the book in an introductory chapter and a Table of Contents. On the same page, there is a link to an extensive Errata file which lists all the known errors and corrections made in subsequent printings of the book - all the corrections had been incorporated into the copy I have. The authors painstakingly provided necessary background materials from both probability theory and graph theory in the second chapter. Furthermore, in an Appendix, more tutorials are offered on information theory, algorithms and combinatorial optimization. This book is an authoritative extension of Professor Judea Pearl's seminal work on developing the Bayesian Networks framework for causal reasoning and decision making under uncertainty. Before this book was published, I sent an e-mail to Professor Koller requesting some clarification of her paper on object-oriented Bayesian networks; she was most generous in writing an elaborate reply with deliberate speed.

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A general framework for constructing and using probabilistic models ofcomplex systems that would enable a computer to use available information for makingdecisions.

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Petri Net Theory and the Modeling of Systems Review

Petri Net Theory and the Modeling of Systems
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Thank you for your book, James! It's invaluble source of information necessary to start. It's like "The C Programming Language" by Brian Kernigan, "The art of computer programming" by Donald Knuth. Undoubtly this book is monument in the Petri Nets area. Everyone, who wants to work in the asynchronous systems modelling field, MUST READ this book FROM COVER TO COVER.

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Tutorial on Neural Systems Modeling Review

Tutorial on Neural Systems Modeling
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We used this book for the upper-level undergraduate students in an interdisciplinary computational neuroscience course at a small liberal arts college. This is a fine, well-written book. One of the strengths of this book is that it starts with very basic programming in Matlab, so that the students without programming backgrounds can easily follow along. The programs in the book are well commented, and they progress slowly and logically in complexity. More advanced math topics are well separated out in Math Boxes. The examples of the neural systems are covered in enough (but not too much) details to be interesting and accessible to the readers. The book is definitely considerate of and sensitive to the wonderfully interdisciplinary nature of this field, so that the materials can be digested by people with different backgrounds. One can not contain all the topics in computational neuroscience in a single book, but this book does a great job of covering many important and interesting ideas/areas (Hebbian learning, Hopfield model, lateral inhibition, adaptation, supervised and unsupervised learning, etc.).
It works very well as an introductory textbook (or tutorial) of the field. The codes and the discussions are clear and simple (not intended as an advanced textbook), and to me, that's the strength and unique quality of this book.
By the way, most of the computer programs listed in the book work well with Octave (as well as Matlab).

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Neural systems models are elegant conceptual tools that provide satisfying insight into brain function. The goal of this new book is to make these tools accessible. It is written specifically for students in neuroscience, cognitive science, and related areas who want to learn about neural systems modeling but lack extensive background in mathematics and computer programming.The book opens with an introduction to computer programming. Each of twelve subsequent chapters presents a different modeling paradigm by describing its basic structure and showing how it can be applied in understanding brain function. The text guides the reader through short, simple computer programs printed in the book and available by download at the companion website that implement the paradigms and simulate real neural systems. Motivation for the simulations is provided in the form of a narrative that places specific aspects of neural system behavior in the context of more general brain function. The narrative integrates instruction for using the programs with description of neural system function, and readers can actively experience the fun and excitement of doing the simulations themselves. Designed as a hands-on tutorial for students, this book also serves instructors as both a teaching tool and a source of examples and exercises that provide convenient starting points for more in-depth exploration of topics of their own specific interest.The distinguishing pedagogical feature of this book is its computer programs, written in MATLAB, that help readers develop basic skill in the area of neural systems modeling. (All of the program files are available online via the book s companion website. Actual data on real neural systems is presented in the book for comparison with the results of the simulations. Also included are asides ( Math Boxes ) that present mathematical material that is relevant but not essential to running the programs. Exercises and references at the end of each chapter invite readers to explore each topic area on their own.

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