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Web Science & Technologies University of Koblenz ▪ Landau, Germany Data Mining & Machine Learning Dipl.-Inf. Christoph Carl Kling

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Web Science & Technologies

University of Koblenz ▪ Landau, Germany

Data Mining & Machine Learning

Dipl.-Inf. Christoph Carl Kling

C. C. Kling NetHDP2 of 17

WeST

ask questions!ask questions!

[email protected]

C. C. Kling NetHDP3 of 17

WeST

Probability Theoryn = 1 n >= 1

Bernoulli = Binomial for n = 1 Binomial

k = 2

k > 2

Multinomial

100

1

Multinomial for n = 1

p

n → ∞

Gaussian

MulivariateGaussian

1 2 3 k

p

number of successes

C. C. Kling NetHDP4 of 17

WeST

Experiment

Observations c (our Data)Hidden (latent) parameter p

Example: tossing a coin: 2 x head, 0 x tail

tail head

C. C. Kling NetHDP5 of 17

WeST

Latent Dirichlet Allocation

C. C. Kling NetHDP6 of 17

WeST

Parameter Estimation

Maximum likelihood estimation (MLE)

p = 1.0 !

C. C. Kling NetHDP7 of 17

WeST

Parameter Estimation

p = 1.0

C. C. Kling NetHDP8 of 17

WeST

Probabilistic models

p more likely is close to 0.5!

Prior probability

C. C. Kling NetHDP9 of 17

WeST

Beta distribution

Density of

C. C. Kling NetHDP10 of 17

WeST

Beta distribution

Beta(100,100)

C. C. Kling NetHDP11 of 17

WeST

Beta distribution

Beta(10,10)

C. C. Kling NetHDP12 of 17

WeST

Beta distribution

Beta(1,1)

C. C. Kling NetHDP13 of 17

WeST

Beta distribution

Beta(0.1,0.1)

C. C. Kling NetHDP14 of 17

WeST

Beta distribution

Beta(0.01,0.01)

C. C. Kling NetHDP15 of 17

WeST

Parameter Estimation

Maximum a posteriori estimation (MAP)

Bayesian inference

C. C. Kling NetHDP16 of 17

WeST

Parameter Estimation

Maximum a posteriori estimation (MAP)

Bayesian inference

C. C. Kling NetHDP17 of 17

WeST

Lineare Regression

y = Größe x1 = Geschlecht x2 = Gewicht

168 1 65

172 0 80

164 1 52

187 0 120

194 0 90