Machine Learning With Scikit-Learn ODSC SF 2015

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Machine Learning with Scikit-Learn Andreas Mueller (NYU Center for Data Science, scikit-learn) Material: http://bit.ly/sklsf

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2 Me

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3 Classification Regression Clustering Semi-Supervised Learning Feature Selection Feature Extraction Manifold Learning Dimensionality Reduction Kernel Approximation Hyperparameter Optimization Evaluation Metrics Out-of-core learning …...

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5 Get the notebooks! http://bit.ly/sklsf

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6 http://scikit-learn.org/

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7 Hi Andy, I just received an email from the first tutorial speaker, presenting right before you, saying he's ill and won't be able to make it. I know you have already committed yourself to two presentations, but is there anyway you could increase your tutorial time slot, maybe just offer time to try out what you've taught? Otherwise I have to do some kind of modern dance interpretation of Python in data :-) -Leah Hi Andreas, I am very interested in your Machine Learning background. I work for X Recruiting who have been engaged by Z, a worldwide leading supplier of Y. We are expanding the core engineering team and we are looking for really passionate engineers who want to create their own story and help millions of people. Can we find a time for a call to chat for a few minutes about this? Thanks

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8 Hi Andy, I just received an email from the first tutorial speaker, presenting right before you, saying he's ill and won't be able to make it. I know you have already committed yourself to two presentations, but is there anyway you could increase your tutorial time slot, maybe just offer time to try out what you've taught? Otherwise I have to do some kind of modern dance interpretation of Python in data :-) -Leah Hi Andreas, I am very interested in your Machine Learning background. I work for X Recruiting who have been engaged by Z, a worldwide leading supplier of Y. We are expanding the core engineering team and we are looking for really passionate engineers who want to create their own story and help millions of people. Can we find a time for a call to chat for a few minutes about this? Thanks

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9 Doing Machine Learning With Scikit-Learn

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10 Representing Data X = 1.1 2.2 3.4 5.6 1.0 6.7 0.5 0.4 2.6 1.6 2.4 9.3 7.3 6.4 2.8 1.5 0.0 4.3 8.3 3.4 0.5 3.5 8.1 3.6 4.6 5.1 9.7 3.5 7.9 5.1 3.7 7.8 2.6 3.2 6.3

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11 Representing Data X = 1.1 2.2 3.4 5.6 1.0 6.7 0.5 0.4 2.6 1.6 2.4 9.3 7.3 6.4 2.8 1.5 0.0 4.3 8.3 3.4 0.5 3.5 8.1 3.6 4.6 5.1 9.7 3.5 7.9 5.1 3.7 7.8 2.6 3.2 6.3 one sample

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12 Representing Data X = 1.1 2.2 3.4 5.6 1.0 6.7 0.5 0.4 2.6 1.6 2.4 9.3 7.3 6.4 2.8 1.5 0.0 4.3 8.3 3.4 0.5 3.5 8.1 3.6 4.6 5.1 9.7 3.5 7.9 5.1 3.7 7.8 2.6 3.2 6.3 one sample one feature

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13 Representing Data X = y = 1.1 2.2 3.4 5.6 1.0 6.7 0.5 0.4 2.6 1.6 2.4 9.3 7.3 6.4 2.8 1.5 0.0 4.3 8.3 3.4 0.5 3.5 8.1 3.6 4.6 5.1 9.7 3.5 7.9 5.1 3.7 7.8 2.6 3.2 6.3 1.6 2.7 4.4 0.5 0.2 5.6 6.7 one sample one feature outputs / labels

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14 Training and Testing Data X = 1.1 2.2 3.4 5.6 1.0 6.7 0.5 0.4 2.6 1.6 2.4 9.3 7.3 6.4 2.8 1.5 0.0 4.3 8.3 3.4 0.5 3.5 8.1 3.6 4.6 5.1 9.7 3.5 7.9 5.1 3.7 7.8 2.6 3.2 6.3 y = 1.6 2.7 4.4 0.5 0.2 5.6 6.7

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15 Training and Testing Data X = 1.1 2.2 3.4 5.6 1.0 6.7 0.5 0.4 2.6 1.6 2.4 9.3 7.3 6.4 2.8 1.5 0.0 4.3 8.3 3.4 0.5 3.5 8.1 3.6 4.6 5.1 9.7 3.5 7.9 5.1 3.7 7.8 2.6 3.2 6.3 y = 1.6 2.7 4.4 0.5 0.2 5.6 6.7 training set test set

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16 Training and Testing Data X = 1.1 2.2 3.4 5.6 1.0 6.7 0.5 0.4 2.6 1.6 2.4 9.3 7.3 6.4 2.8 1.5 0.0 4.3 8.3 3.4 0.5 3.5 8.1 3.6 4.6 5.1 9.7 3.5 7.9 5.1 3.7 7.8 2.6 3.2 6.3 y = 1.6 2.7 4.4 0.5 0.2 5.6 6.7 training set test set from sklearn.cross_validation import train_test_split X_train, X_test, y_train, y_test = train_test_split(X, y)

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17 Supervised Machine Learning Training Data Training Labels Model

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18 Supervised Machine Learning Training Data Test Data Training Labels Model Prediction

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19 Supervised Machine Learning Training Data Test Data Training Labels Model Prediction Test Labels Evaluation

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20 Supervised Machine Learning Training Data Test Data Training Labels Model Prediction Test Labels Evaluation Training Generalization

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21 clf = RandomForestClassifier() clf.fit(X_train, y_train) Training Data Training Labels Model

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22 clf = RandomForestClassifier() clf.fit(X_train, y_train) Training Data Test Data Training Labels Model Prediction y_pred = clf.predict(X_test)

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23 clf = RandomForestClassifier() clf.fit(X_train, y_train) clf.score(X_test, y_test) Training Data Test Data Training Labels Model Prediction Test Labels Evaluation y_pred = clf.predict(X_test)

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24 IPython Notebook: Part 1 - Introduction to Scikit-learn

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25 Unsupervised Machine Learning Training Data Model

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26 Unsupervised Machine Learning Training Data Test Data Model New View

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27 pca = PCA() pca.fit(X_train) X_new = pca.transform(X_test) Training Data Test Data Model Transformation Unsupervised Transformations

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28 IPython Notebook: Part 2 – Unsupervised Transformers

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29 Basic API estimator.fit(X, [y]) estimator.predict estimator.transform Classification Preprocessing Regression Dimensionality reduction Clustering Feature selection Feature extraction

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30 All Data Training data Test data

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31 All Data Training data Test data Fold 1 Fold 2 Fold 3 Fold 4 Fold 5

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32 All Data Training data Test data Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Split 1

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33 All Data Training data Test data Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Split 1 Split 2

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34 All Data Training data Test data Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Split 1 Split 2 Split 3 Split 4 Split 5

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35 IPython Notebook: Part 3 - Cross-validation

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38 All Data Training data Test data

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39 All Data Training data Test data Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Test data Split 1 Split 2 Split 3 Split 4 Split 5

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40 All Data Training data Test data Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Fold 1 Fold 2 Fold 3 Fold 4 Fold 5 Test data Finding Parameters Final evaluation Split 1 Split 2 Split 3 Split 4 Split 5

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41 SVC(C=0.001, gamma=0.001)

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42 SVC(C=0.001, gamma=0.001) SVC(C=0.01, gamma=0.001) SVC(C=0.1, gamma=0.001) SVC(C=1, gamma=0.001) SVC(C=10, gamma=0.001)

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43 SVC(C=0.001, gamma=0.001) SVC(C=0.01, gamma=0.001) SVC(C=0.1, gamma=0.001) SVC(C=1, gamma=0.001) SVC(C=10, gamma=0.001) SVC(C=0.001, gamma=0.01) SVC(C=0.01, gamma=0.01) SVC(C=0.1, gamma=0.01) SVC(C=1, gamma=0.01) SVC(C=10, gamma=0.01)

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44 SVC(C=0.001, gamma=0.001) SVC(C=0.01, gamma=0.001) SVC(C=0.1, gamma=0.001) SVC(C=1, gamma=0.001) SVC(C=10, gamma=0.001) SVC(C=0.001, gamma=0.01) SVC(C=0.01, gamma=0.01) SVC(C=0.1, gamma=0.01) SVC(C=1, gamma=0.01) SVC(C=10, gamma=0.01) SVC(C=0.001, gamma=0.1) SVC(C=0.01, gamma=0.1) SVC(C=0.1, gamma=0.1) SVC(C=1, gamma=0.1) SVC(C=10, gamma=0.1)

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45 SVC(C=0.001, gamma=0.001) SVC(C=0.01, gamma=0.001) SVC(C=0.1, gamma=0.001) SVC(C=1, gamma=0.001) SVC(C=10, gamma=0.001) SVC(C=0.001, gamma=0.01) SVC(C=0.01, gamma=0.01) SVC(C=0.1, gamma=0.01) SVC(C=1, gamma=0.01) SVC(C=10, gamma=0.01) SVC(C=0.001, gamma=0.1) SVC(C=0.01, gamma=0.1) SVC(C=0.1, gamma=0.1) SVC(C=1, gamma=0.1) SVC(C=10, gamma=0.1) SVC(C=0.001, gamma=1) SVC(C=0.01, gamma=1) SVC(C=0.1, gamma=1) SVC(C=1, gamma=1) SVC(C=10, gamma=1) SVC(C=0.001, gamma=10) SVC(C=0.01, gamma=10) SVC(C=0.1, gamma=10) SVC(C=1, gamma=10) SVC(C=10, gamma=10)

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46 IPython Notebook: Part 4 – Grid Searches

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47 Training Data Training Labels Model

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48 Training Data Training Labels Model

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49 Training Data Training Labels Model Feature Extraction

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50 Training Data Training Labels Model Feature Extraction Scaling

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51 Training Data Training Labels Model Feature Extraction Scaling Feature Selection

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52 Training Data Training Labels Model Feature Extraction Scaling Feature Selection Cross Validation

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53 Training Data Training Labels Model Feature Extraction Scaling Feature Selection Cross Validation

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54 Pipelines

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55 Pipelines

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56 IPython Notebook: Part 5 - Preprocessing and Pipelines

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57 Do cross-validation over all steps jointly. Keep a separate test set until the very end.

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58 Sample application: Sentiment Analysis

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59 Review: One of the worst movies I've ever rented. Sorry it had one of my favorite actors on it (Travolta) in a nonsense role. In fact, anything made sense in this movie. Who can say there was true love between Eddy and Maureen? Don't you remember the beginning of the movie ? Is she so lovely? Ask her daughters. I don't think so. Label: negative Training data: 12500 positive, 12500 negative IMDB Movie Reviews Data

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60 Bag Of Word Representations CountVectorizer / TfidfVectorizer

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61 Bag Of Word Representations “This is how you get ants.” CountVectorizer / TfidfVectorizer

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62 Bag Of Word Representations “This is how you get ants.” ['this', 'is', 'how', 'you', 'get', 'ants'] CountVectorizer / TfidfVectorizer tokenizer

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63 Bag Of Word Representations “This is how you get ants.” ['this', 'is', 'how', 'you', 'get', 'ants'] CountVectorizer / TfidfVectorizer tokenizer Build a vocabulary over all documents ['aardvak', 'amsterdam', 'ants', ... 'you', 'your', 'zyxst']

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64 Bag Of Word Representations “This is how you get ants.” [0, …, 0, 1, 0, … , 0, 1 , 0, …, 0, 1, 0, …., 0 ] ants get you aardvak zyxst ['this', 'is', 'how', 'you', 'get', 'ants'] CountVectorizer / TfidfVectorizer tokenizer Sparse matrix encoding Build a vocabulary over all documents ['aardvak', 'amsterdam', 'ants', ... 'you', 'your', 'zyxst']

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65 IPython Notebook: Part 6 - Working With Text Data

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66 Feature Union Training Data Training Labels Model Feature Extraction I Feature Extraction II

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67 IPython Notebook: Part 7 – FeatureUnion

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68 Overfitting and Underfitting Model complexity Accuracy Training

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69 Overfitting and Underfitting Model complexity Accuracy Training Generalization

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70 Overfitting and Underfitting Model complexity Accuracy Training Generalization Underfitting Overfitting Sweet spot

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71 Linear SVM

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72 Linear SVM

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73 (RBF) Kernel SVM

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74 (RBF) Kernel SVM

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75 (RBF) Kernel SVM

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76 (RBF) Kernel SVM

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77 Decision Trees

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78 Decision Trees

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79 Decision Trees

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80 Decision Trees

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81 Decision Trees

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82 Decision Trees

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83 Random Forests

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84 Random Forests

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85 Random Forests

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86 Validation Curves train_scores, test_scores = validation_curve(SVC(), X, y, param_name="gamma", param_range=param_range)

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Andreas Mueller 87 Scaling Up

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Andreas Mueller 88 Three regimes of data ● Fits in RAM ● Fits on a Hard Drive ● Doesn't fit on a single PC

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Andreas Mueller 89 Three regimes of data ● Fits in RAM (up to 256 GB?) ● Fits on a Hard Drive (up to 6TB?) ● Doesn't fit on a single PC

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Andreas Mueller 90

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Andreas Mueller 91

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Andreas Mueller 92 "256Gb ought to be enough for anybody." - me

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Andreas Mueller 93 "256Gb ought to be enough for anybody." - me (for machine learning)

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Andreas Mueller 94 Subsample!

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Andreas Mueller 95 The scikit-learn way

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Andreas Mueller 96 HDD Network estimator.partial_fit(X_batch, y_batch) Your for-loop / polling Trained Scikit-learn estimator

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97 Supported Algorithms ● All SGDClassifier derivatives ● Naive Bayes ● MinibatchKMeans ● Birch ● IncrementalPCA ● MiniBatchDictionaryLearning

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98 IPython Notebook: Part 8 – Out Of Core Learning

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99 Stateless Transformers ● Normalizer ● HashingVectorizer ● RBFSampler (and other kernel approx)

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100 Bag Of Word Representations “This is how you get ants.” [0, …, 0, 1, 0, … , 0, 1 , 0, …, 0, 1, 0, …., 0 ] ants get you aardvak zyxst ['this', 'is', 'how', 'you', 'get', 'ants'] CountVectorizer / TfidfVectorizer tokenizer Sparse matrix encoding Build a vocabulary over all documents ['aardvak', 'amsterdam', 'ants', ... 'you', 'your', 'zyxst']

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101 Hashing Trick “This is how you get ants.” [0, …, 0, 1, 0, … , 0, 1 , 0, …, 0, 1, 0, …., 0 ] ants get you aardvak zyxst ['this', 'is', 'how', 'you', 'get', 'ants'] HashingVectorizer tokenizer Sparse matrix encoding hashing [hash('this'), hash('is'), hash('how'), hash('you'), hash('get'), hash('ants')] = [832412, 223788, 366226, 81185, 835749, 173092]

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102 IPython Notebook: Part 9 – Out Of Core Learning for Text

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103 Video Series Advanced Machine Learning with scikit-learn 50% Off Coupon Code: AUTHD

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104 Video Series Advanced Machine Learning with scikit-learn 50% Off Coupon Code: AUTHD

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105 Thank you for your attention. @t3kcit @amueller [email protected] http://amueller.github.io