Machine Learning for SAS Programmers

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Transcription:

Machine Learning for SAS Programmers

The Agenda Introduction of Machine Learning Supervised and Unsupervised Machine Learning Deep Neural Network Machine Learning implementation Questions and Discussion

Honey, do you know about Machine Learning?

Why did people ask / expect me to know about Machine Learning? Programming Statistics / modeling Working with data all the times

What is ML? An application of artificial intelligence (AI) that provides systems the ability to automatically learn and improve from experience without being explicitly programmed.

Explicit programing Machine Learning

How does Human Learn? - Experience

How does Machine learn? Algorithm Input Data

How does Machine Learning work? Input data X0 X1 X2 Xn Y Algorithm Hypothesis Function - hθ(x) = θx + b Minimize Cost Function, J(θ) = hθ(x) Y, using Gradient Descent

Machine Learning Algorithms Hypothesis function Model for data H θ (x) = θ 0 x 0 + θ 1 x 1 + θ 2 x 2 + θ 3 x 3 +. + θ n x n (e.g., Y = 2X + 30) Cost function measures how well hypothesis function fits into data. Difference between actual data point and hypothesized data point. (e.g., Y H θ (x)) Gradient Descent Engine that minimizes cost function

Cost function with Gradient Descent Y 6 4 2 0 hθ(x) = x at θ = 1 0 1 2 3 X J(θ) 15 10 5 0 Cost function : J(θ)=1/2m*sum[(Y - H)^2] J(1) =1/6*sum((2-1)^2 + (4-2)^2 + (6-3)^2) = 14/6 0 1 2 3 θ

Cost function with Gradient Descent Y 6 4 J(θ) 15 10 Cost function J(2) = 0 2 0 hθ(x) = 2x at θ = 2 0 1 2 3 X 5 0 0 1 2 3 θ

Cost function with Gradient Descent J(θ) 15 10 J(0) =49/6 = 8.167 J(1) =14/6 = 2.333 J(2) =0/6 = 0 J(3) =14/6 = 2.333 J(4) =49/6 = 8.167 5 0 0 1 2 3 4 θ Optimum θ is 2 minimize the cost function, best fitted model is h = 2X.

Machine finds best model using input data Y hθ(x) = x + 30 hθ(x) = 2x + 30 X

Best model can provide best predicted value. Y Y i X i X

More data, the better model Y X

Data Quality in Machine Learning Garbage in Garbage out

Typical Machine Learning Workflow Problems to solve Data Acquisition/ Integration Data Quality and Transformation ML model training / building ML algorithm selection Input data preparation train & test Implement ML model Problems prediction

Machine Learning Type Supervised - we know the correct answers Unsupervised no answers Artificial Neural Network like human neural network

Supervised Machine Learning Input data labeled has correct answers X0 X1 X2 Xn Y Specific purpose Types Classification for distinct output values Regression for continuous output values

Classification X Categorical target 2 Often binary Example : Yes/No, 0 to 9, mild/moderate/severe Logistic Regression, SVM, Decision Tree, Forests X 1

Support Vector Machine (SVM) SVM is one of the most powerful classification model, especially for complex, but small/mid-sized datasets. *** SVM; proc svmachine data=x_train C=1.0; kernel linear; input x1 x2 x3 x4 / level=interval; target y; run;

SVM in SAS Visual Data Mining and Machine Learning SAS Machine Learning portal can provide an interactive modeling.

SVM in SAS Visual Data Mining and Machine Learning SVM in SAS Visual Data Mining and Machine Learning

Python codes for SVM #import ML algorithm from sklearn.svm import SVC #prepare train and test datasets x_train = y_train =. x_test =. #select and train model svm = SVC(kernel= linear, C=1.0, random_state=1) svm.fit(x_train, y_train) #predict output predicted = svm.predict(x_test)

Decision Trees identify various ways of splitting a data set into branch-like segments. Example : predicting the conditions for death PROC HPSPLIT data = ADAE maxleaves=100 maxbranch = 4 leafsize=1 ; model Y(event= y ) = x1 x2 x3 x4; Run;

Decision Tree in SAS Visual Data Mining and Machine Learning

Python codes for Decision Tree #import ML algorithm from sklearn.tree import DecisionClassifier #prepare train and test datasets x_train = y_train =. x_test =. #select and train model d_tree = DecisionClassifier(max_depth=4) d_tree.fit(x_train, y_train) #predict output predicted = d_tree.predict(x_test)

Regression Numeric target Continuous variables Example : predicting house price per sqft Linear Regression, Polynomial Regression Y X

Python codes for ML Linear Regression #import ML algorithm from sklearn import linear_model #prepare train and test datasets x_train = y_train =. x_test =. #select and train model linear = linear_model.linearregression() linear.fit(x_train, y_train) #predict output predicted = linear.predict(x_test)

Unsupervised Machine Learning Input data not-labeled no correct answers Exploratory Clustering the assignment of set of observations into subsets (clusters)

Artificial Neural Network (ANN) Most powerful ML algorithm Game Changer Works very much like human brain Neural network

Human Neuron Neural Network 100 billions

Artificial Neural Network (ANN) Introduction

ANN Architecture Input layer 3 features (variables) Hidden layer Hidden layer1-4 neurons Hidden layer2-2 neurons Other parameters weight, activation function, learning rate Output layer 2 outputs

Neural Network in SAS using proc nnet Proc nnet data=train; architecture mlp; hidden 4; hidden 2; input x1 x2 x3 x4; target Y; Run;

Neural Network in SAS Visual Data Mining and Machine Learning

Python codes for DNN #import ANN - TensorFlow Import tensorflow as tf X = tf.placeholder(..) Y = tf.placeholder(..) hidden1 = tf.layer.dense(x, 4, activation=tf.nn.relu) hidden2 = tf.layer.dense(hidden1, 2, activation=tf.nn.relu) logits = neuron_layer(hidden2, 2). loss = tf.reduce_mean(.) optimizer = tf.train.gradientdescentoptimezer(0.1) traing_op = optimizer.minimizer(loss) tf.session.run(training_op, feed_dict={x:x_train, Y:y_train})

Tensor Flow Demo http://playground.tensorflow.org

Difference between Statistics and Machine Learning Statistics Sample Size Machine Learning Big Data P-value Accuracy Specific models Mathematically /statistically proven Any models Black Box

Where is SAS in ML? SAS Visual Data Mining and Machine Learning Linear Regression Logistic Regression Forest Support Vector Machine Neural Networks ( limited layers)

How ML is being used in our daily life

Recommendation Amazon Netflix Spotify

Customer Service Online Chatting Call

AlphaGO

Why is AI(ML) so popular now? Cost effective Automate a lot of works Can replace or enhance human labors Pretty much anything that a normal person can do in <1 sec, we can now automate with AI Andrew Ng Accurate Better than humans Can solve a lot of complex business problems

Now, how Pharma goes into AI/ML market GSK sign $43 million contract with Exscientia to speed drug discovery aiming ¼ time and ¼ cost identifying a target for disease intervention to a molecule from 5.5 to 1 year J&J Surgical Robotics partners with Google. Leverage AI/ML to help surgeons by interpreting what they see or predict during surgery

Now, how Pharma goes into AI/ML market Roche With GNS Healthcare, use ML to find novel targets for cancer therapy using cancer patient data Pfizer With IBM, utilize Watson for drug discovery Watson has accumulated data from 25 million articles compared to 200 articles a human researcher can read in a year.

Now, how Pharma goes into AI/ML market Novartis With IBM Watson, developing a cognitive solution using real-time data to gain better insights on the expected outcomes. With Cota Healthcare, aiming to accelerate clinical development of new therapies for breast cancer.

ML application in Pharma R&D Drug discovery Drug candidate selection Clinical system optimization Medical image recognition Medical diagnosis Optimum site selection / recruitment Data anomality detection Personalized medicine

Adoption of AI/ML in Pharma Slow Regulatory restriction Machine Learning Black Box challenge need to build ML models, statistically or mathematically proven and validated, to explain final results. Big investment in Healthcare and a lot of AI Start up aiming Pharma.

Healthcare AI/ML market US - 320 million in 2016 Europe 270 million in 2016 40% annual rate 10 billion in 2024 Short in talents

Center of Innovation At the Center of Innovation

Kevin, do you know about Machine Learning?

Contact Us! Contact Clindata Insight to learn more about Big Data and Machine Learning. Email us at klee@clindatainsight.com consulting@clindatainsight.com http://www.clindatainsight.com/ Like us on Facebook @ Facebook.com/clindatainsight Twitter @clindatainsight WeChat @clindatainsight Clindata Insight Inc. 2017

Kevin Lee klee@clindatainsight.com