Decorrelating Models - Python Automation and Machine Learning for ICs - - An Online Book - |
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Python Automation and Machine Learning for ICs http://www.globalsino.com/ICs/ | ||||||||
Chapter/Index: Introduction | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | Appendix | ||||||||
================================================================================= Decorrelating models in machine learning refers to the process of reducing the correlation between the features (input variables) of a dataset or between the learned representations in a model. High correlation between features can sometimes lead to suboptimal performance in certain machine learning algorithms. In linear models, decorrelation is often achieved through techniques like Principal Component Analysis (PCA). PCA identifies the principal components, which are linear combinations of the original features, and these components are orthogonal to each other (uncorrelated). By transforming the data using PCA, one can reduce the dimensionality and decorrelate the features. In neural networks, especially in deep learning, decorrelation can be beneficial for training stability and generalization. Decorrelating techniques may involve adding regularization terms to the loss function that penalize correlations between the weights of the network or using normalization methods like Batch Normalization. The goal of decorrelation is to improve the numerical stability of the learning process and to reduce the redundancy in the data, which can be particularly useful when dealing with high-dimensional datasets or when training complex models. It can also help prevent overfitting and improve the generalization performance of a model. Random Forests decorrelate the model by introducing randomness in the construction of individual decision trees. In a traditional decision tree, the algorithm considers all features at each split point, leading to the potential for strong inter-correlation between trees. Random Forests address this issue through two main mechanisms:
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