Class Project 1

Introduction

In this project, you will learn to use the concepts we have seen in the lectures and practiced in the labs on a real-world dataset, start to nish. You will do exploratory data analysis to understand your dataset and your features, do feature processing and engineering to clean your dataset and extract more meaningful information, implement and use machine learning methods on real data, analyze your model and generate predictions using those methods and report your ndings.


Grading. Project 1 counts 10% to your nal grade in the course. In Project 1, we will grade your code and report (each counting half) and you also obtain a competition score for feedback. (Project 2 will count 30%).


Logistics

Group formation. For Project 1, you will work in a team of 3 students, by your choice. If you are still searching for teammates, please use the discussion forum on Moodle. A good data science team combines a diverse set of skills, and greatly bene ts from inter-disciplinary backgrounds.

Deliverables at a glance.    (More details and grading criteria further down)

Code. In Python. No external libraries allowed! For this rst project, we want you to implement and use the methods we have seen in class. Only NumPy. Visualization libraries are always allowed, but only for visualization purposes. (External libraries will be allowed in Project 2).

Written Report. You will write a maximum 2 page PDF report on your  ndings, using LaTeX.

Competitive Part. To give you immediate feedback and a fair ranking, we use the competition platform aicrowd.com to score your predictions. You can submit whenever and almost as many times as you like, up until the nal submission deadline.


The Dataset. For this course, we are providing you with our own online competition based on one of the most popular machine learning challenges recently - nding the Higgs boson - using original data from CERN.


Step 1 - Getting Started

Create an account using your epfl.ch email and head over to the competition arena

https://www.aicrowd.com/challenges/epfl-machine-learning-higgs-2019

Then, download the training dataset, available in .csv format. To load the data, use the same code we used during the labs. You can nd an example of a .csv loading function in our provided template code from labs 1 and 2.
Step 2 - Implement ML Methods

We want you to implement and use the methods we have seen in class and in the labs. You will need to provide working implementations of the functions in Table 1. If you have not nished them during the labs, you should start by implementing the rst ones to have a working toolbox before diving in the dataset.

Function
Details


























least

squares

GD(y, tx, initial

w,
Linear regression using gradient descent








max

iters, gamma)
Linear regression using stochastic gradient descent
least

squares

SGD(y, tx, initial

w,









max

iters, gamma)
Least squares regression using normal equations




least

squares(y, tx)

ridge

regression(y, tx, lambda

)




Ridge regression using normal equations










logistic

regression(y, tx, initial

w,
Logistic regression using gradient descent or SGD






max

iters, gamma)
Regularized logistic regression using gradient descent
reg

logistic

regression(y, tx, lambda

,









initial

w, max

iters, gamma)
or SGD








Table 1: List of functions to implement. In the above method signatures, for iterative methods, initial w is the initial weight vector, gamma is the step-size, and max iters is the number of steps to run. lambda is always the regularization parameter. (Note that here we have used the trailing underscore because lambda is a reserved word in Python with a di erent meaning). For SGD, you must use the standard mini-batch-size 1 (sample just one datapoint).


You should take care of the following:

Return type: Note that all functions should return: (w, loss), which is the last weight vector of the method, and the corresponding loss value (cost function). Note that while in previous labs you might have kept track of all encountered w for iterative methods, here we only want the last one.

File names: Please provide all function implementations in a single python le, called implementations.py. All code should be easily readable and commented.

Note that we might automatically call your provided methods and evaluate for correct implementation

Here are some good practices of scienti c computing as a reference: http://arxiv.org/pdf/1609.00037 or an older article http://arxiv.org/pdf/1210.0530.


Step 3 - Submitting your Predictions

Once you have a working model (using the above methods or a modi ed one), you can send your predictions to the competition platform to see how your model is doing against the other teams. You can submit whenever and as many times as you like, until the deadline.

Your predictions must be in .csv format, see sample-submission.csv. You must use the same datapoint ids as in the test set test.csv. To generate .csv output from Python, use our provided helper functions in helpers.py (see project 1 folder on github).

After a submission, aicrowd.com will compute your score on the test set, and will show you your score and ranking in the leaderboard.

This is useful to see how you compare against other teams, but you should not consider this score as the only evaluation of your model. Always estimate your test error by using a local validation set, or local cross-validation! This is important to avoid over tting the test set online. Also, it allows you to make experiments faster, and save uploading bandwidth :). You are only allowed a maximum of 5 submissions to the submission system per day.

2

Improving your predictions. While the above described method implementations must be part of your code submission, you can now implement additional modi cations of these basic methods above. You can construct better features for the task, or perform better data preprocessing for this particular dataset, or even implement an additional modi cation of one of the above mentioned ML methods. Note that it is not allowed to use external libraries, code or data in this project. (It will be allowed in Project 2).


Step 4 - Final Submission of Your Project

Your nal submission to the online system (a standard system as used for scienti c conferences) must consist of the following:

Report: Your 2 page report as .pdf

Code: The complete executable and documented Python code, as one .zip le. Rules for the code part:

{ Reproducibility: In your submission, you must provide a script run.py which produces exactly the same .csv predictions which you used in your best submission to the competition system.

{ Documentation: Your ML system must be clearly described in your PDF report and also well-documented in the code itself. A clear ReadMe le must be provided. The documentation must also include all data preparation, feature generation as well as cross-validation steps that you have used.

{ In addition to your customized system, don’t forget that your code submission must still also include the 6 basic method implementations as described above in step 2.

{ No use of external ML libraries is allowed in Project 1. (It will be allowed in Project 2). { No external datasets allowed.

Submission URL: http://mlcourse.epfl.ch

Submission deadline: Oct 28th, 2019 (midnight)


Step 5 - Pro t

... ;)


Physics Background

The Higgs boson is an elementary particle in the Standard Model of physics which explains why other particles have mass. Its discovery at the Large Hadron Collider at CERN was announced in March 2013. In this project, you will apply machine learning techniques to actual CERN particle accelerator data to recreate the process of \discovering" the Higgs particle. For some background, physicists at CERN smash protons into one another at high speeds to generate even smaller particles as by-products of the collisions. Rarely, these collisions can produce a Higgs boson. Since the Higgs boson decays rapidly into other particles, scientists don’t observe it directly, but rather measure its\decay signature", or the products that result from its decay process. Since many decay signatures look similar, it is our job to estimate the likelihood that a given event’s signature was the result of a Higgs boson (signal) or some other process/particle (background). In practice, this means that you will be given a vector of features representing the decay signature of a collision event, and asked to predict whether this event was signal (a Higgs boson) or background (something else). To do this, you will use the binary classi cation techniques we have discussed in the lectures.

If you’re interested in more background on this dataset, we point you to the longer description here:

https://higgsml.lal.in2p3.fr/files/2014/04/documentation_v1.8.pdf.

Note that understanding the physics background is not necessary to perform well in this machine learning challenge as part of the course.

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Appendix

Grading Criteria

Code (counts half). In Python. No external libraries allowed! For this rst project, we want you to implement and use the methods we have seen in class. The code will be graded by two assistants independently, according to the criteria described above in Step 4.

Written Report (counts half). You will write a maximum 2 page PDF report on your ndings, using LaTeX. The code will be graded by two assistants independently, and we will provide you feedback. The main criteria will be if you were able to correctly implement the methods seen in class and explain your approach. This counts half for the written report. In addition, we will grade you on the scienti c contribution you made additionally, to improve your predictions. For this part, the criteria are

{ scienti c novelty { creativity

{ reproducibility

{ solid comparison baselines supporting your claims { writeup quality

Competitive Part (counts only for fun). The nal rank of your team in the (private) leaderboard is a strong indication how well you dealt with this practical ML problem. It allows you to experience the practical importance of each parts, the data cleaning, preprocessing, the ML model, and for example hyper-parameter optimization.

The competitive part will count in Project 2, but only for the standard tasks we provide. Here in this rst toy project, as long as you’re not very far worse than all other teams, don’t spend too much time optimizing the rank yet. But make sure you can use the submission system and see the impact of your changes. Most important is that you understand the correct implementation of the algorithms and how their fair practical evaluation works, and thereby to prepare you for Project 2.

As usual, your code and report will be automatically checked for plagiarism.


Guidelines for Machine Learning Projects

Now that you have implemented few basic methods, you should use this toolbox on the dataset. Here are a few things that you might want to try.

Exploratory data analysis You should learn about your dataset - gure out which features are continuous, which ones are categorical, check if there are obvious relationships between the features, take a look at the distribution of each feature, and so on. Check https://en.wikipedia.org/wiki/Exploratory_data_analysis.

Feature processing Cleaning your dataset by removing useless features and values, combining others, nding better representations of the features to feed your model, scaling the features, and so on. Check this article on feature engineering: http://machinelearningmastery.com/discover-feature-engineering-how-to-engineer-features-and-how-to-get-good-at-it/.

Determining whether a method over ts or under ts You should be able to diagnose the whether your model is over- or under tting the data and take actions to x the problems with your model. Recommended reading: Advice on applying machine learning methods by Andrew Ng: http://cs229.stanford.edu/materials/ML-advice.pdf.

Applying methods and visualizing Beyond simply applying the models we have seen, it helps to try to under-stand what the ML model is doing. Try to nd out which datapoints are wrongly classi ed and, if possible, why this is the case. Then use this information to improve your model. Check Peter Domingo’s Useful things to know about machine learning : http://homes.cs.washington.edu/~pedrod/papers/cacm12.pdf

Accurately estimate how well your method is doing By applying cross-validation and estimating the gener-alization error.

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Report Guidelines

In addition to nding a good model for the data, you will need to explain your methodology in a report. For the rst project, this will help you getting used to writing, and prepare you for the more extensive Project 2.

Clearly describe your used methods, state your conclusions and argue that the results you obtained make (or do not make) sense, and the reasons behind it. Keep the report short and to the point, with a strict limit of 2 pages (Project 2 will allow 4 pages). References are allowed to be put on a extra third page.

To get started more easily with writing the report, we provide you a LaTeX template here

github.com/epfml/ML course/tree/master/projects/project1/latex-example-paper


The le also contains some more helpful information on how to write a scienti c report or paper. We will also help you learn it during the exercise session and o ce hours if you ask us.

For more guidelines on what makes a good report, see the grading criteria above. In particular, don’t forget to take care about

    • Reproducibility: Not only in the code, but also in the report, do include complete details about each algorithm you tried, e.g. what lambda values you used for ridge regression? How exactly did you do that feature transformation? how many folds did you use for cross-validation? etc...

    • Baselines: Give clear experimental evidence: When you added this new combined feature, or changed the regularization, by how much did that increase or decrease the test error? It is crucial to always report such obtained di erences in the evaluation metrics, and to include several properly implemented baseline algorithms as a comparison to your approach.

Some additional resources on LaTeX:

https://github.com/VoLuong/Begin-Latex-in-minutes - getting started with LaTeX http://www.maths.tcd.ie/~dwilkins/LaTeXPrimer/ - tutorial on LaTeX

http://www.stdout.org/~winston/latex/latexsheet-a4.pdf - cheat sheet collecting most of all use-ful commands in LaTeX

http://mirror.switch.ch/ftp/mirror/tex/info/first-latex-doc/first-latex-doc.pdf - exam-ple how to create a document with Latex

http://en.wikibooks.org/wiki/LaTeX - detailed tutorial on LaTeX

Producing    gures for LaTeX in Python

There are some good visualization tools in Python. \matplotlib" is probably the single most used Python package for 2D-graphics. The relevant tutorials are as follow:

Matplotlib tutorial: http://www.labri.fr/perso/nrougier/teaching/matplotlib/

Matplotlib tutorial: https://sites.google.com/site/scigraphs/tutorial

Matplotlib Tutorial: http://jakevdp.github.io/mpl_tutorial/

Regarding other useful Python data visualization libraries, please refer to this blog for more information.












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