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Written on . Posted in Susan Li.

Thank you for the great idea. I will try it as soon as I get around to.

Written on . Posted in Susan Li.

Online world is full of duplicate listings. In particular, if you are an online travel agency, and you accept different suppliers that provide you information for the same property.

Sometimes the duplicate records are obvious that makes you think: How is it possible?

Another time, the two records look like they are duplicates, but we were not sure.

Or, if you work for a company that has significant amount of data about companies or customers, but because the data comes from different source systems, in which are often written in different ways. Then you will have to deal with duplicate records.

I think the best data set is to use my own. Using the Seattle Hotel data set that I created a while ago. I removed hotel description feature, kept hotel name and address features, and added duplicate records purposely, and the data set can be found here.

An example on how two hotels are duplicates:

https://medium.com/media/9f825cf1034adde99e086628cbd06561/href

The most common way of duplication is how the street address is input. Some are using the abbreviations and others are not. For the human reader it is obvious that the above two listings are the same thing. And we will write a program to determine and remove the duplicate records and keep one only.

- We will use name and address for input features.
- We all familiar with tfidf and n-gram methods.
- The result we get is a sparse matrix that each row is a document(name_address), each column is a n-gram. The tfidf score is computed for each n-gram in each document.

https://medium.com/media/a1c7cfdffab34416823d13fb25ff8c93/href

I discovered an excellent library that developed by ING Wholesale Banking, sparse_dot_topn which stores only the top N highest matches for each item, and we can choose to show the top similarities above a threshold.

It claims that it provides faster way to perform a sparse matrix multiplication followed by top-n multiplication result selection.

The function takes the following things as input:

- A and B: two CSR matrix
- ntop: n top results
- lower_bound: a threshold that the element of A*B must greater than output

The output is a resulting matrix.

https://medium.com/media/ab9ab56ff91a20aec471569f9879d406/href

After running the function. The matrix only stores the top 5 most similar hotels.

The following code unpacks the resulting sparse matrix, the result is a table where each hotel will match to every hotel in the data(include itself), and cosine similarity score is computed for each pair.

https://medium.com/media/4586d0709b6d121c5000fe965da68916/href

We are only interested in the top matches except itself. So we are going to visual examine the resulting table sort by similarity scores, in which we determine a threshold a pair is the same property.

matches_df[matches_df['similarity'] < 0.99999].sort_values(by=['similarity'], ascending=False).head(30)

I decided my safe bet is to remove any pairs where the similarity score is higher than or equal to 0.50.

matches_df[matches_df['similarity'] < 0.50].right_side.nunique()

After that, we now have 152 properties left. If you remember, in our original data set, we did have 152 properties.

Jupyter notebook and the dataset can be found on Github. Have a productive week!

De-duplicate the Duplicate Records from Scratch was originally published in Towards Data Science on Medium, where people are continuing the conversation by highlighting and responding to this story.

Written on . Posted in Susan Li.

A few months ago, we built a content based recommender system using a relative clean text data set. Because I collected the hotel descriptions my self, I made sure that the descriptions were useful for the goals we were going to accomplish. However, the real-world text data is never clean and there are different pre-processing ways and steps for different goals.

Topic modeling in NLP is rarely my final goal in an analysis, I use it often to either explore data or as a tool to make my final model more accurate. Let me show you what I meant.

We are still using the Seattle Hotel description data set I collected earlier, and I made it a bit more messier this time. We are going to skip all the EDA processes and I want to make recommendations as quickly as possible.

If you have read my previous post, I am sure you understand the following code script. Yes, we are looking for top 5 most similar hotels with “Hilton Garden Inn Seattle Downtown” (except itself), according to hotel description texts.

https://medium.com/media/aafe45c62a3f78bdd069868868db2b66/href

Our model returns the above 5 hotels and thinks they are top 5 most similar hotels to “Hilton Garden Inn Seattle Downtown”. I am sure you don’t agree, neither do I. Let’s say why the model thinks they are similar by looking at these descriptions.

df.loc['Hilton Garden Inn Seattle Downtown'].desc

df.loc["Mildred's Bed and Breakfast"].desc

df.loc["Seattle Airport Marriott"].desc

Found anything interesting? Yes, there are indeed somethings in common in these three hotel descriptions, they all have the same check in and check out time, and they all have the similar smoking policies. But are they important? Can we declare two hotels are similar just because they are all “non-smoking”? Of course not, these are not important characteristics and we shouldn’t measure similarity in vector space of these texts.

We need to find a way to safely remove these texts programmatically, while not removing any other useful characteristics.

Topic modeling comes to our rescue. But before that, we need to wrangle the data to make it in the right shape.

- Split each description into sentences. Hilton Garden Seattle Downtown’s entire description will be split into 7 sentences.

https://medium.com/media/57f6877b6638b27c9e142fa3a5bb7c63/href

- We are going to build topic model for all the sentences together. I decided to have 40 topics after several experiments.

https://medium.com/media/0478e76d0041ce7510ce5092c27e42b9/href

Not too bad, there were not too much overlapping.

- To understand better, you may want to investigate top 20 words in each topic.

https://medium.com/media/3667d3da9af7aee9b9e721ffd1ae853b/href

We shall have 40 topics, and each topic shows 20 keywords. Its very hard to print out the entire table, I will only show a small part of it.

By staring at the table, we can guess that at least topic 12 should be one of the topics we would like to dismiss, because it contains several words that meaningless for our purpose.

In the following code scripts, we:

- Create document-topic matrix.
- Create a data frame where each document is a row, and each column is a topic.
- The weight of each topic is assigned to each document.
- The last column is the dominant topic for that document, in which it carries the most weight.
- When we merge this data frame to the previous sentence data frame. We are able to find the the weight of each topic in every sentence, and the dominant topic for each sentence.

https://medium.com/media/4d76caf58479fd78fe5beaae6256fabd/href

- Now we can visually examine dominant topics assignment of each sentence for “Hilton Garden Inn Seattle Downtown”.

df_sent_topic.loc[df_sent_topic['name'] == 'Hilton Garden Inn Seattle Downtown'][['sentence', 'dominant_topic']]

- By staring at the above table, my assumption is that if a sentence’s dominant topic is topic 4 or topic 12, that sentence is likely to be useless.
- Let’s see a few more example sentences that have topic 4 or topic 12 as their dominant topic.

df_sent_topic.loc[df_sent_topic['dominant_topic'] == 4][['sentence', 'dominant_topic']].sample(20)

df_sent_topic.loc[df_sent_topic['dominant_topic'] == 12][['sentence', 'dominant_topic']].sample(10)

- After reviewing the above two tables, I decided to remove all the sentences that have topic 4 or topic 12 as their dominant topic.

print('There are', len(df_sent_topic.loc[df_sent_topic['dominant_topic'] == 4]), 'sentences that belong to topic 4 and we will remove')

print('There are', len(df_sent_topic.loc[df_sent_topic['dominant_topic'] == 12]), 'sentences that belong to topic 12 and we will remove')

df_sent_topic_clean = df_sent_topic.drop(df_sent_topic[(df_sent_topic.dominant_topic == 4) | (df_sent_topic.dominant_topic == 12)].index)

- Next, we will join the clean sentence together in to a descriptions. That is, making it back to one description per hotel.

df_description = df_sent_topic_clean[['sentence','name']]

df_description = df_description.groupby('name')['sentence'].agg(lambda col: ' '.join(col)).reset_index()

- Let’s see what left for our “Hilton Garden Inn Seattle Downtown”

df_description['sentence'][45]

There is only one sentence left and it is about the location of the hotel and this is what I had expected.

Using the same cosine similarity measurement, we are going to find the top 5 most similar hotels with “Hilton Garden Inn Seattle Downtown” (except itself), according to the cleaned hotel description texts.

https://medium.com/media/2338ec051f9d736f4062aa769eace360/href

Nice! Our method worked!

Jupyter notebook can be found on Github. Have a great weekend!

Written on . Posted in Susan Li.

Thank you for your feedback. I did not try this time.

Written on . Posted in Susan Li.

This article shows how to use a simple LSTM and one of the pre-trained GloVe files to create a strong baseline for the toxic comments classification problem.

The article consist of 4 main sections:

- Preparing the data
- Implementing a simple LSTM (RNN) model
- Training the model
- Evaluating the model

In the following steps, we will set the key model parameters and split the data.

- “
” sets the maximum number of words to consider as features for tokenizer.*MAX_NB_WORDS* - “
” cuts off texts after this number of words (among the*MAX_SEQUENCE_LENGTH*most common words).*MAX_NB_WORDS* - “
” sets a portion of data for validation and not used in training.*VALIDATION_SPLIT* - “
” defines the size of the “vector space”.*EMBEDDING_DIM* - “
” defines the GloVe file directory.*GLOVE_DIR* - Split the data into the texts and the labels.

https://medium.com/media/e404f87284057d710e0e0f3967897354/href

In the following step, we remove stopwords, punctuation and make everything lowercase.

https://medium.com/media/eadbd6070963e87f8225525edc19beff/href

Have a look a sample data.

print('Sample data:', texts[1], y[1])

- We create a tokenizer, configured to only take into account the
most common words.*MAX_NB_WORDS* - We build the word index.
- We can recover the word index that was computed.

tokenizer = Tokenizer(num_words=MAX_NB_WORDS)

tokenizer.fit_on_texts(texts)

sequences = tokenizer.texts_to_sequences(texts)

word_index = tokenizer.word_index

print('Vocabulary size:', len(word_index))

- Turns the lists of integers into a 2D integer tensor of shape (samples, maxlen)
- Pad after each sequence.

data = pad_sequences(sequences, padding = 'post', maxlen = MAX_SEQUENCE_LENGTH)

print('Shape of data tensor:', data.shape)

print('Shape of label tensor:', y.shape)

- Shuffle the data.

indices = np.arange(data.shape[0])

np.random.shuffle(indices)

data = data[indices]

labels = y[indices]

Create the train-validation split.

num_validation_samples = int(VALIDATION_SPLIT*data.shape[0])

x_train = data[: -num_validation_samples]

y_train = labels[: -num_validation_samples]

x_val = data[-num_validation_samples: ]

y_val = labels[-num_validation_samples: ]

print('Number of entries in each category:')

print('training: ', y_train.sum(axis=0))

print('validation: ', y_val.sum(axis=0))

This is what the data looks like:

print('Tokenized sentences: n', data[10])

print('One hot label: n', labels[10])

- We will use pre-trained GloVe vectors from Stanford to create an index of words mapped to known embeddings, by parsing the data dump of pre-trained embeddings.
- Then load word embeddings into an
**embeddings_index**

https://medium.com/media/4a58a99c42bc4a3760b0155be6d63f59/href

- Create the embedding layers.
- Specifies the maximum input length to the Embedding layer.
- Make use of the output from the previous embedding layer which outputs a 3-D tensor into the LSTM layer.
- Use a Global Max Pooling layer to to reshape the 3D tensor into a 2D one.
- We set the dropout layer to drop out 10% of the nodes.
- We define the Dense layer to produce a output dimension of 50.
- We feed the output into a Dropout layer again.
- Finally, we feed the output into a “Sigmoid” layer.

https://medium.com/media/6d48566a561c43069f9da57f9ad9e800/href

Its time to Compile the model into a static graph for training.

- Define the inputs, outputs and configure the learning process.
- Set the model to optimize our loss function using “Adam” optimizer, define the loss function to be “binary_crossentropy” .

model = Model(sequence_input, preds)

model.compile(loss = 'binary_crossentropy',

optimizer='adam',

metrics = ['accuracy'])

- Feed in a list of 32 padded, indexed sentence for each batch. The validation set will be used to assess whether the model has overfitted.
- The model will run for 2 epochs, because even 2 epochs is enough to overfit.

print('Training progress:')

history = model.fit(x_train, y_train, epochs = 2, batch_size=32, validation_data=(x_val, y_val))

loss = history.history['loss']

val_loss = history.history['val_loss']

epochs = range(1, len(loss)+1)

plt.plot(epochs, loss, label='Training loss')

plt.plot(epochs, val_loss, label='Validation loss')

plt.title('Training and validation loss')

plt.xlabel('Epochs')

plt.ylabel('Loss')

plt.legend()

plt.show();

accuracy = history.history['accuracy']

val_accuracy = history.history['val_accuracy']

plt.plot(epochs, accuracy, label='Training accuracy')

plt.plot(epochs, val_accuracy, label='Validation accuracy')

plt.title('Training and validation accuracy')

plt.ylabel('Accuracy')

plt.xlabel('Epochs')

plt.legend()

plt.show();

Jupyter notebook can be found on Github. Happy Monday!

Classify Toxic Online Comments with LSTM and GloVe was originally published in Towards Data Science on Medium, where people are continuing the conversation by highlighting and responding to this story.

Written on . Posted in Susan Li.

Collaborative Filtering is a technique widely used by recommender systems when you have a decent size of user — item data. It makes recommendations based on the content preferences of similar users.

Therefore, collaborative filtering is not a suitable model to deal with cold start problem, in which it cannot draw any inference for users or items about which it has not yet gathered sufficient information.

But once you have relative large user — item interaction data, then collaborative filtering is the most widely used recommendation approach. And we are going to learn how to build a collaborative filtering recommender system using TensorFlow.

We are again using booking crossing dataset that can be found here. The data pre-processing steps does the following:

- Merge user, rating and book data.
- Remove unused columns.
- Filtering books that have had at least 25 ratings.
- Filtering users that have given at least 20 ratings. Remember, collaborative filtering algorithms often require users’ active participation.

https://medium.com/media/defd12f7c924869652fef81d9795e6c6/href

So, our final dataset contains 3,192 users for 5,850 books. And each user has given at least 20 ratings and each book has received at least 25 ratings. If you do not have a GPU, this would be a good size.

The collaborative filtering approach focuses on finding users who have given similar ratings to the same books, thus creating a link between users, to whom will be suggested books that were reviewed in a positive way. In this way, we look for associations between users, not between books. Therefore, collaborative filtering relies only on observed user behavior to make recommendations — no profile data or content data is necessary.

Our technique will be based on the following observations:

- Users who rate books in a similar manner share one or more hidden preferences.
- Users with shared preferences are likely to give ratings in the same way to the same books.

First, we will normalize the rating feature.

scaler = MinMaxScaler()

combined['Book-Rating'] = combined['Book-Rating'].values.astype(float)

rating_scaled = pd.DataFrame(scaler.fit_transform(combined['Book-Rating'].values.reshape(-1,1)))

combined['Book-Rating'] = rating_scaled

Then, build user, book matrix with three features:

combined = combined.drop_duplicates(['User-ID', 'Book-Title'])

user_book_matrix = combined.pivot(index='User-ID', columns='Book-Title', values='Book-Rating')

user_book_matrix.fillna(0, inplace=True)

users = user_book_matrix.index.tolist()

books = user_book_matrix.columns.tolist()

user_book_matrix = user_book_matrix.as_matrix()

tf.placeholder only available in v1, so I have to work around like so:

import tensorflow.compat.v1 as tf

tf.disable_v2_behavior()

In the following code scrips

- We set up some network parameters, such as the dimension of each hidden layer.
- We will initialize the TensorFlow placeholder.
- Weights and biases are randomly initialized.
- The following code are taken from the book: Python Machine Learning Cook Book — Second Edition

https://medium.com/media/b9d3ea77cc85bc45921c16d0d53e2ffb/href

Now, we can build the encoder and decoder model.

https://medium.com/media/7eefae55b835e0f730c1a2f1dd21c16d/href

Now, we construct the model and the predictions

encoder_op = encoder(X)

decoder_op = decoder(encoder_op)

y_pred = decoder_op

y_true = X

In the following code, we define loss function and optimizer, and minimize the squared error, and define the evaluation metrics.

loss = tf.losses.mean_squared_error(y_true, y_pred)

optimizer = tf.train.RMSPropOptimizer(0.03).minimize(loss)

eval_x = tf.placeholder(tf.int32, )

eval_y = tf.placeholder(tf.int32, )

pre, pre_op = tf.metrics.precision(labels=eval_x, predictions=eval_y)

Because TensorFlow uses computational graphs for its operations, placeholders and variables must be initialized before they have values. So in the following code, we initialize the variables, then create an empty data frame to store the result table, which will be top 10 recommendations for every user.

init = tf.global_variables_initializer()

local_init = tf.local_variables_initializer()

pred_data = pd.DataFrame()

We can finally start training our model.

- We split training data into batches, and we feed the network with them.
- We train our model with vectors of user ratings, each vector represents a user and each column a book, and entries are ratings that the user gave to books.
- After a few trials, I discovered that training model for 100 epochs with a batch size of 35 would be consuming enough memories. This means that the entire training set will feed our neural network 100 times, every time using 35 users.
- At the end, we must make sure to remove user’s ratings in the training set. That is, we must not recommend books to a user in which he (or she) has already rated.

https://medium.com/media/fcd7f1ee4eb1aa50cc9c45ecd402244c/href

Finally, let’s see how our model works. I randomly selected a user, to see what books we should recommended to him (or her).

top_ten_ranked.loc[top_ten_ranked['User-ID'] == 278582]

The above are the top 10 results for this user, sorted by the normalized predicted ratings.

Let’s see what books he (or she) has rated, sorted by ratings.

book_rating.loc[book_rating['User-ID'] == 278582].sort_values(by=['Book-Rating'], ascending=False)

The types of the books this user liked are: historical mystery novel, thriller and suspense novel, science and fiction novel, fantasy novel and so on.

The top 10 results for this user are: murder fantasy novel, mystery thriller novel and so on.

The results were not disappointing.

The Jupyter notebook can be found on Github. Happy Friday!

References:

Python Machine Learning Cook Book — Second Edition

https://cloud.google.com/solutions/machine-learning/recommendation-system-tensorflow-overview

Building A Collaborative Filtering Recommender System with TensorFlow was originally published in Towards Data Science on Medium, where people are continuing the conversation by highlighting and responding to this story.

Written on . Posted in Susan Li.

Thanks very much for pointing out. I have updated.

Written on . Posted in Susan Li.

Pricing is a common problem faced by any e-commerce business, and one that can be addressed effectively by Bayesian statistical methods.

The Mercari Price Suggestion data set from Kaggle seems to be a good candidate for the Bayesian models I wanted to learn.

If you remember, the purpose of the data set is to build a model that automatically suggests the right price for any given product for Mercari website sellers. I am here to attempt to see whether we can solve this problem by Bayesian statistical methods, using PyStan.

And the following pricing analysis replicates the case study of home radon levels from Professor Fonnesbeck. In fact, the methodology and code were largely borrowed from his tutorial.

In this analysis, we will estimate parameters for individual product price that exist within categories. And the measured price is a function of the shipping condition (buyer pays shipping or seller pays shipping), and the overall price.

At the end, our estimate of the parameter of product price can be considered a prediction.

Simply put, the independent variables we are using are: category_name & shipping. And the dependent variable is: price.

from scipy import stats

import arviz as az

import numpy as np

import matplotlib.pyplot as plt

import pystan

import seaborn as sns

import pandas as pd

from theano import shared

from sklearn import preprocessing

plt.style.use('bmh')

df = pd.read_csv('train.tsv', sep = 't')

df = df.sample(frac=0.01, random_state=99)

df = df[pd.notnull(df['category_name'])]

df.category_name.nunique()

To make things more interesting, I will model all of these 689 product categories. If you want to produce better results quicker, you may want to model the top 10 or top 20 categories, to start.

shipping_0 = df.loc[df['shipping'] == 0, 'price']

shipping_1 = df.loc[df['shipping'] == 1, 'price']

fig, ax = plt.subplots(figsize=(10,5))

ax.hist(shipping_0, color='#8CB4E1', alpha=1.0, bins=50, range = [0, 100],

label=0)

ax.hist(shipping_1, color='#007D00', alpha=0.7, bins=50, range = [0, 100],

label=1)

plt.xlabel('price', fontsize=12)

plt.ylabel('frequency', fontsize=12)

plt.title('Price Distribution by Shipping Type', fontsize=15)

plt.tick_params(labelsize=12)

plt.legend()

plt.show();

“shipping = 0” means shipping fee paid by buyer, and “shipping = 1” means shipping fee paid by seller. In general, price is higher when buyer pays shipping.

For construction of a Stan model, it is convenient to have the relevant variables as local copies — this aids readability.

- category: index code for each category name
- price: price
- category_names: unique category names
- categories: number of categories
- log_price: log price
- shipping: who pays shipping
- category_lookup: index categories with a lookup dictionary

le = preprocessing.LabelEncoder()

df['category_code'] = le.fit_transform(df['category_name'])

category_names = df.category_name.unique()

categories = len(category_names)

category = df['category_code'].values

price = df.price

df['log_price'] = log_price = np.log(price + 0.1).values

shipping = df.shipping.values

category_lookup = dict(zip(category_names, range(len(category_names))))

We should always explore the distribution of price (log scale) in the data:

df.price.apply(lambda x: np.log(x+0.1)).hist(bins=25)

plt.title('Distribution of price (log scale)')

plt.xlabel('log (price)')

plt.ylabel('Frequency');

There are two conventional approaches to modeling price represent the two extremes of the bias-variance tradeoff:

Treat all categories the same, and estimate a single price level, with the equation:

To specify this model in Stan, we begin by constructing the data block, which includes vectors of log-price measurements (y) and who pays shipping covariates (x), as well as the number of samples (N).

The complete pooling model is:

https://medium.com/media/51a3101eb6118ee17ae87ea25bc4edb0/href

When passing the code, data, and parameters to the Stan function, we specify sampling 2 chains of length 1000:

https://medium.com/media/c57be4f2144e862403f9dc722036fd0e/href

*Inspecting the fit*

Once the fit has been run, the method extract and specifying permuted=True extracts samples into a dictionary of arrays so that we can conduct visualization and summarization.

We are interested in the mean values of these estimates for parameters from the sample.

- b0 = alpha = mean price across category
- m0 = beta = mean variation in price with change on who pays shipping

We can now visualize how well this pooled model fits the observed data.

pooled_sample = pooled_fit.extract(permuted=True)

b0, m0 = pooled_sample['beta'].T.mean(1)

plt.scatter(df.shipping, np.log(df.price+0.1))

xvals = np.linspace(-0.2, 1.2)

plt.xticks([0, 1])

plt.plot(xvals, m0*xvals+b0, 'r--')

plt.title("Fitted model")

plt.xlabel("Shipping")

plt.ylabel("log(price)");

** Observations**:

- The fitted line runs through the centre of the data, and it describes the trend.
- However, the observed points vary widely about the fitted model, and there are multiple outliers indicating that the original price varies quite widely.
- We might expect different gradients if we chose different subsets of the data.

When unpooling, we model price in each category independently, with the equation:

where j = 1, … , 689

The unpooled model is:

https://medium.com/media/17665e2ecce7247121bde96788c0f169/href

When running the unpooled model in Stan, We again map Python variables to those used in the Stan model, then pass the data, parameters and the model to Stan. We again specify 1000 iterations of 2 chains.

https://medium.com/media/0255b96493f2197f098e598785e6bb50/href

*Inspecting the fit*

To inspect the variation in predicted price at category level, we plot the mean of each estimate with its associated standard error. To structure this visually, we’ll reorder the categories such that we plot categories from the lowest to the highest.

unpooled_estimates = pd.Series(unpooled_fit['a'].mean(0), index=category_names)

order = unpooled_estimates.sort_values().index

plt.figure(figsize=(18, 6))

plt.scatter(range(len(unpooled_estimates)), unpooled_estimates[order])

for i, m, se in zip(range(len(unpooled_estimates)), unpooled_estimates[order], unpooled_se[order]):

plt.plot([i,i], [m-se, m+se], 'b-')

plt.xlim(-1,690);

plt.ylabel('Price estimate (log scale)');plt.xlabel('Ordered category');plt.title('Variation in category price estimates');

** Observations**:

- There are multiple categories with relatively low predicted price levels, and multiple categories with a relatively high predicted price levels. Their distance can be large.
- A single all-category estimate of all price level could not represent this variation well.

*Comparison of pooled and unpooled estimates*

We can make direct visual comparisons between pooled and unpooled estimates for all categories, and we are going to show several examples, and I purposely select some categories with many products, and other categories with very few products.

https://medium.com/media/2470950a8e5c243beeb1acebee519701/href

Let me try to explain what the above visualizations tell us:

- The pooled models (red dashed line) in every category are the same, meaning all categories are modeled the same, indicating pooling is useless.
- For categories with few observations, the fitted estimates track the observations very closely, suggesting that there has been overfitting. So that we can’t trust the estimates produced by models using few observations.

The simplest possible partial pooling model for the e-commerce price data set is one that simply estimates prices, with no other predictors (i.e. ignoring the effect of shipping). This is a compromise between pooled (mean of all categories) and unpooled (category-level means), and approximates a weighted average (by sample size) of unpooled category estimates, and the pooled estimates, with the equation:

** The simplest partial pooling model**:

https://medium.com/media/66824a405e17c27e56dcb4bb92ff8830/href

Now we have two standard deviations, one describing the residual error of the observations, and another describing the variability of the category means around the average.

https://medium.com/media/73b49d1cd60ce693f146761352779f89/href

We’re interested primarily in the category-level estimates of price, so we obtain the sample estimates for “a”:

https://medium.com/media/e17f1f478ee3f3b2d6785917db1e316b/href

** Observations**:

- There are significant differences between unpooled and partially-pooled estimates of category-level price, The partially pooled estimates looks way less extreme.

Simply put, the multilevel modeling shares strength among categories, allowing for more reasonable inference in categories with little data, with the equation:

** The varying intercept model**:

https://medium.com/media/7e6b2af5c74e7d7e9ee8c34e0135ff2e/href

** Fitting the model**:

https://medium.com/media/b1ba4fcf65194d4cc1eebad8a1dddd0a/href

There is no way to visualize all of these 689 categories together, so I will visualize 20 of them.

a_sample = pd.DataFrame(varying_intercept_fit['a'])

plt.figure(figsize=(20, 5))

g = sns.boxplot(data=a_sample.iloc[:,0:20], whis=np.inf, color="g")

# g.set_xticklabels(df.category_name.unique(), rotation=90) # label counties

g.set_title("Estimates of log(price), by category")

g;

*Observations:*

- There are quite some variations in prices by category, and we can see that for example, category Beauty/Fragrance/Women (index at 9) with a large number of samples (225) also has one of the tightest range of estimated values.
- While category Beauty/Hair Care/Shampoo Plus Conditioner (index at 16) with the smallest number of sample (one only) also has one of the widest range of estimates.

We can visualize the distribution of parameter estimates for 𝜎 and β.

az.plot_trace(varying_intercept_fit, var_names = ['sigma_a', 'b']);

varying_intercept_fit['b'].mean()

The estimate for the shipping coefficient is approximately -0.27, which can be interpreted as products which shipping fee paid by seller at about 0.76 of (exp(−0.27)=0.76) the price of those shipping paid by buyer, after accounting for category.

*Visualize the fitted model*

plt.figure(figsize=(12, 6))

xvals = np.arange(2)

bp = varying_intercept_fit['a'].mean(axis=0) # mean a (intercept) by category

mp = varying_intercept_fit['b'].mean() # mean b (slope/shipping effect)

for bi in bp:

plt.plot(xvals, mp*xvals + bi, 'bo-', alpha=0.4)

plt.xlim(-0.1,1.1)

plt.xticks([0, 1])

plt.title('Fitted relationships by category')

plt.xlabel("shipping")

plt.ylabel("log(price)");

** Observations**:

- It is clear from this plot that we have fitted the same shipping effect to each category, but with a different price level in each category.
- There is one category with very low fitted price estimates, and several categories with relative lower fitted price estimates.
- There are multiple categories with relative higher fitted price estimates.
- The bulk of categories form a majority set of similar fits.

We can see whether partial pooling of category-level price estimate has provided more reasonable estimates than pooled or unpooled models, for categories with small sample sizes.

We can also build a model that allows the categories to vary according to shipping arrangement (paid by buyer or paid by seller) influences the price. With the equation:

** The varying slope model**:

https://medium.com/media/410f626d1b3edc5f64a95b8d5d6c5875/href

*Fitting the model:*

https://medium.com/media/c46f1284c4d604f1a809af03d0920c50/href

Following the process earlier, we will visualize 20 categories.

b_sample = pd.DataFrame(varying_slope_fit['b'])

plt.figure(figsize=(20, 5))

g = sns.boxplot(data=b_sample.iloc[:,0:20], whis=np.inf, color="g")

# g.set_xticklabels(df.category_name.unique(), rotation=90) # label counties

g.set_title("Estimate of shipping effect, by category")

g;

*Observations:*

- From the first glance, we may not see any difference between these two boxplots. But if you look deeper, you will find that the variation in median estimates between categories in varying slope model becomes smaller than those in varying intercept model, though the range of uncertainty is still greatest in the categories with fewest products, and least in the categories with the most products.

*Visualize the fitted model:*

plt.figure(figsize=(10, 6))

xvals = np.arange(2)

b = varying_slope_fit['a'].mean()

m = varying_slope_fit['b'].mean(axis=0)

for mi in m:

plt.plot(xvals, mi*xvals + b, 'bo-', alpha=0.4)

plt.xlim(-0.2, 1.2)

plt.xticks([0, 1])

plt.title("Fitted relationships by category")

plt.xlabel("shipping")

plt.ylabel("log(price)");

** Observations**:

- It is clear from this plot that we have fitted the same price level to every category, but with a different shipping effect in each category.
- There are two categories with very small shipping effects, but the majority bulk of categories form a majority set of similar fits.

The most general way to allow both slope and intercept to vary by category. With the equation:

*The varying slope and intercept model:*

https://medium.com/media/99f0024765a13153517815289c68ed0f/href

*Fitting the model:*

https://medium.com/media/2b2e35474baef1997aa31d66cf469bb7/href

*Visualize the fitted model:*

plt.figure(figsize=(10, 6))

xvals = np.arange(2)

b = varying_intercept_slope_fit['a'].mean(axis=0)

m = varying_intercept_slope_fit['b'].mean(axis=0)

for bi,mi in zip(b,m):

plt.plot(xvals, mi*xvals + bi, 'bo-', alpha=0.4)

plt.xlim(-0.1, 1.1);

plt.xticks([0, 1])

plt.title("fitted relationships by category")

plt.xlabel("shipping")

plt.ylabel("log(price)");

While these relationships are all very similar, we can see that by allowing both shipping effect and price to vary, we seem to be capturing more of the natural variation, compare with varying intercept model.

In some instances, having predictors at multiple levels can reveal correlation between individual-level variables and group residuals. We can account for this by including the average of the individual predictors as a covariate in the model for the group intercept.

** Contextual effect model**:

https://medium.com/media/7c604f58453416f772d0c991ee56a12d/href

** Fitting the model**:

https://medium.com/media/6b84784f1d5a7f049d18afc5e84f18dd/href

we wanted to make a prediction for a new product in “Women/Athletic Apparel/Pants, Tights, Leggings” category, which shipping paid by seller, we just need to sample from the model with the appropriate intercept.

category_lookup['Women/Athletic Apparel/Pants, Tights, Leggings']

*The prediction model:*

https://medium.com/media/a65424df0289f71c90c9e6bf88374c61/href

*Making the prediction:*

https://medium.com/media/7e5baafd8775536b65d5be80b0650606/href

** The prediction**:

contextual_pred_fit.plot('y_wa');

Observations:

- The mean value sampled from this fit is ≈3, so we should expect the measured price in a new product in “Women/Athletic Apparel/Pants, Tights, Leggings” category, when shipping paid by seller, to be ≈exp(3) ≈ 20.09, though the range of predicted values is rather wide.

Jupyter notebook can be found on Github. Enjoy the rest of the weekend.

References:

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- [D] ML Inference optimization, runtimes, compilers
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- [D] Looking for suggestions for biomedical datasets similar to the Wisconsin Breast cancer database
- [D] What not-yet-existing tool do you wish you had, in your ML workflow?
- [R] Language Models as Knowledge Bases?

Toronto AI is a social and collaborative hub to unite AI innovators of Toronto and surrounding areas. We explore AI technologies in digital art and music, healthcare, marketing, fintech, vr, robotics and more. Toronto AI was founded by Dave MacDonald and Patrick O'Mara.