Peter Harrington - Machine learning in action

After college I went to work for Intel in California and mainland China. Originally my plan was to go back to grad school after two years, but time flies when you are having fun, and two years turned into six. I realized I had to go back at that point, and I didnt want to do night school or online learning, I wanted to sit on campus and soak up everything a university has to offer. The best part of college is not the classes you take or research you do, but the peripheral things: meeting people, going to seminars, joining organizations, dropping in on classes, and learning what you dont know.

Sometime in 2008 I was helping set up for a career fair. I began to talk to someone from a large financial institution and they wanted me to interview for a position modeling credit risk (figuring out if someone is going to pay off their loans or not). They asked me how much stochastic calculus I knew. At the time, I wasnt sure I knew what the word stochastic meant. They were hiring for a geographic location my body couldnt tolerate, so I decided not to pursue it any further. But this stochastic stuff interested me, so I went to the course catalog and looked for any class being offered with the word stochastic in its title. The class I found was Discrete-time Stochastic Systems. I started attending the class without registering, doing the homework and taking tests. Eventually I was noticed by the professor and she was kind enough to let me continue, for which I am very grateful. This class was the first time I saw probability applied to an algorithm. I had seen algorithms take an averaged value as input before, but this was different: the variance and mean were internal values in these algorithms. The course was about time series data where every piece of data is a regularly spaced sample. I found another course with Machine Learning in the title. In this class the data was not assumed to be uniformly spaced in time, and they covered more algorithms but with less rigor. I later realized that similar methods were also being taught in the economics, electrical engineering, and computer science departments.

In early 2009, I graduated and moved to Silicon Valley to start work as a software consultant. Over the next two years, I worked with eight companies on a very wide range of technologies and saw two trends emerge which make up the major thesis for this book: first, in order to develop a compelling application you need to do more than just connect data sources; and second, employers want people who understand theory and can also program.

A large portion of a programmers job can be compared to the concept of connecting pipesexcept that instead of pipes, programmers connect the flow of dataand monstrous fortunes have been made doing exactly that. Let me give you an example. You could make an application that sells things onlinethe big picture for this would be allowing people a way to post things and to view what others have posted. To do this you could create a web form that allows users to enter data about what they are selling and then this data would be shipped off to a data store. In order for other users to see what a user is selling, you would have to ship the data out of the data store and display it appropriately. Im sure people will continue to make money this way; however to make the application really good you need to add a level of intelligence. This intelligence could do things like automatically remove inappropriate postings, detect fraudulent transactions, direct users to things they might like, and forecast site traffic. To accomplish these objectives, you would need to apply machine learning. The end user would not know that there is magic going on behind the scenes; to them your application just works, which is the hallmark of a well-built product.

An organization may choose to hire a group of theoretical people, or thinkers, and a set of practical people, doers. The thinkers may have spent a lot of time in academia, and their day-to-day job may be pulling ideas from papers and modeling them with very high-level tools or mathematics. The doers interface with the real world by writing the code and dealing with the imperfections of a non-ideal world, such as machines that break down or noisy data. Separating thinkers from doers is a bad idea and successful organizations realize this. (One of the tenets of lean manufacturing is for the thinkers to get their hands dirty with actual doing.) When there is a limited amount of money to be spent on hiring, who will get hired more readilythe thinker or the doer? Probably the doer, but in reality employers want both. Things need to get built, but when applications call for more demanding algorithms it is useful to have someone who can read papers, pull out the idea, implement it in real code, and iterate.

I didnt see a book that addressed the problem of bridging the gap between thinkers and doers in the context of machine learning algorithms. The goal of this book is to fill that void, and, along the way, to introduce uses of machine learning algorithms so that the reader can build better applications.