Support Vector Machines (SVM, SVR)
Support Vector Machines (SVM, SVR)
Analytics Journey
Business Analytics (BA)
1. Intro: Business and Revenue models. KPIs
2. Business models translated into analytics
3. Techniques: Descriptive, Diagnostic, Predictive, Prescriptive
Diagnostic Techniques
1. Inference: hypotheses testing
2. Unsupervised Learning: clustering, dimensionality reduction, anomalies
Predictive Techniques
1. Supervised learning: overview
2. Preparation: data pre-processing
3. Foundations: model choice and evaluation
4. Regression: linear and non-linear
5. Classification: logistic regression, Naive Bayes, k-NNs
6. Time series: ARIMA, SARIMA, Exponential Smoothing
7. Non-linear: a. Decision Trees, b. SVM (this presentation!), c. (G)ARCH
8. Ensemble: bagging, boosting, stacking
9. Neural Networks: FFNN, CNN, RNN, Transformers
Prescriptive Techniques
1. Optimization: Linear, Non-linear and Dynamic programming
2. Simulation: Monte Carlo, Discreet Events, System Dynamics
3. Probabilistic Sequence: Markov Chains, Markov Decision Processes
4. Reinforcement Learning: Q-Learning, Deep RL, Policy Gradient
Julia Lenc
THAT’S IT FOR TODAY!
Relevant: Validate that the forecast will drive action. E.g., demand
Scaling / normalization and Encoding are critical for SVM and SVR.
Julia Lenc