The MicrosoftML package provides fast and scalable machine learning algorithms for classification, regression and anomaly detection.
The rxFastLinear algorithm is a fast linear model trainer based on the Stochastic Dual Coordinate Ascent method. It combines the capabilities of logistic regressions and SVM algorithms. The dual problem is the dual ascent by maximizing the regression in the scalar convex functions adjusted by the regularization of vectors. It supports three types of loss functions - log loss, hinge loss, smoothed hinge loss. This is used for applications in Payment default prediction and Email Spam filtering.The rxOneClassSVM is used for anomaly detection such as in credit card fraud detection. It is a simple one class support vector machine which helps detect outliers that do not belong to some target class because the training set contains only examples from the target class.
The rxFastTrees is a fast tree algorithm which is used for binary classification or regression. It can be used for bankruptcy prediction. It is an implementation of FastRank which is a form of MART gradient boosting algorithm. It builds each regression tree in a step wise fashion using a predefined loss function. The loss function helps to find the error in the current step and fix it in the next.
The rxFastForest is a fast forest algorithm also used for binary classification or regression. It can be used for churn prediction. It builds several decision trees built using the regression tree learner in rxFastTrees. An aggregation over the resulting trees then finds a Gaussian distribution closest to the combined distribution for all trees in the model.
The rxNeuralNet is a neural network implementation that helps with multi class classification and regression. It is helpful for applications say signature prediction, OCR, click prediction. A neural network is a weighted directed graph arranged in layers where the nodes in one layer are connected by a weighted edge to the nodes in another layer. This algorithm tries to adjust the weights on the graph edges based on the training data.
The rxLogisticRegression is a binary and multiclass classification that classifies sentiments from feedback. This is a regular regression model where the variable that determines the category is dependent on one or more independent variables that have a logistic distribution.
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