Machine Learning in practice: Writing algorithms yourself or using Weka?

Question

I asked myself the question whether most people normally code the machine learning algorithms themselves or whether they are likely to use existing solutions like Weka or R packages.

Of course it depends on the problem - but let's say that I want to use a common solution like a neural network. Is there still a reason to code it myself? To understand the mechanism better and adapt it? Or is the thought of standardized solutions more important?

Answer 1

This is not a good question for Stackoverflow. It's an opinion question, not a programming problem.

Nevertheless, here is my take:

It depends on what you want to do.

• If you want to find which algorithm works best for your data problem at hand, try ELKI, Weka, R, Matlab, SciPy, whatever. Try out all the algorithms you can find, and spend even more time on preprocessing your data.

• If you know which algorithm you need and need to get it into production, many of these tools will not perform good enough or be easy enough to integrate. Instead, check if you can find low level libraries such as libSVM that provide the functionality you need. If these don't exist, roll your own optimized code.

• If you want to do research in this domain, you are best off with extending the existing tools. ELKI and Weka have APIs that you can plug into to provide extensions. R doesn't really have an API (CRAN it's a mess...) but people just dump their code somewhere and (hopefully) add a manual how to use it. Extending these frameworks can save you a lot of effort: you have comparison methods ready to use, and you can re-use a lot of their code. ELKI for example has a lot of index structures to accelerate algorithms. Most of the time, the index acceleration is much harder to write than the actual algorithm. So if you can reuse the existing indexes, this will make your algorithms much faster, too (and you will also benefit from future enhancements to these frameworks).

• If you want to learn about existing algorithms you better implement them yourself. You'll be surprised how much more there is to optimizing some algorithms than what is taught in class. E.g. APRIORI. The basic idea is quite simple. But getting all the pruning details right, I say 1 out of 20 students gets these details. If you implement APRIORI, then benchmark it against a known good implementation and try to understand why yours is much slower, then you'll actually discover the subtle details to the algorithms. And don't be surprised to see a factor of 100 performance difference between ELKI, R, Weka etc. - it's can still be the same algorithm, just implemented more or less efficiently when it comes to actual data structures used, memory layout etc.