MLJ - Machine Learning in Julia
2019-07-23 , Room 349

We present MLJ, Machine Learning in Julia, a new toolbox for combining and systematically tuning machine learning models.


MLJ, an open-source machine learning toolbox written in Julia, has evolved from an early proof of concept, to a functioning well-featured prototype. Features include:
1. A flexible API for complex model composition, such as stacking.
2. Repository of externally implemented model metadata, for facilitating composite model design, and for matching models to problems through a MLR-like task interface.
3. Systematic tuning and benchmarking of models having possibly nested hyperparameters.
4. Unified interface for handling probabilistic predictors and multivariate targets.
5. Agnostic data containers
6. Careful handling of categorical data types.

In addition to demonstrating some of these features, we discuss relationships with other Julia projects in the data science domain.


Co-authors:

Franz Kiraly, Sebastian Vollmer, Yiannis Simillides

Anthony Blaom carries out mathematics research and data science consulting. He resides in Auckland, New Zealand.

Anthony was initially trained as a mechanical engineer, topping his class at the University of Melbourne in 1991. After completing a MSc in Aeronautics and a PhD in Mathematics at Caltech in 1998, he joined the University of Auckland as a Lecturer. For a while he switched to part-time teaching, focusing on his young children, whom he homeschooled while living on the small island of Waiheke.

Anthony is a co-creator and the lead contributor to MLJ, a Julia machine learning platform developed at the Alan Turing Institute, London.

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