Machine learning and predictive analytics are transforming the way that businesses and other organizations operate. Being able to understand trends and patterns in complex data is critical to success, and is becoming one of the key strategies for unlocking growth in a challenging contemporary marketplace. Python can help you deliver key insights into your data. Its unique capabilities as a language let you build sophisticated algorithms and statistical models that can reveal new perspectives and answer key questions that are vital for success. This video gives you access to the world of predictive analytics and demonstrates why Python is one of the world's leading data science languages.

Prerequisites: No prerequisites, knowledge of some undergraduate level mathematics would help but is not mandatory. Working knowledge of Python would be helpful if you want to run the source code that is provided. Taught by a Stanford-educated, ex-Googler and an IIT, IIM - educated ex-Flipkart lead analyst. This team has decades of practical experience in quant trading, analytics and e-commerce. The course is shy but confident: It is authoritative, drawn from decades of practical experience -but shies away from needlessly complicating stuff.

Data analysis has recently emerged as a very important focus for a huge range of organizations and businesses. R makes detailed data analysis easier, making advanced data exploration and insight accessible to anyone interested in learning it. This video empowers you by showing you ways to use R to generate professional analysis reports. It provides examples for various important analysis and machine-learning tasks that you can try out with associated and readily available data. You will learn to carry out different tasks on the data to bring it into action.By the end of this course, you will be able to carry out different analyzing techniques, apply classification and regression, and also reduce data.

SANTA CLARA, Calif., and JERUSALEM, Aug. 8, 2017 -- Intel Corporation (NASDAQ: INTC) and Mobileye N.V. (NYSE: MBLY) today announced the completion of Intel's tender offer for outstanding ordinary shares of Mobileye, a global leader in the development of computer vision and machine learning, data analysis, localization and mapping for advanced driver assistance systems and autonomous driving. The acquisition is expected to accelerate innovation for the automotive industry and positions Intel as a leading technology provider in the fast-growing market for highly and fully autonomous vehicles. The combination of Intel and Mobileye will allow Mobileye's leading computer vision expertise (the "eyes") to complement Intel's high-performance computing and connectivity expertise (the "brains") to create automated driving solutions from cloud to car. Intel estimates the vehicle systems, data and services market opportunity to be up to $70 billion by 2030. "With Mobileye, Intel emerges as a leader in creating the technology foundation that the automotive industry needs for an autonomous future," said Intel CEO Brian Krzanich.

We investigate the effects of market making on market performance, focusing on allocative efficiency as well as gains from trade accrued by background traders. We employ empirical simulation-based methods to evaluate heuristic strategies for market makers as well as background investors in a variety of complex trading environments. Our market model incorporates private and common valuation elements, with dynamic fundamental value and asymmetric information. In this context, we compare the surplus achieved by background traders in strategic equilibrium, with and without a market maker. Our findings indicate that the presence of the market maker strongly tends to increase total welfare across various environments. Market-maker profit may or may not exceed the welfare gain, thus the effect on background-investor surplus is ambiguous. We find that market making tends to benefit investors in relatively thin markets, and situations where background traders are impatient, due to limited trading opportunities. The presence of additional market makers increases these benefits, as competition drives the market makers to provide liquidity at lower price spreads. A thorough sensitivity analysis indicates that these results are robust to reasonable changes in model parameters.

Abstract argumentation offers an appealing way of representing and evaluating arguments and counterarguments. This approach can be enhanced by considering probability assignments on arguments, allowing for a quantitative treatment of formal argumentation. In this paper, we regard the assignment as denoting the degree of belief that an agent has in an argument being acceptable. While there are various interpretations of this, an example is how it could be applied to a deductive argument. Here, the degree of belief that an agent has in an argument being acceptable is a combination of the degree to which it believes the premises, the claim, and the derivation of the claim from the premises. We consider constraints on these probability assignments, inspired by crisp notions from classical abstract argumentation frameworks and discuss the issue of probabilistic reasoning with abstract argumentation frameworks. Moreover, we consider the scenario when assessments on the probabilities of a subset of the arguments are given and the probabilities of the remaining arguments have to be derived, taking both the topology of the argumentation framework and principles of probabilistic reasoning into account. We generalise this scenario by also considering inconsistent assessments, i.e., assessments that contradict the topology of the argumentation framework. Building on approaches to inconsistency measurement, we present a general framework to measure the amount of conflict of these assessments and provide a method for inconsistency-tolerant reasoning.

We study the problem of finding a short path from a start to a goal within a two-dimensional continuous and isotropic terrain that has been discretized into an array of accessible and blocked cells. A classic approach obtains a grid path where each step is along the edge of an accessible cell or diagonally across one. Grid paths suffer from `digitization bias' -- even if two locations have line-of-sight, the minimum travelling cost between them can be greater than the distance along the line-of-sight. In a vertex path, steps are allowed from a cell corner to any other cell corner if they have line-of-sight. While the `digitization bias' is smaller, shortest vertex paths are impractical to find by brute force. Recent research has thus turned to methods for finding short (but not necessarily shortest) vertex paths. To establish the methods' potential utility, we calculate upper bounds on the difference in length between the shortest vertex paths versus the shortest r-constrained ones where an r-constrained path consists of line segments that each traverse at most r rows and at most r columns of cells. The difference in length reduces as r increases -- indeed the shortest vertex paths are at most 1 percent shorter than the shortest 4-constrained ones. This article will be useful to developers and users of short(est) vertex paths algorithms who want to trade path length for improved runtimes in a predictable manner.

Training deep networks is expensive and time-consuming with the training period increasing with data size and growth in model parameters. In this paper, we provide a framework for distributed training of deep networks over a cluster of CPUs in Apache Spark. The framework implements both Data Parallelism and Model Parallelism making it suitable to use for deep networks which require huge training data and model parameters which are too big to fit into the memory of a single machine. It can be scaled easily over a cluster of cheap commodity hardware to attain significant speedup and obtain better results making it quite economical as compared to farm of GPUs and supercomputers. We have proposed a new algorithm for training of deep networks for the case when the network is partitioned across the machines (Model Parallelism) along with detailed cost analysis and proof of convergence of the same. We have developed implementations for Fully-Connected Feedforward Networks, Convolutional Neural Networks, Recurrent Neural Networks and Long Short-Term Memory architectures. We present the results of extensive simulations demonstrating the speedup and accuracy obtained by our framework for different sizes of the data and model parameters with variation in the number of worker cores/partitions; thereby showing that our proposed framework can achieve significant speedup (upto 11X for CNN) and is also quite scalable.

Sepsis is a poorly understood and potentially life-threatening complication that can occur as a result of infection. Early detection and treatment improves patient outcomes, and as such it poses an important challenge in medicine. In this work, we develop a flexible classifier that leverages streaming lab results, vitals, and medications to predict sepsis before it occurs. We model patient clinical time series with multi-output Gaussian processes, maintaining uncertainty about the physiological state of a patient while also imputing missing values. The mean function takes into account the effects of medications administered on the trajectories of the physiological variables. Latent function values from the Gaussian process are then fed into a deep recurrent neural network to classify patient encounters as septic or not, and the overall model is trained end-to-end using back-propagation. We train and validate our model on a large dataset of 18 months of heterogeneous inpatient stays from the Duke University Health System, and develop a new "real-time" validation scheme for simulating the performance of our model as it will actually be used. Our proposed method substantially outperforms clinical baselines, and improves on a previous related model for detecting sepsis. Our model's predictions will be displayed in a real-time analytics dashboard to be used by a sepsis rapid response team to help detect and improve treatment of sepsis.

No real-world reward function is perfect. Sensory errors and software bugs may result in RL agents observing higher (or lower) rewards than they should. For example, a reinforcement learning agent may prefer states where a sensory error gives it the maximum reward, but where the true reward is actually small. We formalise this problem as a generalised Markov Decision Problem called Corrupt Reward MDP. Traditional RL methods fare poorly in CRMDPs, even under strong simplifying assumptions and when trying to compensate for the possibly corrupt rewards. Two ways around the problem are investigated. First, by giving the agent richer data, such as in inverse reinforcement learning and semi-supervised reinforcement learning, reward corruption stemming from systematic sensory errors may sometimes be completely managed. Second, by using randomisation to blunt the agent's optimisation, reward corruption can be partially managed under some assumptions.