Bayesian Learning
[D] Cross-entropy vs. mean-squared error loss โข r/MachineLearning
In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model, given observations. MLE attempts to find the parameter values that maximize the likelihood function, given the observations. The resulting estimate is called a maximum likelihood estimate, which is also abbreviated as MLE. The method of maximum likelihood is used with a wide range of statistical analyses. As an example, suppose that we are interested in the heights of adult female penguins, but are unable to measure the height of every penguin in a population (due to cost or time constraints).
A "quick" introduction to PyMC3 and Bayesian models
We've all been there, maybe 15 minutes before a meeting, at 4 AM after a party, or simply when we feel too lazy to walk. And even though apps like Uber have made it relatively painless, there are still times when it is necessary or practical to just wait for a taxi. So we wait, impatiently, probably while wondering how much we will have to wait. As the name implies, a generative model is a probability model which is able to generate data that looks a lot like the data we might gather from the phenomenon we're trying to model. In our case, we need a model that generates data that looks like waiting times.
Machine Learning and Its Algorithms to Know โ MLAlgos
Linear Regression โ Simple Linear Regression- there is only independent variable. Multiple Linear Regression- refers to defining a relationship between independent and dependent variables Logistic Regression โ A super simple form of regression analysis in which the outcome variable is binary or dichotomous. Helps to estimate adjusted prevalence rates, adjusted for potential confounders (sociodemographic or clinical characteristics) Linear Discriminant Analysis โ A generalization of Fisher's linear discriminant, a method used in statistics, pattern recognition and machine learning to find a linear combination of features that characterizes or separates two or more classes of objects or events. Classification and Regression Trees- Decision trees are are an important type of algorithm for predictive modeling machine learning. A greedy algorithm based on divide and conquer rule.
A Simple and Effective Model-Based Variable Importance Measure
Greenwell, Brandon M., Boehmke, Bradley C., McCarthy, Andrew J.
In the era of "big data", it is becoming more of a challenge to not only build state-of-the-art predictive models, but also gain an understanding of what's really going on in the data. For example, it is often of interest to know which, if any, of the predictors in a fitted model are relatively influential on the predicted outcome. Some modern algorithms---like random forests and gradient boosted decision trees---have a natural way of quantifying the importance or relative influence of each feature. Other algorithms---like naive Bayes classifiers and support vector machines---are not capable of doing so and model-free approaches are generally used to measure each predictor's importance. In this paper, we propose a standardized, model-based approach to measuring predictor importance across the growing spectrum of supervised learning algorithms. Our proposed method is illustrated through both simulated and real data examples. The R code to reproduce all of the figures in this paper is available in the supplementary materials.
Predictive Uncertainty in Large Scale Classification using Dropout - Stochastic Gradient Hamiltonian Monte Carlo
Vergara, Diego, Hernรกndez, Sergio, Valdenegro, Matรญas, Jorquera, Felipe
Abstract--Predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an inference method for sampling complex posterior distributions. On the other hand, Dropout regularization has been proposed as an approximate model averaging technique that tends to improve generalization in large scale models such as deep neural networks. Although, HMC provides convergence guarantees for most standard Bayesian models, it does not handle discrete parameters arising from Dropout regularization. In this paper, we present a robust methodology for predictive uncertainty in large scale classification problems, based on Dropout and Stochastic Gradient Hamiltonian Monte Carlo. Even though Dropout induces a non-smooth energy function with no such convergence guarantees, the resulting discretization of the Hamiltonian proves empirical success. The proposed method allows to effectively estimate predictive accuracy and to provide better generalization for difficult test examples.
Agreement Rate Initialized Maximum Likelihood Estimator for Ensemble Classifier Aggregation and Its Application in Brain-Computer Interface
Wu, Dongrui, Lawhern, Vernon J., Gordon, Stephen, Lance, Brent J., Lin, Chin-Teng
Ensemble learning is a powerful approach to construct a strong learner from multiple base learners. The most popular way to aggregate an ensemble of classifiers is majority voting, which assigns a sample to the class that most base classifiers vote for. However, improved performance can be obtained by assigning weights to the base classifiers according to their accuracy. This paper proposes an agreement rate initialized maximum likelihood estimator (ARIMLE) to optimally fuse the base classifiers. ARIMLE first uses a simplified agreement rate method to estimate the classification accuracy of each base classifier from the unlabeled samples, then employs the accuracies to initialize a maximum likelihood estimator (MLE), and finally uses the expectation-maximization algorithm to refine the MLE. Extensive experiments on visually evoked potential classification in a brain-computer interface application show that ARIMLE outperforms majority voting, and also achieves better or comparable performance with several other state-of-the-art classifier combination approaches.
Examining a hate speech corpus for hate speech detection and popularity prediction
Klubiฤka, Filip, Fernรกndez, Raquel
As research on hate speech becomes more and more relevant every day, most of it is still focused on hate speech detection. By attempting to replicate a hate speech detection experiment performed on an existing Twitter corpus annotated for hate speech, we highlight some issues that arise from doing research in the field of hate speech, which is essentially still in its infancy. We take a critical look at the training corpus in order to understand its biases, while also using it to venture beyond hate speech detection and investigate whether it can be used to shed light on other facets of research, such as popularity of hate tweets.
Top 10 Machine Learning Algorithms for Beginners
The study of ML algorithms has gained immense traction post the Harvard Business Review article terming a'Data Scientist' as the'Sexiest job of the 21st century'. So, for those starting out in the field of ML, we decided to do a reboot of our immensely popular Gold blog The 10 Algorithms Machine Learning Engineers need to know -- albeit this post is targeted towards beginners. ML algorithms are those that can learn from data and improve from experience, without human intervention. Learning tasks may include learning the function that maps the input to the output, learning the hidden structure in unlabeled data; or'instance-based learning', where a class label is produced for a new instance by comparing the new instance (row) to instances from the training data, which were stored in memory. 'Instance-based learning' does not create an abstraction from specific instances. Supervised learning can be explained as follows: use labeled training data to learn the mapping function from the input variables (X) to the output variable (Y).
Online Data Science Course : Data Science Certification Course
Data Science has become the new desirable IT job. While there are only few in the market conversant with the terms like python, machine learning, deep learning and transflow, it is also a fact that these skills are high in demand. Acadgild will transform you into a Data Scientist by delivering hands-on experience in Statistics, Machine Learning, Deep Learning and Artificial Intelligence (AI) using Python, TensorFlow, Apache Spark, R and Tableau. The course provides in-depth understanding of Machine Learning and Deep Learning algorithms such as Linear Regression, Logistic Regression, Naive Bayes Classifiers, Decision Tree and Random Forest, Support Vector Machine, Artificial Neural Networks and more. This 24 weeks long Data Science course has several advantages like 400 total coding hours and experienced industry mentors.
Loss-Calibrated Approximate Inference in Bayesian Neural Networks
Cobb, Adam D., Roberts, Stephen J., Gal, Yarin
Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application, and therefore cannot guarantee optimal predictions for a given task. To make more suitable task-specific approximations, we introduce a new loss-calibrated evidence lower bound for Bayesian neural networks in the context of supervised learning, informed by Bayesian decision theory. By introducing a lower bound that depends on a utility function, we ensure that our approximation achieves higher utility than traditional methods for applications that have asymmetric utility functions. Furthermore, in using dropout inference, we highlight that our new objective is identical to that of standard dropout neural networks, with an additional utility-dependent penalty term. We demonstrate our new loss-calibrated model with an illustrative medical example and a restricted model capacity experiment, and highlight failure modes of the comparable weighted cross entropy approach. Lastly, we demonstrate the scalability of our method to real world applications with per-pixel semantic segmentation on an autonomous driving data set.