Marketing mix models (MMMs) are statistical models for measuring the effectiveness of various marketing activities such as promotion, media advertisement, etc. In this research, we propose a comprehensive marketing mix model that captures the hierarchical structure and the carryover, shape and scale effects of certain marketing activities, as well as sign restrictions on certain coefficients that are consistent with common business sense. In contrast to commonly adopted approaches in practice, which estimate parameters in a multi-stage process, the proposed approach estimates all the unknown parameters/coefficients simultaneously using a constrained maximum likelihood approach and solved with the Hamiltonian Monte Carlo algorithm. We present results on real datasets to illustrate the use of the proposed solution algorithm.

The Variational Autoencoder (VAE) is a powerful deep generative model that is now extensively used to represent high-dimensional complex data via a low-dimensional latent space that is learned in an unsupervised manner. In the original VAE model, input data vectors are processed independently. In the recent years, a series of papers have presented different extensions of the VAE to sequential data, that not only model the latent space, but also model the temporal dependencies within a sequence of data vectors and/or corresponding latent vectors, relying on recurrent neural networks or state space models. In this paper we perform an extensive literature review of these models. Importantly, we introduce and discuss a general class of models called Dynamical Variational Autoencoders (DVAEs) that encompass a large subset of these temporal VAE extensions. Then we present in details seven different instances of DVAE that were recently proposed in the literature, with an effort to homogenize the notations and presentation lines, as well as to relate those models with existing classical temporal models (that are also presented for the sake of completeness). We reimplemented those seven DVAE models and we present the results of an experimental benchmark that we conducted on the speech analysis-resynthesis task (the PyTorch code will be made publicly available). An extensive discussion is presented at the end of the paper, aiming to comment on important issues concerning the DVAE class of models and to describe future research guidelines.

A common task for recommender systems is to build a pro le of the interests of a user from items in their browsing history and later to recommend items to the user from the same catalog. The users' behavior consists of two parts: the sequence of items that they viewed without intervention (the organic part) and the sequences of items recommended to them and their outcome (the bandit part). In this paper, we propose Bayesian Latent Organic Bandit model (BLOB), a probabilistic approach to combine the 'or-ganic' and 'bandit' signals in order to improve the estimation of recommendation quality. The bandit signal is valuable as it gives direct feedback of recommendation performance, but the signal quality is very uneven, as it is highly concentrated on the recommendations deemed optimal by the past version of the recom-mender system. In contrast, the organic signal is typically strong and covers most items, but is not always relevant to the recommendation task. In order to leverage the organic signal to e ciently learn the bandit signal in a Bayesian model we identify three fundamental types of distances, namely action-history, action-action and history-history distances. We implement a scalable approximation of the full model using variational auto-encoders and the local re-paramerization trick. We show using extensive simulation studies that our method out-performs or matches the value of both state-of-the-art organic-based recommendation algorithms, and of bandit-based methods (both value and policy-based) both in organic and bandit-rich environments.

A KL-divergence objective of the joint distribution of data and labels allows to unify supervised learning, variational autoencoders (VAEs) and semi-supervised learning under one umbrella of variational inference. This viewpoint has several advantages. For VAEs, it clarifies the interpretation of encoder and decoder parts. For supervised learning, it re-iterates that the training procedure approximates the true posterior over labels and can always be viewed as approximate likelihood-free inference. This is typically not discussed, even though the derivation is well-known in the literature. In the context of semi-supervised learning it motivates an extended supervised scheme which allows to calculate a goodness-of-fit p-value using posterior predictive simulations. Flow-based networks with a standard normal base distribution are crucial. We discuss how they allow to rigorously define coverage for arbitrary joint posteriors on $\mathbb{R}^n \times \mathcal{S}^m$, which encompasses posteriors over directions. Finally, systematic uncertainties are naturally included in the variational viewpoint. With the three ingredients of (1) systematics, (2) coverage and (3) goodness-of-fit, flow-based neural networks have the potential to replace a large part of the statistical toolbox of the contemporary high-energy physicist.

Online Courses Udemy Introduction to Machine Learning & Deep Learning in Python, Regression, Naive Bayes Classifier, Support Vector Machines, Random Forest Classifier and Deep Neural Networks Created by Holczer Balazs Students also bought Cluster Analysis and Unsupervised Machine Learning in Python Feature Engineering for Machine Learning Data Science 2020: Complete Data Science & Machine Learning Machine Learning A-Z: Become Kaggle Master Python for Time Series Data Analysis Ensemble Machine Learning in Python: Random Forest, AdaBoost Preview this course GET COUPON CODE Description This course is about the fundamental concepts of machine learning, focusing on regression, SVM, decision trees and neural networks. These topics are getting very hot nowadays because these learning algorithms can be used in several fields from software engineering to investment banking. Learning algorithms can recognize patterns which can help detect cancer for example or we may construct algorithms that can have a very good guess about stock prices movement in the market. In each section we will talk about the theoretical background for all of these algorithms then we are going to implement these problems together. We will use Python with SkLearn, Keras and TensorFlow.

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known score-and-search approach. However, selecting a single model (i.e., the best scoring BN) can be misleading or may not achieve the best possible accuracy. An alternative to committing to a single model is to perform some form of Bayesian or frequentist model averaging, where the space of possible BNs is sampled or enumerated in some fashion. Unfortunately, existing approaches for model averaging either severely restrict the structure of the Bayesian network or have only been shown to scale to networks with fewer than 30 random variables. In this paper, we propose a novel approach to model averaging inspired by performance guarantees in approximation algorithms. Our approach has two primary advantages. First, our approach only considers credible models in that they are optimal or near-optimal in score. Second, our approach is more efficient and scales to significantly larger Bayesian networks than existing approaches.

Discovering high-level causal relations from low-level data is an important and challenging problem that comes up frequently in the natural and social sciences. In a series of papers, Chalupka et al. (2015, 2016a, 2016b, 2017) develop a procedure for causal feature learning (CFL) in an effort to automate this task. We argue that CFL does not recommend coarsening in cases where pragmatic considerations rule in favor of it, and recommends coarsening in cases where pragmatic considerations rule against it. We propose a new technique, pragmatic causal feature learning (PCFL), which extends the original CFL algorithm in useful and intuitive ways. We show that PCFL has the same attractive measure-theoretic properties as the original CFL algorithm. We compare the performance of both methods through theoretical analysis and experiments.

Predicting a customer's propensity-to-pay at an early point in the revenue cycle can provide organisations many opportunities to improve the customer experience, reduce hardship and reduce the risk of impaired cash flow and occurrence of bad debt. With the advancements in data science; machine learning techniques can be used to build models to accurately predict a customer's propensity-to-pay. Creating effective machine learning models without access to large and detailed datasets presents some significant challenges. This paper presents a case-study, conducted on a dataset from an energy organisation, to explore the uncertainty around the creation of machine learning models that are able to predict residential customers entering financial hardship which then reduces their ability to pay energy bills. Incorrect predictions can result in inefficient resource allocation and vulnerable customers not being proactively identified. This study investigates machine learning models' ability to consider different contexts and estimate the uncertainty in the prediction. Seven models from four families of machine learning algorithms are investigated for their novel utilisation. A novel concept of utilising a Baysian Neural Network to the binary classification problem of propensity-to-pay energy bills is proposed and explored for deployment.

We propose a novel integrated framework that jointly models complementary information from resting-state functional MRI (rs-fMRI) connectivity and diffusion tensor imaging (DTI) tractography to extract biomarkers of brain connectivity predictive of behavior. Our framework couples a generative model of the connectomics data with a deep network that predicts behavioral scores. The generative component is a structurally-regularized Dynamic Dictionary Learning (sr-DDL) model that decomposes the dynamic rs-fMRI correlation matrices into a collection of shared basis networks and time varying subject-specific loadings. We use the DTI tractography to regularize this matrix factorization and learn anatomically informed functional connectivity profiles. The deep component of our framework is an LSTM-ANN block, which uses the temporal evolution of the subject-specific sr-DDL loadings to predict multidimensional clinical characterizations. Our joint optimization strategy collectively estimates the basis networks, the subject-specific time-varying loadings, and the neural network weights. We validate our framework on a dataset of neurotypical individuals from the Human Connectome Project (HCP) database to map to cognition and on a separate multi-score prediction task on individuals diagnosed with Autism Spectrum Disorder (ASD) in a five-fold cross validation setting. Our hybrid model outperforms several state-of-the-art approaches at clinical outcome prediction and learns interpretable multimodal neural signatures of brain organization.

We propose a novel amortized variational inference scheme for an empirical Bayes meta-learning model, where model parameters are treated as latent variables. We learn the prior distribution over model parameters conditioned on limited training data using a variational autoencoder approach. Our framework proposes sharing the same amortized inference network between the conditional prior and variational posterior distributions over the model parameters. While the posterior leverages both the labeled support and query data, the conditional prior is based only on the labeled support data. We show that in earlier work, relying on Monte-Carlo approximation, the conditional prior collapses to a Dirac delta function. In contrast, our variational approach prevents this collapse and preserves uncertainty over the model parameters. We evaluate our approach on the miniImageNet, CIFAR-FS and FC100 datasets, and present results demonstrating its advantages over previous work.