In recent years, the inverse Ising problem, i.e. the reconstruction of couplings and external fields of an Ising model from samples of spin configurations, has attracted considerable interest in the physics community [1]. This is due to the fact that Ising models play an important role for data modeling with applications to neural spike data [2, 3], protein structure determination [4], and gene expression analysis [5]. Much effort has been devoted to the development of algorithms for the static inverse Ising problem. This is a nontrivial task, because statistically efficient, likelihood based methods become computationally infeasible by the intractability of the partition function of the model. Hence one has to resort to either approximate inference methods or to other statistical estimators such as pseudo-likelihood methods [6], or the interaction screening algorithm [7]. The situation is somewhat simpler for the dynamical inverse Ising problem, which recently attracted attention [8-13]. If one assumes a Markovian dynamics, the exact normalisation of the spin transition probabilities allows for an explicit computation of the likelihood if one has a complete set of observed data over time. Nevertheless, the model parameters enter the likelihood in a fairly complex way, and the application of more advanced statistical approaches such as Bayesian inference again becomes a nontrivial task. This is especially true for the continuous time kinetic Ising model where the spins are governed by Glauber dynamics [14].

Random Forest is one of the most versatile machine learning algorithms available today. With its built-in ensembling capacity, the task of building a decent generalized model (on any dataset) gets much easier. However, I've seen people using random forest as a black box model; i.e., they don't understand what's happening beneath the code. In fact, the easiest part of machine learning is coding. If you are new to machine learning, the random forest algorithm should be on your tips.

Many predicted structured objects (e.g., sequences, matchings, trees) are evaluated using the F-score, alignment error rate (AER), or other multivariate performance measures. Since inductively optimizing these measures using training data is typically computationally difficult, empirical risk minimization of surrogate losses is employed, using, e.g., the hinge loss for (structured) support vector machines. These approximations often introduce a mismatch between the learner's objective and the desired application performance, leading to inconsistency. We take a different approach: adversarially approximate training data while optimizing the exact F-score or AER. Structured predictions under this formulation result from solving zero-sum games between a predictor seeking the best performance and an adversary seeking the worst while required to (approximately) match certain structured properties of the training data. We explore this approach for word alignment (AER evaluation) and named entity recognition (F-score evaluation) with linear-chain constraints.

In ranking problems, the goal is to learn a ranking function from labeled pairs of input points. In this paper, we consider the related comparison problem, where the label indicates which element of the pair is better, or if there is no significant difference. We cast the learning problem as a margin maximization, and show that it can be solved by converting it to a standard SVM. We use simulated nonlinear patterns, a real learning to rank sushi data set, and a chess data set to show that our proposed SVMcompare algorithm outperforms SVMrank when there are equality pairs.

To avoid an over-fitting problem (the trained model fits too well with the training data and is not generalized enough), the regularization technique is used to shrink the magnitude of Ɵi. This is done by adding a penalty (a function of the sum of Ɵi) into the cost function. In L2 regularization (also known as Ridge regression), Ɵi2 will be added to the cost function. In L1 regularization (also known as Lasso regression), Ɵi will be added to the cost function. Both L1, L2 will shrink the magnitude of Ɵi.

The following problems are taken from the projects / assignments in the edX course Python for Data Science (UCSanDiagoX) and the coursera course Applied Machine Learning in Python (UMich). The IMDB Movie Dataset (MovieLens 20M) is used for the analysis. The dataset is downloaded from here . This dataset contains 20 million ratings and 465,000 tag applications applied to 27,000 movies by 138,000 users and was released in 4/2015. Understand the trend in average ratings for different movie genres over years (from 1995 to 2015) and Correlation between the trends for different genres (8 different genres are considered: Animation, Comedy, Romance, Thriller, Horror, Sci-Fi and Musical).

Every "SmackDown Live" title will be defended Sunday night at WWE Clash of Champions 2017, the final pay-per-view of the calendar year. The wrestling year, however, is far from over, with a little less than four months remaining until WrestleMania 34. Clash of Champions is also the last WWE PPV before the 2018 Royal Rumble, which marks the unofficial beginning of the road to WrestleMania. It all starts at 7 p.m. EST with the pre-show, followed by the actual PPV at 8 p.m. EST. The entire event can be seen with a live stream online by using WWE Network, which costs $9.99 per month.

A deep learning algorithm can detect metastases in sections of lymph nodes from women with breast cancer; and a deep learning system (DLS) has high sensitivity and specificity for identifying diabetic retinopathy, according to two studies published online Dec. 12 in the Journal of the American Medical Association. Babak Ehteshami Bejnordi, from the Radboud University Medical Center in Nijmegen, Netherlands, and colleagues compared the performance of automated deep learning algorithms for detecting metastases in hematoxylin and eosin-stained tissue sections of lymph nodes of women with breast cancer with pathologists' diagnoses in a diagnostic setting. The researchers found that the area under the receiver operating characteristic curve (AUC) ranged from 0.556 to 0.994 for the algorithms. The lesion-level, true-positive fraction achieved for the top-performing algorithm was comparable to that of the pathologist without a time constraint at a mean of 0.0125 false-positives per normal whole-slide image. Daniel Shu Wei Ting, M.D., Ph.D., from the Singapore National Eye Center, and colleagues assessed the performance of a DLS for detecting referable diabetic retinopathy and related eye diseases using 494,661 retinal images.

I had a working, short script that took 3 1/2 minutes to run. While this may be fine if you only need to run it once, I needed to run it hundreds of time for simulations. My first attempt to do so ended about four hours after I started the code, with 400 simulations left to go, and I knew I needed to get some help. This post documents the iterative process of improving the performance of the function, culminating in a runtime of .64 seconds for 10,000 iterations, a speed-up of more than 100,000x. At Etsy I work a lot on our A/B Testing system.

We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach builds off of techniques for distributionally robust optimization and Owen's empirical likelihood, and we provide a number of finite-sample and asymptotic results characterizing the theoretical performance of the estimator. In particular, we show that our procedure comes with certificates of optimality, achieving (in some scenarios) faster rates of convergence than empirical risk minimization by virtue of automatically balancing bias and variance. We give corroborating empirical evidence showing that in practice, the estimator indeed trades between variance and absolute performance on a training sample, improving out-of-sample (test) performance over standard empirical risk minimization for a number of classification problems.