In the world of machine learning, the linear model is a fundamental technique that is widely used to predict numerical values based on input data. The SGDRegressor estimator from scikit-learn is a powerful tool that allows machine learning practitioners to perform linear regression quickly and efficiently. However, the name SGDRegressor can be a bit confusing for beginners. In this article, we will explore the different components of SGDRegressor and explain how it works. We will also examine why the name may be misleading for beginners who are just starting to learn about machine learning.

Modeling parameters are essential to the fidelity of nonlinear models of concrete structures subjected to earthquake ground motions, especially when simulating seismic events strong enough to cause collapse. This paper addresses two of the most significant barriers to improving nonlinear modeling provisions in seismic evaluation standards using experimental data sets: identifying the most likely mode of failure of structural components, and implementing data fitting techniques capable of recognizing interdependencies between input parameters and nonlinear relationships between input parameters and model outputs. Machine learning tools in the Scikit-learn and Pytorch libraries were used to calibrate equations and black-box numerical models for nonlinear modeling parameters (MP) a and b of reinforced concrete columns defined in the ASCE 41 and ACI 369.1 standards, and to estimate their most likely mode of failure. It was found that machine learning regression models and machine learning black-boxes were more accurate than current provisions in the ACI 369.1/ASCE 41 Standards. Among the regression models, Regularized Linear Regression was the most accurate for estimating MP a, and Polynomial Regression was the most accurate for estimating MP b. The two black-box models evaluated, namely the Gaussian Process Regression and the Neural Network (NN), provided the most accurate estimates of MPs a and b. The NN model was the most accurate machine learning tool of all evaluated. A multi-class classification tool from the Scikit-learn machine learning library correctly identified column mode of failure with 79% accuracy for rectangular columns and with 81% accuracy for circular columns, a substantial improvement over the classification rules in ASCE 41-13.

Bayesian Causal Forests (BCF) is a causal inference machine learning model based on a highly flexible non-parametric regression and classification tool called Bayesian Additive Regression Trees (BART). Motivated by data from the Trends in International Mathematics and Science Study (TIMSS), which includes data on student achievement in both mathematics and science, we present a multivariate extension of the BCF algorithm. With the help of simulation studies we show that our approach can accurately estimate causal effects for multiple outcomes subject to the same treatment. We also apply our model to Irish data from TIMSS 2019. Our findings reveal the positive effects of having access to a study desk at home (Mathematics ATE 95% CI: [0.20, 11.67]) while also highlighting the negative consequences of students often feeling hungry at school (Mathematics ATE 95% CI: [-11.15, -2.78] , Science ATE 95% CI: [-10.82,-1.72]) or often being absent (Mathematics ATE 95% CI: [-12.47, -1.55]).

This paper introduces a novel algorithm, the Perturbed Proximal Preconditioned SPIDER algorithm (3P-SPIDER), designed to solve finite sum non-convex composite optimization. It is a stochastic Variable Metric Forward-Backward algorithm, which allows approximate preconditioned forward operator and uses a variable metric proximity operator as the backward operator; it also proposes a mini-batch strategy with variance reduction to address the finite sum setting. We show that 3P-SPIDER extends some Stochastic preconditioned Gradient Descent-based algorithms and some Incremental Expectation Maximization algorithms to composite optimization and to the case the forward operator can not be computed in closed form. We also provide an explicit control of convergence in expectation of 3P-SPIDER, and study its complexity in order to satisfy the epsilon-approximate stationary condition. Our results are the first to combine the composite non-convex optimization setting, a variance reduction technique to tackle the finite sum setting by using a minibatch strategy and, to allow deterministic or random approximations of the preconditioned forward operator. Finally, through an application to inference in a logistic regression model with random effects, we numerically compare 3P-SPIDER to other stochastic forward-backward algorithms and discuss the role of some design parameters of 3P-SPIDER.

In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing kernel-based methods suffer from slow convergence rates and large variations. To address these challenges, we propose a new functional calibration approach to efficiently learn longitudinal covariate processes based on sparse functional data with measurement error. Our approach, stemming from functional principal component analysis, calibrates the unobserved synchronized covariate values from the observed asynchronous and error-prone covariate values, and is broadly applicable to asynchronous longitudinal regression with time-invariant or time-varying coefficients. For regression with time-invariant coefficients, our estimator is asymptotically unbiased, root-n consistent, and asymptotically normal; for time-varying coefficient models, our estimator has the optimal varying coefficient model convergence rate with inflated asymptotic variance from the calibration. In both cases, our estimators present asymptotic properties superior to the existing methods. The feasibility and usability of the proposed methods are verified by simulations and an application to the Study of Women's Health Across the Nation, a large-scale multi-site longitudinal study on women's health during mid-life.

Decision trees are widely used for their low computational cost, good predictive performance, and ability to assess the importance of features. Though often used in practice for feature selection, the theoretical guarantees of these methods are not well understood. We here obtain a tight finite sample bound for the feature selection problem in linear regression using single-depth decision trees. We examine the statistical properties of these "decision stumps" for the recovery of the $s$ active features from $p$ total features, where $s \ll p$. Our analysis provides tight sample performance guarantees on high-dimensional sparse systems which align with the finite sample bound of $O(s \log p)$ as obtained by Lasso, improving upon previous bounds for both the median and optimal splitting criteria. Our results extend to the non-linear regime as well as arbitrary sub-Gaussian distributions, demonstrating that tree based methods attain strong feature selection properties under a wide variety of settings and further shedding light on the success of these methods in practice. As a byproduct of our analysis, we show that we can provably guarantee recovery even when the number of active features $s$ is unknown. We further validate our theoretical results and proof methodology using computational experiments.

We introduce a new differentially private regression setting we call Private Regression in Multiple Outcomes (PRIMO), inspired the common situation where a data analyst wants to perform a set of $l$ regressions while preserving privacy, where the covariates $X$ are shared across all $l$ regressions, and each regression $i \in [l]$ has a different vector of outcomes $y_i$. While naively applying private linear regression techniques $l$ times leads to a $\sqrt{l}$ multiplicative increase in error over the standard linear regression setting, in Subsection $4.1$ we modify techniques based on sufficient statistics perturbation (SSP) to yield greatly improved dependence on $l$. In Subsection $4.2$ we prove an equivalence to the problem of privately releasing the answers to a special class of low-sensitivity queries we call inner product queries. Via this equivalence, we adapt the geometric projection-based methods from prior work on private query release to the PRIMO setting. Under the assumption the labels $Y$ are public, the projection gives improved results over the Gaussian mechanism when $n < l\sqrt{d}$, with no asymptotic dependence on $l$ in the error. In Subsection $4.3$ we study the complexity of our projection algorithm, and analyze a faster sub-sampling based variant in Subsection $4.4$. Finally in Section $5$ we apply our algorithms to the task of private genomic risk prediction for multiple phenotypes using data from the 1000 Genomes project. We find that for moderately large values of $l$ our techniques drastically improve the accuracy relative to both the naive baseline that uses existing private regression methods and our modified SSP algorithm that doesn't use the projection.

In the last decade, the use of Machine and Deep Learning (MDL) methods in Condensed Matter physics has seen a steep increase in the number of problems tackled and methods employed. A number of distinct MDL approaches have been employed in many different topics; from prediction of materials properties to computation of Density Functional Theory potentials and inter-atomic force fields. In many cases the result is a surrogate model which returns promising predictions but is opaque on the inner mechanisms of its success. On the other hand, the typical practitioner looks for answers that are explainable and provide a clear insight on the mechanisms governing a physical phenomena. In this work, we describe a proposal to use a sophisticated combination of traditional Machine Learning methods to obtain an explainable model that outputs an explicit functional formulation for the material property of interest. We demonstrate the effectiveness of our methodology in deriving a new highly accurate expression for the enthalpy of formation of solid solutions of lanthanides orthophosphates.

In this Machine Learning tutorial we will learn about How to Handle Fake News with Machine Learning. In today's fast-paced digital world, spreading fake news has become a significant concern. With the increasing ease of access to social media platforms and other online sources of information, it has become more challenging to distinguish between real and fake news. In this project-based article, we will learn how to build a machine-learning model to detect fake news accurately. This article was published as a part of the Data Science Blogathon.

An increasing number of software companies have already realized the importance of storing project-related data as valuable sources of information for training prediction models. Such kind of modeling opens the door for the implementation of tailored strategies to increase the accuracy in effort estimation of whole teams of engineers. In this article we review the most recent machine learning approaches used to estimate software development efforts for both, non-agile and agile methodologies. We analyze the benefits of adopting an agile methodology in terms of effort estimation possibilities, such as the modeling of programming patterns and misestimation patterns by individual engineers. We conclude with an analysis of current and future trends, regarding software effort estimation through data-driven predictive models.