Deep Learning Prerequisites: Linear Regression in Python, Data science: Learn linear regression from scratch and build your own working program in Python for data analysis. Created by Lazy Programmer Inc. Preview this Course  - GET COUPON CODE 100% Off Udemy Coupon . Free Udemy Courses . Online Classes

Methods to correct class imbalance, i.e. imbalance between the frequency of outcome events and non-events, are receiving increasing interest for developing prediction models. We examined the effect of imbalance correction on the performance of standard and penalized (ridge) logistic regression models in terms of discrimination, calibration, and classification. We examined random undersampling, random oversampling and SMOTE using Monte Carlo simulations and a case study on ovarian cancer diagnosis. The results indicated that all imbalance correction methods led to poor calibration (strong overestimation of the probability to belong to the minority class), but not to better discrimination in terms of the area under the receiver operating characteristic curve. Imbalance correction improved classification in terms of sensitivity and specificity, but similar results were obtained by shifting the probability threshold instead. Our study shows that outcome imbalance is not a problem in itself, and that imbalance correction may even worsen model performance.

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Bayesian additive regression trees have seen increased interest in recent years due to their ability to combine machine learning techniques with principled uncertainty quantification. The Bayesian backfitting algorithm used to fit BART models, however, limits their application to a small class of models for which conditional conjugacy exists. In this article, we greatly expand the domain of applicability of BART to arbitrary \emph{generalized BART} models by introducing a very simple, tuning-parameter-free, reversible jump Markov chain Monte Carlo algorithm. Our algorithm requires only that the user be able to compute the likelihood and (optionally) its gradient and Fisher information. The potential applications are very broad; we consider examples in survival analysis, structured heteroskedastic regression, and gamma shape regression.

Evaluation metrics to analyze the performance of models Industry relevance of linear and logistic regression Mathematics behind KNN, SVM and Naive Bayes algorithms Implementation of KNN, SVM and Naive Bayes using sklearn Attribute selection methods- Gini Index and Entropy Mathematics behind Decision trees and random forest Boosting algorithms:- Adaboost, Gradient Boosting and XgBoost Different Algorithms for Clustering Different methods to deal with imbalanced data Correlation Filtering Content and Collaborative based filtering Singular Value Decomposition Different algorithms used for Time Series forecasting Hands on Real-World examples. To make sense out of this course, you should be well aware of linear algebra, calculus, statistics, probability and python programming language. To make sense out of this course, you should be well aware of linear algebra, calculus, statistics, probability and python programming language. This course is a perfect fit for you. This course will take you step by step into the world of Machine Learning.

Ever since the introduction of Differential Privacy (DP) by Dwork et al. (2006), differentially private variants of statistical estimation procedures have been a research topic of intense interest. The work on learning linear models alone is vast (see Cai et al. (2020); Wang (2018) for two recent reviews). Empirical Risk Minimization is also the impetus for the development of a broad array of new methods for DP-mechanism design, including output perturbation (Iyengar et al., 2019; Zhang et al., 2017; Jain and Thakurta, 2014), objective perturbation (Chaudhuri et al., 2011; Kifer et al., 2012), and gradient perturbation (Bassily et al., 2014; Abadi et al., 2016), to name a few. Nevertheless, despite the intense interest on this topic, all of the existing work on regression provides differential-privacy guarantees assuming bounded covariates. Intuitively, this can be explained by inspecting even the simple least squares estimator used in linear regression. It is easy to see that estimator's sensitivity, i.e., its variability under changes on a single sample, is determined by the design matrix (i.e., the matrix of samples). As sensitivity has a direct effect on differential privacy guarantees, bounding the design matrix's eigenvalues is the prevalent approach for bounding the sensitivity. For this reason, assuming bounded covariates is a ubiquitous assumption in DP literature on both linear regression and learning generalized linear models.

We study the theoretical properties of the fused lasso procedure originally proposed by \cite{tibshirani2005sparsity} in the context of a linear regression model in which the regression coefficient are totally ordered and assumed to be sparse and piecewise constant. Despite its popularity, to the best of our knowledge, estimation error bounds in high-dimensional settings have only been obtained for the simple case in which the design matrix is the identity matrix. We formulate a novel restricted isometry condition on the design matrix that is tailored to the fused lasso estimator and derive estimation bounds for both the constrained version of the fused lasso assuming dense coefficients and for its penalised version. We observe that the estimation error can be dominated by either the lasso or the fused lasso rate, depending on whether the number of non-zero coefficient is larger than the number of piece-wise constant segments. Finally, we devise a post-processing procedure to recover the piecewise-constant pattern of the coefficients. Extensive numerical experiments support our theoretical findings.

Insurers are increasingly adopting more demand-based strategies to incorporate the indirect effect of premium changes on their policyholders' willingness to stay. However, since in practice both insurers' renewal premia and customers' responses to these premia typically depend on the customer's level of risk, it remains challenging in these strategies to determine how to properly control for this confounding. We therefore consider a causal inference approach in this paper to account for customers' price sensitivity and to deduce optimal, multi-period profit maximizing premium renewal offers. More specifically, we extend the discrete treatment framework of Guelman and Guill\'en (2014) by Extreme Gradient Boosting, or XGBoost, and by multiple imputation to better account for the uncertainty in the counterfactual responses. We additionally introduce the continuous treatment framework with XGBoost to the insurance literature to allow identification of the exact optimal renewal offers and account for any competition in the market by including competitor offers. The application of the two treatment frameworks to a Dutch automobile insurance portfolio suggests that a policy's competitiveness in the market is crucial for a customer's price sensitivity and that XGBoost is more appropriate to describe this than the traditional logistic regression. Moreover, an efficient frontier of both frameworks indicates that substantially more profit can be gained on the portfolio than realized, also already with less churn and in particular if we allow for continuous rate changes. A multi-period renewal optimization confirms these findings and demonstrates that the competitiveness enables temporal feedback of previous rate changes on future demand.

The Latent Dirichlet Allocation (LDA) model is a popular method for creating mixed-membership clusters. Despite having been originally developed for text analysis, LDA has been used for a wide range of other applications. We propose a new formulation for the LDA model which incorporates covariates. In this model, a negative binomial regression is embedded within LDA, enabling straight-forward interpretation of the regression coefficients and the analysis of the quantity of cluster-specific elements in each sampling units (instead of the analysis being focused on modeling the proportion of each cluster, as in Structural Topic Models). We use slice sampling within a Gibbs sampling algorithm to estimate model parameters. We rely on simulations to show how our algorithm is able to successfully retrieve the true parameter values and the ability to make predictions for the abundance matrix using the information given by the covariates. The model is illustrated using real data sets from three different areas: text-mining of Coronavirus articles, analysis of grocery shopping baskets, and ecology of tree species on Barro Colorado Island (Panama). This model allows the identification of mixed-membership clusters in discrete data and provides inference on the relationship between covariates and the abundance of these clusters.