In addition to the impressive predictive power of machine learning (ML) models, more recently, explanation methods have emerged that enable an interpretation of complex non-linear learning models such as deep neural networks. Gaining a better understanding is especially important e.g. for safety-critical ML applications or medical diagnostics etc. While such Explainable AI (XAI) techniques have reached significant popularity for classifiers, so far little attention has been devoted to XAI for regression models (XAIR). In this review, we clarify the fundamental conceptual differences of XAI for regression and classification tasks, establish novel theoretical insights and analysis for XAIR, provide demonstrations of XAIR on genuine practical regression problems, and finally discuss the challenges remaining for the field.

Today we will predict(estimate) the weight of the fish based on species name of fish, vertical length, diagonal length, cross length, height, and diagonal width using linear models. I will introduce the top town approach to solving the problem, which I explained in the previous article. First In part 1.1 I will build a model and then in part 1.2 I will try to explain how each algorithm and methods work. This is a regression analysis problem for beginners. Understanding the main principles and methods of building this kind of problem will help to build your own ML regression model such as (house price prediction, etc.)

Originally published on Towards AI the World's Leading AI and Technology News and Media Company. If you are building an AI-related product or service, we invite you to consider becoming an AI sponsor. At Towards AI, we help scale AI and technology startups. Let us help you unleash your technology to the masses. Life is full of decisions and eventually, we do measure which option to take on some logical-based analysis.

The objective of any machine learning model is to understand and learn patterns from the data which can further be used to make predictions or answer questions or simply just understand the underlying pattern in the data that is otherwise not evident candidly. Most of the time, the learning part is iterative. A model learns some patterns from the data, we test it against some new data that the model did not encounter during training, we see how good or how bad a job it did, we tweak and adjust some parameters, then we put it to test again. This process is repeated until we are presented with a model that is good enough (Although, some real world models can just be satisfactory and make a world of difference). The part where we evaluate and test our model is where the loss functions come into play.

Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate treatment effects by conditioning on the confounders. Recent literature has presented new methods that use machine learning to predict the counterfactuals in observational studies which then allow for estimating treatment effects. These studies however, have been applied to real world data where the true treatment effects have not been known. This study aimed to study the effectiveness of this counterfactual prediction method by simulating two main scenarios: with and without confounding. Each type also included linear and non-linear relationships between input and output data. The key item in the simulations was that we generated known true causal effects. Linear regression, lasso regression and random forest models were used to predict the counterfactuals and treatment effects. These were compared these with the true treatment effect as well as a naive treatment effect. The results show that the most important factor in whether this machine learning method performs well, is the degree of non-linearity in the data. Surprisingly, for both non-confounding \textit{and} confounding, the machine learning models all performed well on the linear dataset. However, when non-linearity was introduced, the models performed very poorly. Therefore under the conditions of this simulation study, the machine learning method performs well under conditions of linearity, even if confounding is present, but at this stage should not be trusted when non-linearity is introduced.

The mental disorder of online users is determined using social media posts. The major challenge in this domain is to avail the ethical clearance for using the user generated text on social media platforms. Academic re searchers identified the problem of insufficient and unlabeled data for mental health classification. To handle this issue, we have studied the effect of data augmentation techniques on domain specific user generated text for mental health classification. Among the existing well established data augmentation techniques, we have identified Easy Data Augmentation (EDA), conditional BERT, and Back Translation (BT) as the potential techniques for generating additional text to improve the performance of classifiers. Further, three different classifiers Random Forest (RF), Support Vector Machine (SVM) and Logistic Regression (LR) are employed for analyzing the impact of data augmentation on two publicly available social media datasets. The experiments mental results show significant improvements in classifiers performance when trained on the augmented data.

The idea of this post is to show the many statistical tests that are around a Linear Regression. I know that it may sound repetitive ("Yet another post about Linear Regression"), but the information I am about to write about is not widely spread as we may think. Don't worry, I will leave the entire code at the end, where you will be able to see what I have imported for each test. As dataset, I will be using a "toy dataset" from sklearn about wines. For modeling and testing, I will use statsmodels, as it has all of the tests needed in the library.

We consider the off-policy evaluation (OPE) problem in contextual bandits, where the goal is to estimate the value of a target policy using the data collected by a logging policy. Most popular approaches to the OPE are variants of the doubly robust (DR) estimator obtained by combining a direct method (DM) estimator and a correction term involving the inverse propensity score (IPS). Existing algorithms primarily focus on strategies to reduce the variance of the DR estimator arising from large IPS. We propose a new approach called the Doubly Robust with Information borrowing and Context-based switching (DR-IC) estimator that focuses on reducing both bias and variance. The DR-IC estimator replaces the standard DM estimator with a parametric reward model that borrows information from the 'closer' contexts through a correlation structure that depends on the IPS. The DR-IC estimator also adaptively interpolates between this modified DM estimator and a modified DR estimator based on a context-specific switching rule. We give provable guarantees on the performance of the DR-IC estimator. We also demonstrate the superior performance of the DR-IC estimator compared to the state-of-the-art OPE algorithms on a number of benchmark problems.

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we propose an empirical approach to explain the strategies of DRL agents for the portfolio management task. First, we use a linear model in hindsight as the reference model, which finds the best portfolio weights by assuming knowing actual stock returns in foresight. In particular, we use the coefficients of a linear model in hindsight as the reference feature weights. Secondly, for DRL agents, we use integrated gradients to define the feature weights, which are the coefficients between reward and features under a linear regression model. Thirdly, we study the prediction power in two cases, single-step prediction and multi-step prediction. In particular, we quantify the prediction power by calculating the linear correlations between the feature weights of a DRL agent and the reference feature weights, and similarly for machine learning methods. Finally, we evaluate a portfolio management task on Dow Jones 30 constituent stocks during 01/01/2009 to 09/01/2021. Our approach empirically reveals that a DRL agent exhibits a stronger multi-step prediction power than machine learning methods.

Learn how to build Machine Learning projects in this TensorFlow Course created by The Click Reader. In this course, you will be learning about Scalar as well as Tensors and how to create them using TensorFlow. You will also be learning how to perform various kinds of Tensor operations for manipulating and changing tensor values.