Subsampling is an important technique to tackle the computational challenges brought by big data. Many subsampling procedures fall within the framework of importance sampling, which assigns high sampling probabilities to the samples appearing to have big impacts. When the noise level is high, those sampling procedures tend to pick many outliers and thus often do not perform satisfactorily in practice. To tackle this issue, we design a new Markov subsampling strategy based on Huber criterion (HMS) to construct an informative subset from the noisy full data; the constructed subset then serves as a refined working data for efficient processing. HMS is built upon a Metropolis-Hasting procedure, where the inclusion probability of each sampling unit is determined using the Huber criterion to prevent over scoring the outliers. Under mild conditions, we show that the estimator based on the subsamples selected by HMS is statistically consistent with a sub-Gaussian deviation bound. The promising performance of HMS is demonstrated by extensive studies on large scale simulations and real data examples.

Gradient descent ascent (GDA), the simplest single-loop algorithm for nonconvex minimax optimization, is widely used in practical applications such as generative adversarial networks (GANs) and adversarial training. Albeit its desirable simplicity, recent work shows inferior convergence rates of GDA in theory even assuming strong concavity of the objective on one side. This paper establishes new convergence results for two alternative single-loop algorithms -- alternating GDA and smoothed GDA -- under the mild assumption that the objective satisfies the Polyak-Lojasiewicz (PL) condition about one variable. We prove that, to find an $\epsilon$-stationary point, (i) alternating GDA and its stochastic variant (without mini batch) respectively require $O(\kappa^{2} \epsilon^{-2})$ and $O(\kappa^{4} \epsilon^{-4})$ iterations, while (ii) smoothed GDA and its stochastic variant (without mini batch) respectively require $O(\kappa \epsilon^{-2})$ and $O(\kappa^{2} \epsilon^{-4})$ iterations. The latter greatly improves over the vanilla GDA and gives the hitherto best known complexity results among single-loop algorithms under similar settings. We further showcase the empirical efficiency of these algorithms in training GANs and robust nonlinear regression.

This conference is presented as part of the Montreal Speaker Series in the Ethics of AI. SPEAKER Cynthia Rudin Professor of computer science, electrical and computer engineering, statistical science, and biostatistics & bioinformatics at Duke University With widespread use of machine learning, there have been serious societal consequences from using black box models for high-stakes decisions, including flawed bail and parole decisions in criminal justice, flawed models in healthcare, and black box loan decisions in finance. Interpretability of machine learning models is critical in high stakes decisions. In this talk, I will focus on one of the most fundamental and important problems in the field of interpretable machine learning: optimal scoring systems. Scoring systems are sparse linear models with integer coefficients. Such models first started to be used ~100 years ago. Generally, such models are created without data, or are constructed by manual feature selection and rounding logistic regression coefficients, but these manual techniques sacrifice performance; humans are not naturally adept at high-dimensional optimization. I will present the first practical algorithm for building optimal scoring systems from data. This method has been used for several important applications to healthcare and criminal justice. More information: https://sites.google.com/view/dmartin/ai-ethics/speakers?#h.nihlg6vib2nz

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for imputation. It originates from their capability of showing favourable prediction accuracy in different learning problems. In this work, we analyze through simulation the interaction between imputation accuracy and prediction accuracy in regression learning problems with missing covariates when Machine Learning based methods for both, imputation and prediction are used. In addition, we explore imputation performance when using statistical inference procedures in prediction settings, such as coverage rates of (valid) prediction intervals. Our analysis is based on empirical datasets provided by the UCI Machine Learning repository and an extensive simulation study.

Most stock trading algorithms that incorporate machine learning are based upon some form of linear regression. There are benefits and drawbacks to this method. The benefit of this is that the predicted prices of linear regression can be integrated into more complex values, that need the actual price values to function. The drawback is that for the basic "buy low, sell high" strategy, it is not directly related to predicting the direction of the price. What would happen if we used logistic regression, or more specifically binary classification, to predict if the price will increase or decrease? Theoretically, it would hone in on direction itself, and become more accurate than the signals generated by linear regression.

We study a localized notion of uniform convergence known as an "optimistic rate" (Panchenko 2002; Srebro et al. 2010) for linear regression with Gaussian data. Our refined analysis avoids the hidden constant and logarithmic factor in existing results, which are known to be crucial in high-dimensional settings, especially for understanding interpolation learning. As a special case, our analysis recovers the guarantee from Koehler et al. (2021), which tightly characterizes the population risk of low-norm interpolators under the benign overfitting conditions. Our optimistic rate bound, though, also analyzes predictors with arbitrary training error. This allows us to recover some classical statistical guarantees for ridge and LASSO regression under random designs, and helps us obtain a precise understanding of the excess risk of near-interpolators in the over-parameterized regime.

Machine learning is constantly being applied to new industries. Learn Machine Learning with Hands-On Examples What is Machine Learning? Machine Learning Terminology What are Classification vs Regression? Evaluating Performance-Classification Error Metrics Evaluating Performance-Regression Error Metrics Cross Validation and Bias Variance Trade-Off Use matplotlib and seaborn for data visualizations Machine Learning with SciKit Learn Linear Regression Algorithm Logistic Regresion Algorithm K Nearest Neighbors Algorithm Decision Trees And Random Forest Algorithm Support Vector Machine Algorithm Unsupervised Learning K Means Clustering Algorithm Hierarchical Clustering Algorithm Principal Component Analysis (PCA) Recommender System Algorithm Python instructors on OAK Academy specialize in everything from software development to data analysis, and are known for their effective. Python is a general-purpose, object-oriented, high-level programming language. Python is a multi-paradigm language, which means that it supports many programming approaches. Along with procedural and functional programming styles Python is a widely used, general-purpose programming language, but it has some limitations. Because Python is an interpreted, dynamically typed language Python is a general programming language used widely across many industries and platforms. One common use of Python is scripting, which means automating tasks. Python is a popular language that is used across many industries and in many programming disciplines. DevOps engineers use Python to script website. Python has a simple syntax that makes it an excellent programming language for a beginner to learn. To learn Python on your own, you first must become familiar Machine learning describes systems that make predictions using a model trained on real-world data. Machine learning is being applied to virtually every field today. That includes medical diagnoses, facial recognition, weather forecasts, image processing.

It is important to forecast dam inflow for flood damage mitigation. The hydrograph provides critical information such as the start time, peak level, and volume. Particularly, dam management requires a 6-h lead time of the dam inflow forecast based on a future hydrograph. The authors propose novel target inflow weights to create an ocean feature vector extracted from the analyzed images of the sea surface. We extracted 4,096 elements of the dimension vector in the fc6 layer of the pre-trained VGG16 network. Subsequently, we reduced it to three dimensions of t-SNE. Furthermore, we created the principal component of the sea temperature weights using PCA. We found that these weights contribute to the stability of predictor importance by numerical experiments. As base regression models, we calibrate the least squares with kernel expansion, the quantile random forest minimized out-of bag error, and the support vector regression with a polynomial kernel. When we compute the predictor importance, we visualize the stability of each variable importance introduced by our proposed weights, compared with other results without weights. We apply our method to a dam at Kanto region in Japan and focus on the trained term from 2007 to 2018, with a limited flood term from June to October. We test the accuracy over the 2019 flood term. Finally, we present the applied results and further statistical learning for unknown flood forecast.

It is often of interest to estimate regression functions non-parametrically. Penalized regression (PR) is one statistically-effective, well-studied solution to this problem. Unfortunately, in many cases, finding exact solutions to PR problems is computationally intractable. In this manuscript, we propose a mesh-based approximate solution (MBS) for those scenarios. MBS transforms the complicated functional minimization of NPR, to a finite parameter, discrete convex minimization; and allows us to leverage the tools of modern convex optimization. We show applications of MBS in a number of explicit examples (including both uni- and multi-variate regression), and explore how the number of parameters must increase with our sample-size in order for MBS to maintain the rate-optimality of NPR. We also give an efficient algorithm to minimize the MBS objective while effectively leveraging the sparsity inherent in MBS.

Finding the best machine-learning algorithm to use for your problem can be challenging. However, usually, we do not have enough time for that. Given the following seven criteria to choose on, which will help to shortlist your choices to be able to apply them in a short time. The first criteria to choose your model on is explainability. If you need to explain the model and why it produces certain output to a non-technical audience such as stakeholders or business partners.