There has recently been an explosion of work on spoken dialogue systems, along with an increased interest in open-domain systems that engage in casual conversations on popular topics such as movies, books and music. These systems aim to socially engage, entertain, and even empathize with their users. Since the achievement of such social goals is hard to measure, recent research has used dialogue length or human ratings as evaluation metrics, and developed methods for automatically calculating novel metrics, such as coherence, consistency, relevance and engagement. Here we develop a PARADISE model for predicting the performance of Athena, a dialogue system that has participated in thousands of conversations with real users, while competing as a finalist in the Alexa Prize. We use both user ratings and dialogue length as metrics for dialogue quality, and experiment with predicting these metrics using automatic features that are both system dependent and independent. Our goal is to learn a general objective function that can be used to optimize the dialogue choices of any Alexa Prize system in real time and evaluate its performance. Our best model for predicting user ratings gets an R$^2$ of .136 with a DistilBert model, and the best model for predicting length with system independent features gets an R$^2$ of .865, suggesting that conversation length may be a more reliable measure for automatic training of dialogue systems.

Understanding when and why interpolating methods generalize well has recently been a topic of interest in statistical learning theory. However, systematically connecting interpolating methods to achievable notions of optimality has only received partial attention. In this paper, we investigate the question of what is the optimal way to interpolate in linear regression using functions that are linear in the response variable (as the case for the Bayes optimal estimator in ridge regression) and depend on the data, the population covariance of the data, the signal-to-noise ratio and the covariance of the prior for the signal, but do not depend on the value of the signal itself nor the noise vector in the training data. We provide a closed-form expression for the interpolator that achieves this notion of optimality and show that it can be derived as the limit of preconditioned gradient descent with a specific initialization. We identify a regime where the minimum-norm interpolator provably generalizes arbitrarily worse than the optimal response-linear achievable interpolator that we introduce, and validate with numerical experiments that the notion of optimality we consider can be achieved by interpolating methods that only use the training data as input in the case of an isotropic prior. Finally, we extend the notion of optimal response-linear interpolation to random features regression under a linear data-generating model that has been previously studied in the literature.

PROBAST: a tool to assess risk of bias and applicability of prediction model studies: explanation and elaboration.

Well, I hope you all have already grasped the Python essentials, Statistics and Maths from day 1 -- day 8(links shared below), Pandas part 1 and part 2 on Day 9, Day 10, Numpy as Day 11, Data Preprocessing Part 1 as Day 12, Data Preprocessing part 2 as Day 13th. In this post we will cover how we can implement Regression - part 1 as Day 14. It's a technique to estimate the relationship between two quantitative variables. It works on the assumption that the relationship between the independent and dependent variable is linear: the line of best fit through the data points is a straight line as shown in the diagram. Linear regression uses mean-square error (MSE) to calculate the error of the model.

We introduce a new library named abess that implements a unified framework of best-subset selection for solving diverse machine learning problems, e.g., linear regression, classification, and principal component analysis. Particularly, the abess certifiably gets the optimal solution within polynomial times under the linear model. Our efficient implementation allows abess to attain the solution of best-subset selection problems as fast as or even 100x faster than existing competing variable (model) selection toolboxes. Furthermore, it supports common variants like best group subset selection and $\ell_2$ regularized best-subset selection. The core of the library is programmed in C++. For ease of use, a Python library is designed for conveniently integrating with scikit-learn, and it can be installed from the Python library Index. In addition, a user-friendly R library is available at the Comprehensive R Archive Network. The source code is available at: https://github.com/abess-team/abess.

Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well understood. The most cited prior works have focused on deriving pointwise consistency guarantees for CART in a classical nonparametric regression setting. We take a different approach, and advocate studying the generalization performance of decision trees with respect to different generative regression models. This allows us to elicit their inductive bias, that is, the assumptions the algorithms make (or do not make) to generalize to new data, thereby guiding practitioners on when and how to apply these methods. In this paper, we focus on sparse additive generative models, which have both low statistical complexity and some nonparametric flexibility. We prove a sharp squared error generalization lower bound for a large class of decision tree algorithms fitted to sparse additive models with $C^1$ component functions. This bound is surprisingly much worse than the minimax rate for estimating such sparse additive models. The inefficiency is due not to greediness, but to the loss in power for detecting global structure when we average responses solely over each leaf, an observation that suggests opportunities to improve tree-based algorithms, for example, by hierarchical shrinkage. To prove these bounds, we develop new technical machinery, establishing a novel connection between decision tree estimation and rate-distortion theory, a sub-field of information theory.

This is a tutorial and survey paper on various methods for Sufficient Dimension Reduction (SDR). We cover these methods with both statistical high-dimensional regression perspective and machine learning approach for dimensionality reduction. We start with introducing inverse regression methods including Sliced Inverse Regression (SIR), Sliced Average Variance Estimation (SAVE), contour regression, directional regression, Principal Fitted Components (PFC), Likelihood Acquired Direction (LAD), and graphical regression. Then, we introduce forward regression methods including Principal Hessian Directions (pHd), Minimum Average Variance Estimation (MAVE), Conditional Variance Estimation (CVE), and deep SDR methods. Finally, we explain Kernel Dimension Reduction (KDR) both for supervised and unsupervised learning. We also show that supervised KDR and supervised PCA are equivalent.

To develop a proof-of-concept convolutional neural network (CNN) to synthesize T2 maps in right lateral femoral condyle articular cartilage from anatomic MR images by using a conditional generative adversarial network (cGAN). In this retrospective study, anatomic images (from turbo spin-echo and double-echo in steady-state scans) of the right knee of 4621 patients included in the 2004–2006 Osteoarthritis Initiative were used as input to a cGAN-based CNN, and a predicted CNN T2 was generated as output. These patients included men and women of all ethnicities, aged 45–79 years, with or at high risk for knee osteoarthritis incidence or progression who were recruited at four separate centers in the United States. These data were split into 3703 (80%) for training, 462 (10%) for validation, and 456 (10%) for testing. Linear regression analysis was performed between the multiecho spin-echo (MESE) and CNN T2 in the test dataset.

On top of recommending the excellent autobiography of Stanislaw Ulam, this post is about using the software Stan, but not directly to perform inference, instead to obtain R functions to evaluate a target's probability density function and its gradient. With which, one can implement custom methods, while still benefiting from the great work of the Stan team on the "modeling language" side. As a proof of concept I have implemented a plain Hamiltonian Monte Carlo sampler for a random effect logistic regression model (taken from a course on Multilevel Models by Germán Rodríguez), a coupling of that HMC algorithm (as in "Unbiased Hamiltonian Monte Carlo with couplings", see also this very recent article on the topic of coupling HMC), and then upper bounds on the total variation distance between the chain and its limiting distribution, as in "Estimating Convergence of Markov chains with L-Lag Couplings".

This article will discuss how to graph, organize, and set-up data using sklearn, pandas, and NumPy in reference to the Kaggle project. I am going to be using Jupyter Labs, and the code will be based on that. Sklearn: Sklearn is a machine learning software in Python's library. The main features are used for statistical modeling for topics such as regression. The sklearn API can be referenced here.