Regression
Bayesian neural networks and dimensionality reduction
Sen, Deborshee, Papamarkou, Theodore, Dunson, David
In conducting non-linear dimensionality reduction and feature learning, it is common to suppose that the data lie near a lower-dimensional manifold. A class of model-based approaches for such problems includes latent variables in an unknown non-linear regression function; this includes Gaussian process latent variable models and variational auto-encoders (VAEs) as special cases. VAEs are artificial neural networks (ANNs) that employ approximations to make computation tractable; however, current implementations lack adequate uncertainty quantification in estimating the parameters, predictive densities, and lower-dimensional subspace, and can be unstable and lack interpretability in practice. We attempt to solve these problems by deploying Markov chain Monte Carlo sampling algorithms (MCMC) for Bayesian inference in ANN models with latent variables. We address issues of identifiability by imposing constraints on the ANN parameters as well as by using anchor points. This is demonstrated on simulated and real data examples. We find that current MCMC sampling schemes face fundamental challenges in neural networks involving latent variables, motivating new research directions.
How to Calculate the Bias-Variance Trade-off with Python
A model with high variance will change a lot with small changes to the training dataset. Conversely, a model with low variance will change little with small or even large changes to the training dataset. The variance is always positive. On the whole, the error of a model consists of reducible error and irreducible error. The reducible error is the element that we can improve. It is the quantity that we reduce when the model is learning on a training dataset and we try to get this number as close to zero as possible. The irreducible error is the error that we can not remove with our model, or with any model. The error is caused by elements outside our control, such as statistical noise in the observations.
Moment Multicalibration for Uncertainty Estimation
Jung, Christopher, Lee, Changhwa, Pai, Mallesh M., Roth, Aaron, Vohra, Rakesh
We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data point, can make point predictions not just for the expectation of its label, but for higher moments of its label distribution as well-and those predictions match the true distribution quantities when averaged not just over the population as a whole, but also when averaged over an enormous number of finely defined subgroups. It yields a principled way to estimate the uncertainty of predictions on many different subgroups-and to diagnose potential sources of unfairness in the predictive power of features across subgroups. As an application, we show that our moment estimates can be used to derive marginal prediction intervals that are simultaneously valid as averaged over all of the (sufficiently large) subgroups for which moment multicalibration has been obtained.
Positive semidefinite support vector regression metric learning
Most existing metric learning methods focus on learning a similarity or distance measure relying on similar and dissimilar relations between sample pairs. However, pairs of samples cannot be simply identified as similar or dissimilar in many real-world applications, e.g., multi-label learning, label distribution learning. To this end, relation alignment metric learning (RAML) framework is proposed to handle the metric learning problem in those scenarios. But RAML framework uses SVR solvers for optimization. It can't learn positive semidefinite distance metric which is necessary in metric learning. In this paper, we propose two methds to overcame the weakness. Further, We carry out several experiments on the single-label classification, multi-label classification, label distribution learning to demonstrate the new methods achieves favorable performance against RAML framework.
How Much Math do I need in Data Science?
Can I become a data scientist with little or no math background? What essential math skills are important in data science? There are so many good packages that can be used for building predictive models or for producing data visualizations. Thanks to these packages, anyone can build a model or produce a data visualization. However, very solid background knowledge in mathematics is essential for fine-tuning your models to produce reliable models with optimal performance.
Why Do I Get Different Results Each Time in Machine Learning?
Are you getting different results for your machine learning algorithm? Perhaps your results differ from a tutorial and you want to understand why. Perhaps your model is making different predictions each time it is trained, even when it is trained on the same data set each time. This is to be expected and might even be a feature of the algorithm, not a bug. In this tutorial, you will discover why you can expect different results when using machine learning algorithms. Why Do I Get Different Results Each Time in Machine Learning?
Machine Learning, Data Science and Deep Learning with Python
Build artificial neural networks with Tensorflow and Keras Classify images, data, and sentiments using deep learning Make predictions using linear regression, polynomial regression, and multivariate regression Data Visualization with MatPlotLib and Seaborn Implement machine learning at massive scale with Apache Spark's MLLib Understand reinforcement learning - and how to build a Pac-Man bot Classify data using K-Means clustering, Support Vector Machines (SVM), KNN, Decision Trees, Naive Bayes, and PCA Use train/test and K-Fold cross validation to choose and tune your models Build a movie recommender system using item-based and user-based collaborative filtering Clean your input data to remove outliers Design and evaluate A/B tests using T-Tests and P-Values You'll need a desktop computer (Windows, Mac, or Linux) capable of running Anaconda 3 or newer. The course will walk you through installing the necessary free software. Some prior coding or scripting experience is required. At least high school level math skills will be required. You'll need a desktop computer (Windows, Mac, or Linux) capable of running Anaconda 3 or newer.
A Review on Drivers Red Light Running and Turning Behaviour Prediction
Komol, Md Mostafizur Rahman, Elhenawy, Mohammed, Yasmin, Shamsunnahar, Masoud, Mahmoud, Rakotonirainy, Andry
Every year, around 1.3 million people all over the world are killed by road mishaps with approximately 20 to 50 million life-threatening injuries(International Transport Forum, 2018; World Health Organisation, 2018). Notwithstanding, there is a disparity in road traffic death from 9.3 to 26.6 per 100,000 population among countries based on their income level, while the global rate is still 18.2 per 100,000 population (World Health Organisation, 2018). Moreover, traffic collision at intersections is a significant threat to upholding road safety. As a whole, 45% of severe injuries occur at intersections, including 22% of fatal crashes (Li, Jia, et al., 2016). Drivers often inadvertently fail to break immediately at the onset of red light or deliberately run through the red light signal and also miscalculate the motif of the right angle vehicle [in a right-hand driving condition] while crossing the intersection (Zhang et al., 2018). Especially at the onset of yellow signal, drivers get confused with decision measurement either to stop or to run and to get involved in rear-end collision or right-angle collision or uncomfortable hard brake, often resulting in injuries or death (Gazis et al., 1960; Majhi & Senathipathi, 2019).
Obtaining Adjustable Regularization for Free via Iterate Averaging
Wu, Jingfeng, Braverman, Vladimir, Yang, Lin F.
Regularization for optimization is a crucial technique to avoid overfitting in machine learning. In order to obtain the best performance, we usually train a model by tuning the regularization parameters. It becomes costly, however, when a single round of training takes significant amount of time. Very recently, Neu and Rosasco show that if we run stochastic gradient descent (SGD) on linear regression problems, then by averaging the SGD iterates properly, we obtain a regularized solution. It left open whether the same phenomenon can be achieved for other optimization problems and algorithms. In this paper, we establish an averaging scheme that provably converts the iterates of SGD on an arbitrary strongly convex and smooth objective function to its regularized counterpart with an adjustable regularization parameter. Our approaches can be used for accelerated and preconditioned optimization methods as well. We further show that the same methods work empirically on more general optimization objectives including neural networks. In sum, we obtain adjustable regularization for free for a large class of optimization problems and resolve an open question raised by Neu and Rosasco.
Plot a Decision Surface for Machine Learning Algorithms in Python
Classification algorithms learn how to assign class labels to examples, although their decisions can appear opaque. A popular diagnostic for understanding the decisions made by a classification algorithm is the decision surface. This is a plot that shows how a fit machine learning algorithm predicts a coarse grid across the input feature space. A decision surface plot is a powerful tool for understanding how a given model "sees" the prediction task and how it has decided to divide the input feature space by class label. In this tutorial, you will discover how to plot a decision surface for a classification machine learning algorithm.