Regression
Balancing Statistical and Computational Precision and Applications to Penalized Linear Regression with Group Sparsity
Taheri, Mahsa, Lim, Néhémy, Lederer, Johannes
Due to technological advances, large and high-dimensional data have become the rule rather than the exception. Methods that allow for feature selection with s uch data are thus highly sought after, in particular, since standard methods, such as cro ss-validated lasso and group-lasso, can be challenging both computationally and mathematically. In this paper, we propose a novel approach to feature selection and group feature selection in linear regression. It consists of simple optimization steps and tests, which makes it com putationally more efficient than standard approaches and suitable even for very larg e data sets. Moreover, it satisfies sharp guarantees for estimation and feature selection in terms of oracle inequalities. We thus expect that our contribution can help to leverage the incre asing volume of data in Biology, Public Health, Astronomy, Economics, and other fields.
Linear Regression in Python – Real Python
This is just the beginning. Data science and machine learning are driving image recognition, autonomous vehicles development, decisions in the financial and energy sectors, advances in medicine, the rise of social networks, and more. Linear regression is an important part of this. Linear regression is one of the fundamental statistical and machine learning techniques. Whether you want to do statistics, machine learning, or scientific computing, there are good chances that you'll need it. It's advisable to learn it first and then proceed towards more complex methods. By the end of this article, you'll have learned: Free Bonus: Click here to get access to a free NumPy Resources Guide that points you to the best tutorials, videos, and books for improving your NumPy skills. Regression analysis is one of the most important fields in statistics and machine learning. There are many regression methods available. Linear regression is one of them. For example, you can observe several employees of some company and try to understand how their salaries depend on the features, such as experience, level of education, role, city they work in, and so on. This is a regression problem where data related to each employee represent one observation.
Machine learning for Java developers, Part 2: Deploying your machine learning model
My previous tutorial, "Machine Learning for Java developers," introduced setting up a machine learning algorithm and developing a prediction function in Java. I demonstrated the inner workings of a machine learning algorithm and walked through the process of developing and training a machine learning model. This tutorial picks up where that one left off. I'll show you how to set up a machine learning data pipeline, introduce a step-by-step process for taking your machine learning model from development into production, and briefly discuss technologies for deploying a trained machine learning model in a Java-based production environment. Deploying a machine learning model is a separate endeavor from developing one, often implemented by a different team.
Fast and Scalable Estimator for Sparse and Unit-Rank Higher-Order Regression Models
Because tensor data appear more and more frequently in various scientific researches and real-world applications, analyzing the relationship between tensor features and the univariate outcome becomes an elementary task in many fields. To solve this task, we propose \underline{Fa}st \underline{S}parse \underline{T}ensor \underline{R}egression model (FasTR) based on so-called unit-rank CANDECOMP/PARAFAC decomposition. FasTR first decomposes the tensor coefficient into component vectors and then estimates each vector with $\ell_1$ regularized regression. Because of the independence of component vectors, FasTR is able to solve in a parallel way and the time complexity is proved to be superior to previous models. We evaluate the performance of FasTR on several simulated datasets and a real-world fMRI dataset. Experiment results show that, compared with four baseline models, in every case, FasTR can compute a better solution within less time.
Sparse and Low-Rank Tensor Regression via Parallel Proximal Method
Motivated by applications in various scientific fields having demand of predicting relationship between higher-order (tensor) feature and univariate response, we propose a \underline{S}parse and \underline{L}ow-rank \underline{T}ensor \underline{R}egression model (SLTR). This model enforces sparsity and low-rankness of the tensor coefficient by directly applying $\ell_1$ norm and tensor nuclear norm on it respectively, such that (1) the structural information of tensor is preserved and (2) the data interpretation is convenient. To make the solving procedure scalable and efficient, SLTR makes use of the proximal gradient method to optimize two norm regularizers, which can be easily implemented parallelly. Additionally, a tighter convergence rate is proved over three-order tensor data. We evaluate SLTR on several simulated datasets and one fMRI dataset. Experiment results show that, compared with previous models, SLTR is able to obtain a solution no worse than others with much less time cost.
Stable Learning via Sample Reweighting
Shen, Zheyan, Cui, Peng, Zhang, Tong, Kuang, Kun
We consider the problem of learning linear prediction models with model misspecification bias. In such case, the collinearity among input variables may inflate the error of parameter estimation, resulting in instability of prediction results when training and test distributions do not match. In this paper we theoretically analyze this fundamental problem and propose a sample reweighting method that reduces collinearity among input variables. Our method can be seen as a pretreatment of data to improve the condition of design matrix, and it can then be combined with any standard learning method for parameter estimation and variable selection. Empirical studies on both simulation and real datasets demonstrate the effectiveness of our method in terms of more stable performance across different distributed data.
How to start career in Data Science and Machine Learning
It does not matter how much experience you have, actually anybody can start or switch to data science and machine learning. The only important this is, how much eager you are for it. What it means to you. If you are very much keen to work in this field then nobody can stop you. There might be some short term hurdles however if you are focused enough and know your goals regarding where you want to see yourself after certain years, then you will definitely be successful in overcoming those hurdles.
Machine learning-based dynamic mortality prediction after traumatic brain injury
Our aim was to create simple and largely scalable machine learning-based algorithms that could predict mortality in a real-time fashion during intensive care after traumatic brain injury. We performed an observational multicenter study including adult TBI patients that were monitored for intracranial pressure (ICP) for at least 24 h in three ICUs. We used machine learning-based logistic regression modeling to create two algorithms (based on ICP, mean arterial pressure [MAP], cerebral perfusion pressure [CPP] and Glasgow Coma Scale [GCS]) to predict 30-day mortality. We used a stratified cross-validation technique for internal validation. Of 472 included patients, 92 patients (19%) died within 30 days.