Regression
The Why's and how's of Machine Learning
The knowledge is the output of learning through the inseparable combination of theory and practice. It's what remains in one's experience from all the data which got shaped into what we call information. This process can be noticed throughout the different stages of our lives and it's never limited to the academic journey. What I'm aiming to express is that machine learning is nothing but a human logic tailored for more complex problems that surely require more computational capabilities. The last quote represents the nature knowledge acquiring process which, as you may notice, is similar to CRISP-DM Methodology which I detailed in a previous article and which is essential to succeed in your data mining project. To define Machine learning, its is a set of algorithms that are included in the many operations like the Data Mining process and which help you transform your raw data into knowledge, the layer that hides under the obvious information.
Top 10 Machine Learning Algorithms for Data Science
For the majority of newcomers, machine learning algorithms may seem too boring and complicated subject to be mastered. Well, to some extent, this is true. In most cases, you stumble upon a few-page description for each algorithm and yes, it's hard to find time and energy to deal with each and every detail. However, if you truly, madly, deeply want to be an ML-expert, you have to brush up your knowledge regarding it and there is no other way to be. But relax, today I will try to simplify this task and explain core principles of 10 most common algorithms in simple words (each includes a brief description, guides, and useful links).
Causal Discovery with General Non-Linear Relationships Using Non-Linear ICA
Monti, Ricardo Pio, Zhang, Kun, Hyvarinen, Aapo
We consider the problem of inferring causal relationships between two or more passively observed variables. While the problem of such causal discovery has been extensively studied especially in the bivariate setting, the majority of current methods assume a linear causal relationship, and the few methods which consider non-linear dependencies usually make the assumption of additive noise. Here, we propose a framework through which we can perform causal discovery in the presence of general non-linear relationships. The proposed method is based on recent progress in non-linear independent component analysis and exploits the non-stationarity of observations in order to recover the underlying sources or latent disturbances. We show rigorously that in the case of bivariate causal discovery, such non-linear ICA can be used to infer the causal direction via a series of independence tests. We further propose an alternative measure of causal direction based on asymptotic approximations to the likelihood ratio, as well as an extension to multivariate causal discovery. We demonstrate the capabilities of the proposed method via a series of simulation studies and conclude with an application to neuroimaging data.
Memory-Sample Tradeoffs for Linear Regression with Small Error
Sharan, Vatsal, Sidford, Aaron, Valiant, Gregory
We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without memory constraints. Specifically, consider a sequence of labeled examples $(a_1,b_1), (a_2,b_2)\ldots,$ with $a_i$ drawn independently from a $d$-dimensional isotropic Gaussian, and where $b_i = \langle a_i, x\rangle + \eta_i,$ for a fixed $x \in \mathbb{R}^d$ with $\|x\|_2 = 1$ and with independent noise $\eta_i$ drawn uniformly from the interval $[-2^{-d/5},2^{-d/5}].$ We show that any algorithm with at most $d^2/4$ bits of memory requires at least $\Omega(d \log \log \frac{1}{\epsilon})$ samples to approximate $x$ to $\ell_2$ error $\epsilon$ with probability of success at least $2/3$, for $\epsilon$ sufficiently small as a function of $d$. In contrast, for such $\epsilon$, $x$ can be recovered to error $\epsilon$ with probability $1-o(1)$ with memory $O\left(d^2 \log(1/\epsilon)\right)$ using $d$ examples. This represents the first nontrivial lower bounds for regression with super-linear memory, and may open the door for strong memory/sample tradeoffs for continuous optimization.
On Low-rank Trace Regression under General Sampling Distribution
A growing number of modern statistical learning problems involve estimating a large number of parameters from a (smaller) number of observations. In a subset of these problems (matrix completion, matrix compressed sensing, and multi-task learning) the unknown parameters form a high-dimensional matrix, and two popular approaches for the estimation are trace-norm regularized linear regression or alternating minimization. It is also known that these estimators satisfy certain optimal tail bounds under assumptions on rank, coherence, or spikiness of the unknown matrix. We study a general family of estimators and sampling distribution that include the above two estimators, and introduce a general notion of spikiness and rank for the unknown matrix. Next, we extend the existing literature on the analysis of these estimators and provide a unifying technique to prove tail bounds for the estimation error. We demonstrate the benefit of this generalization by studying its application to four problems of (1) matrix completion, (2) multi-task learning, (3) compressed sensing with Gaussian ensembles, and (4) compressed sensing with factored measurements. For (1) and (3), we recover matching tail bounds as those found in the literature, and for (2) and (4) we obtain (to the best of our knowledge) the first tail bounds. Our approach relies on a generic recipe to prove restricted strong convexity for the sampling operator of the trace regression, that only requires finding upper bounds on certain norms of the parameter matrix.
Adaptive Bayesian Linear Regression for Automated Machine Learning
Zhou, Weilin, Precioso, Frederic
To solve a machine learning problem, one typically needs to perform data preprocessing, modeling, and hyperparameter tuning, which is known as model selection and hyperparameter optimization.The goal of automated machine learning (AutoML) is to design methods that can automatically perform model selection and hyperparameter optimization without human interventions for a given dataset. In this paper, we propose a meta-learning method that can search for a high-performance machine learning pipeline from the predefined set of candidate pipelines for supervised classification datasets in an efficient way by leveraging meta-data collected from previous experiments. More specifically, our method combines an adaptive Bayesian regression model with a neural network basis function and the acquisition function from Bayesian optimization. The adaptive Bayesian regression model is able to capture knowledge from previous meta-data and thus make predictions of the performances of machine learning pipelines on a new dataset. The acquisition function is then used to guide the search of possible pipelines based on the predictions.The experiments demonstrate that our approach can quickly identify high-performance pipelines for a range of test datasets and outperforms the baseline methods.
10 Algorithms Every Machine Learning Enthusiast Should Know
It is very crucial for the machine learning enthusiasts to know and understands the basic and important machine learning algorithms in order to keep themselves up with the current trend. In this article, we list down 10 basic algorithms which play very important roles in the machine learning era. Logistic regression, also known as the logit classifier is a popular mathematical modelling procedure used in the analysis of data. Regression Analysis is used to conduct when the dependent variable is binary i.e. 0 and 1. In Logistic Regression, logistic function is used to describe the mathematical form on which the logistic model is based.
Discriminative Regression Machine: A Classifier for High-Dimensional Data or Imbalanced Data
We introduce a discriminative regression approach to supervised classification in this paper. It estimates a representation model while accounting for discriminativeness between classes, thereby enabling accurate derivation of categorical information. This new type of regression models extends existing models such as ridge, lasso, and group lasso through explicitly incorporating discriminative information. As a special case we focus on a quadratic model that admits a closed-form analytical solution. The corresponding classifier is called discriminative regression machine (DRM). Three iterative algorithms are further established for the DRM to enhance the efficiency and scalability for real applications. Our approach and the algorithms are applicable to general types of data including images, high-dimensional data, and imbalanced data. We compare the DRM with currently state-of-the-art classifiers. Our extensive experimental results show superior performance of the DRM and confirm the effectiveness of the proposed approach.
Scalable and Efficient Hypothesis Testing with Random Forests
Coleman, Tim, Peng, Wei, Mentch, Lucas
Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has established important statistical properties like consistency and asymptotic normality by considering subsampling in lieu of bootstrapping. Though such results open the door to traditional inference procedures, all formal methods suggested thus far place severe restrictions on the testing framework and their computational overhead precludes their practical scientific use. Here we propose a permutation-style testing approach to formally assess feature significance. We establish asymptotic validity of the test via exchangeability arguments and show that the test maintains high power with orders of magnitude fewer computations. As importantly, the procedure scales easily to big data settings where large training and testing sets may be employed without the need to construct additional models. Simulations and applications to ecological data where random forests have recently shown promise are provided.
A Generative Map for Image-based Camera Localization
Guo, Mingpan, Matthes, Stefan, Ye, Jiaojiao, Shen, Hao
In image-based camera localization systems, information about the environment is usually stored in some representation, which can be referred to as a map. Conventionally, most maps are built upon hand-crafted features. Recently, neural networks have attracted attention as a data-driven map representation, and have shown promising results in visual localization. However, these neural network maps are generally hard to interpret by human. A readable map is not only accessible to humans, but also provides a way to be verified when the ground truth pose is unavailable. To tackle this problem, we propose Generative Map, a new framework for learning human-readable neural network maps, by combining a generative model with the Kalman filter, which also allows it to incorporate additional sensor information such as stereo visual odometry. For evaluation, we use real world images from the 7-Scenes and Oxford RobotCar datasets. We demonstrate that our Generative Map can be queried with a pose of interest from the test sequence to predict an image, which closely resembles the true scene. For localization, we show that Generative Map achieves comparable performance with current regression models. Moreover, our framework is trained completely from scratch, unlike regression models which rely on large ImageNet pretrained networks.