Regression
How to Make Manual Predictions for ARIMA Models with Python
The autoregression integrated moving average model or ARIMA model can seem intimidating to beginners. A good way to pull back the curtain in the method is to to use a trained model to make predictions manually. This demonstrates that ARIMA is a linear regression model at its core. Making manual predictions with a fit ARIMA models may also be a requirement in your project, meaning that you can save the coefficients from the fit model and use them as configuration in your own code to make predictions without the need for heavy Python libraries in a production environment. In this tutorial, you will discover how to make manual predictions with a trained ARIMA model in Python.
Understand Logistic Regression the easy way: Part 1
Logistic Regression is one of the world's most popular model used to solve classification problems in machine learning. This model will arm you with super powers to solve problems like classifying "spam" or "non-spam" emails, detect malignant tumours, blood pressure and so many more! I have always believed, before learning anything new, you should have a purpose to learn it. I hope you are motivated enough to learn it now! Let us begin with binary classification problem, which means'y' our output can have only two values '0 or 1'.
Jackknife logistic and linear regression for clustering and predictions
This article discusses a far more general version of the technique described in our article The best kept secret about regression. Here we adapt our methodology so that it applies to data sets with a more complex structure, in particular with highly correlated independent variables. Our goal is to produce a regression tool that can be used as a black box, be very robust and parameter-free, and usable and easy-to-interpret by non-statisticians. It is part of a bigger project: automating many fundamental data science tasks, to make it easy, scalable and cheap for data consumers, not just for data experts. Readers are invited to further formalize the technology outlined here, and challenge my proposed methodology.
Linear Regression Geometry
Linear Regression is about fitting a straight line from the scatter plot,key challenge here what constitutes a best fit line in other words what would be best values of and . The general idea is to find a line ( its coefficients) such that total error is at the minimum. There is a standard explanation that we need to minimize the total square error, which means we have to solve a minimization problem to solve optimal values of the coefficients. Obviously this method involves quite a lot of mathematics or calculus etc. which would not provide any institution or illustration, instead we will use a little of vector algebra and associated geometry to build the intuition about the solution.
Rewards Structure in Games: Learning a Compact Representation for Action Space
Yann, Margot Lisa-Jing (York University) | Lesperance, Yves (York University) | An, Aijun (York University)
Learning approximate payoff functions is important to understand the dynamics in multi-player interactions. In general repeat games, each player's payoff can be represented as a combination of all other players' action choices using normal forms, which grow exponentially as the number of action choices increases. Graphical games, however, provide a compact representation to specify the inter-relations where one player's action choice is influenced by its neighbourhood. In this paper, we present how to learn players' approximate payoff functions from normal-form representations, yet also learn a compact graphical game representation of the inter-relations among the players. In this normal form representation, we explore the structural connections of mutual influence between players' action choices in game playing. We formally describe the problem of learning a player influence network and give a novel reward structure-learning algorithm for multiagent graphical games, called the Multi-Descendent Regression Learning Structure Algorithm (MDRLSA). We evaluate MDRLSA on random graphical games generated in GAMUT. Experiments show that MDRLSA can efficiently identify the independence among players and extract the influence graph accurately. The running time of MDRLSA increases linearly with the number of strategy profiles of a game. Compared with state-of-the-art graphical game model learning methods, MDRLSA shows efficiency in terms of time and accuracy.
Toward Finding Malicious Cyber Discussions in Social Media
Lippman, Richard P. (MIT Lincoln Laboratory) | Weller-Fahy, David J. (MIT Lincoln Laboratory) | Mensch, Alyssa C. (MIT Lincoln Laboratory) | Campbell, William M. (MIT Lincoln Laboratory) | Campbell, Joseph P. (MIT Lincoln Laboratory) | Streilein, William W. (MIT Lincoln Laboratory) | Carter, Kevin M. (MIT Lincoln Laboratory)
Security analysts gather essential information about cyber attacks, exploits, vulnerabilities, and victims by manually searching social media sites. This effort can be dramatically reduced using natural language machine learning techniques. Using a new English text corpus containing more than 250K discussions from Stack Exchange, Reddit, and Twitter on cyber and non-cyber topics, we demonstrate the ability to detect more than 90% of the cyber discussions with fewer than 1% false alarms. If an original searched document corpus includes only 5% cyber documents, then our processing provides an enriched corpus for analysts where 83% to 95% of the documents are on cyber topics. Good performance was obtained using term frequency (TF) โ inverse document frequency (IDF) (TFโIDF) features and either logistic regression or linear support vector machine (SVM) classifiers. A classifier trained using prior historical data accurately detected 86% of emergent Heartbleed discussions and retrospective experiments demonstrate that classifier performance remains stable up to a year without retraining.
Cluster-based Kriging Approximation Algorithms for Complexity Reduction
van Stein, Bas, Wang, Hao, Kowalczyk, Wojtek, Emmerich, Michael, Bรคck, Thomas
Kriging or Gaussian Process Regression is applied in many fields as a nonlinear regression model as well as a surrogate model in the field of evolutionary computation. However, the computational and space complexity of Kriging, that is cubic and quadratic in the number of data points respectively, becomes a major bottleneck with more and more data available nowadays. In this paper, we propose a general methodology for the complexity reduction, called cluster Kriging, where the whole data set is partitioned into smaller clusters and multiple Kriging models are built on top of them. In addition, four Kriging approximation algorithms are proposed as candidate algorithms within the new framework. Each of these algorithms can be applied to much larger data sets while maintaining the advantages and power of Kriging. The proposed algorithms are explained in detail and compared empirically against a broad set of existing state-of-the-art Kriging approximation methods on a well-defined testing framework. According to the empirical study, the proposed algorithms consistently outperform the existing algorithms. Moreover, some practical suggestions are provided for using the proposed algorithms. Kriging, or Gaussian Process Regression [1] is a popular and elegant kernel based regression model capable of modeling very complex functions. Kriging is used in many fields e.g. Many other regression models exist, such as parametric models, which are easy to interpret but may lack expressive power to model complex functions.
How to choose machine learning algorithms
The answer to the question "What machine learning algorithm should I use?" is always "It depends." It depends on the size, quality, and nature of the data. It depends on what you want to do with the answer. It depends on how the math of the algorithm was translated into instructions for the computer you are using. And it depends on how much time you have. Even the most experienced data scientists can't tell which algorithm will perform best before trying them.
Linear Regression
Linear Regression is one of the oldest and the simplest technique that is still used heavily till date. Lets see what is linear regression? If you observe carefully it is an equation of a line with slope'W' and intercept'B'. In simple linear regression there is a single predictor variable and a response variable. In multiple linear regression the input has multiple predictor variables and a response variable.