We introduce multiscale invariant dictionaries to estimate quantum chemical energies of organic molecules, from training databases. Molecular energies are invariant to isometric atomic displacements, and are Lipschitz continuous to molecular deformations. Similarly to density functional theory (DFT), the molecule is represented by an electronic density function. A multiscale invariant dictionary is calculated with wavelet scattering invariants. It cascades a first wavelet transform which separates scales, with a second wavelet transform which computes interactions across scales. Sparse scattering regressions give state of the art results over two databases of organic planar molecules. On these databases, the regression error is of the order of the error produced by DFT codes, but at a fraction of the computational cost.

R-squared score is computed for regression problems. Logistic regression, as the name suggests, is not regression but binary classification problem. Therefore, R-squared statistics cannot be computed for logistic regression. Other performance metrics, such as, accuracy, precision, recall etc are more relevant in this context. To answer your question - No R-squared score is not a valid metric for logistic regression, be it using Weka or any other ML library or even your own algorithm.

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.

This walkthrough uses HDInsight Spark to do data exploration and train binary classification and regression models using cross-validation and hyperparameter optimization on a sample of the NYC taxi trip and fare 2013 dataset. It walks you through the steps of the Data Science Process, end-to-end, using an HDInsight Spark cluster for processing and Azure blobs to store the data and the models. The process explores and visualizes data brought in from an Azure Storage Blob and then prepares the data to build predictive models. Python has been used to code the solution and to show the relevant plots. These models are build using the Spark MLlib toolkit to do binary classification and regression modeling tasks.

Data is continuously generated by modern data sources, and a recent challenge in machine learning has been to develop techniques that perform well in an incremental (streaming) setting. In this paper, we investigate the problem of private machine learning, where as common in practice, the data is not given at once, but rather arrives incrementally over time. We introduce the problems of private incremental ERM and private incremental regression where the general goal is to always maintain a good empirical risk minimizer for the history observed under differential privacy. Our first contribution is a generic transformation of private batch ERM mechanisms into private incremental ERM mechanisms, based on a simple idea of invoking the private batch ERM procedure at some regular time intervals. We take this construction as a baseline for comparison. We then provide two mechanisms for the private incremental regression problem. Our first mechanism is based on privately constructing a noisy incremental gradient function, which is then used in a modified projected gradient procedure at every timestep. This mechanism has an excess empirical risk of $\approx\sqrt{d}$, where $d$ is the dimensionality of the data. While from the results of [Bassily et al. 2014] this bound is tight in the worst-case, we show that certain geometric properties of the input and constraint set can be used to derive significantly better results for certain interesting regression problems.

"The road to machine learning starts with Regression. If you are aspiring to become a data scientist, regression is the first algorithm you need to learnmaster. Not just to clear job interviews, but to solve real world problems. Till today, a lot of consultancy firms continue to use regression techniques at a larger scale to help their clients. No doubt, it's one of the easiest algorithms to learn, but it requires persistent effort to get to the master level.

Best Subset Regression method can be used to create a best-fitting regression model. This technique of model building helps to identify which predictor (independent) variables should be included in a multiple regression model(MLR). This method comprises of scrutinizing all of the models created from all possible permutation combination of predictor variables. This technique uses the R Squared value to check for the best model. Considering the level of complexity involved in creating such models it will not be an easy or a fun task to perform this method without using a statistical software program.

To model categorical response variables given their covariates, we propose a permuted and augmented stick-breaking (paSB) construction that one-to-one maps the observed categories to randomly permuted latent sticks. This new construction transforms multinomial regression into regression analysis of stick-specific binary random variables that are mutually independent given their covariate-dependent stick success probabilities, which are parameterized by the regression coefficients of their corresponding categories. The paSB construction allows transforming an arbitrary cross-entropy-loss binary classifier into a Bayesian multinomial one. Specifically, we parameterize the negative logarithms of the stick failure probabilities with a family of covariate-dependent softplus functions to construct nonparametric Bayesian multinomial softplus regression, and transform Bayesian support vector machine (SVM) into Bayesian multinomial SVM. These Bayesian multinomial regression models are not only capable of providing probability estimates, quantifying uncertainty, and producing nonlinear classification decision boundaries, but also amenable to posterior simulation. Example results demonstrate their attractive properties and appealing performance.

Autoregression is a time series model that uses observations from previous time steps as input to a regression equation to predict the value at the next time step. It is a very simple idea that can result in accurate forecasts on a range of time series problems. In this tutorial, you will discover how to implement an autoregressive model for time series forecasting with Python. Autoregression Models for Time Series Forecasting With Python Photo by Umberto Salvagnin, some rights reserved. A regression model, such as linear regression, models an output value based on a linear combination of input values.

We consider the problem of learning from noisy data in practical settings where the size of data is too large to store on a single machine. More challenging, the data coming from the wild may contain malicious outliers. To address the scalability and robustness issues, we present an online robust learning (ORL) approach. ORL is simple to implement and has provable robustness guarantee -- in stark contrast to existing online learning approaches that are generally fragile to outliers. We specialize the ORL approach for two concrete cases: online robust principal component analysis and online linear regression. We demonstrate the efficiency and robustness advantages of ORL through comprehensive simulations and predicting image tags on a large-scale data set. We also discuss extension of the ORL to distributed learning and provide experimental evaluations.