With the scale of data growing every day, reducing the dimensionality (a.k.a. sketching) of high-dimensional data has emerged as a task of paramount importance. Relevant issues to address in this context include the sheer volume of data that may consist of categorical samples, the typically streaming format of acquisition, and the possibly missing entries. To cope with these challenges, the present paper develops a novel categorical subspace learning approach to unravel the latent structure for three prominent categorical (bilinear) models, namely, Probit, Tobit, and Logit. The deterministic Probit and Tobit models treat data as quantized values of an analog-valued process lying in a low-dimensional subspace, while the probabilistic Logit model relies on low dimensionality of the data log-likelihood ratios. Leveraging the low intrinsic dimensionality of the sought models, a rank regularized maximum-likelihood estimator is devised, which is then solved recursively via alternating majorization-minimization to sketch high-dimensional categorical data `on the fly.' The resultant procedure alternates between sketching the new incomplete datum and refining the latent subspace, leading to lightweight first-order algorithms with highly parallelizable tasks per iteration. As an extra degree of freedom, the quantization thresholds are also learned jointly along with the subspace to enhance the predictive power of the sought models. Performance of the subspace iterates is analyzed for both infinite and finite data streams, where for the former asymptotic convergence to the stationary point set of the batch estimator is established, while for the latter sublinear regret bounds are derived for the empirical cost. Simulated tests with both synthetic and real-world datasets corroborate the merits of the novel schemes for real-time movie recommendation and chess-game classification.

Python is one of the fastest-growing platforms for applied machine learning. In this mini-course, you will discover how you can get started, build accurate models and confidently complete predictive modeling machine learning projects using Python in 14 days. This is a big and important post. You might want to bookmark it. Python Machine Learning Mini-Course Photo by Dave Young, some rights reserved.

Tensorflow is an open source machine learning (ML) library from Google. It has particularly became popular because of the support for Deep Learning. Apart from that it's highly scalable and can run on Android. The documentation is well maintained and several tutorials available for different expertise levels. To learn more about downloading and installing Tesnorflow, visit official website.

State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms. Such schemes are equivalent to linear algebraic techniques that minimize a convex quadratic objective function with structure induced by the dynamic model. These classical formulations fall short in many important circumstances. For instance, smoothers obtained using quadratic penalties can fail when outliers are present in the data, and cannot track impulsive inputs and abrupt state changes. Motivated by these shortcomings, generalized Kalman smoothing formulations have been proposed in the last few years, replacing quadratic models with more suitable, often nonsmooth, convex functions. In contrast to classical models, these general estimators require use of iterated algorithms, and these have received increased attention from control, signal processing, machine learning, and optimization communities. In this survey we show that the optimization viewpoint provides the control and signal processing community great freedom in the development of novel modeling and inference frameworks for dynamical systems. We discuss general statistical models for dynamic systems, making full use of nonsmooth convex penalties and constraints, and providing links to important models in signal processing and machine learning. We also survey optimization techniques for these formulations, paying close attention to dynamic problem structure. Modeling concepts and algorithms are illustrated with numerical examples.

For my Insight Data Science project, I built a linear regression model to predict nightly tap room attendance for New Republic Brewing Co. Using this model, New Republic will be able to schedule the appropriate number of bartenders for any given night. When it came time to decide how I would deliver this model to New Republic, I decided to eschew the typical dashboard in favor of building a Slack bot. New Republic had recently switched from communicating through Google Hangouts to Slack because they wanted to take advantage of Slack's integrations, so I took this opportunity to explore Slack integration creation. Building a Slack bot to interact with the model has many advantages. It provides a user friendly interface to the model that allows anyone at New Republic to interact with it.

This paper develops robust confidence intervals in high-dimensional and left-censored regression. Type-I censored regression models are extremely common in practice, where a competing event makes the variable of interest unobservable. However, techniques developed for entirely observed data do not directly apply to the censored observations. In this paper, we develop smoothed estimating equations that augment the de-biasing method, such that the resulting estimator is adaptive to censoring and is more robust to the misspecification of the error distribution. We propose a unified class of robust estimators, including Mallow's, Schweppe's and Hill-Ryan's one-step estimator. In the ultra-high-dimensional setting, where the dimensionality can grow exponentially with the sample size, we show that as long as the preliminary estimator converges faster than $n^{-1/4}$, the one-step estimator inherits asymptotic distribution of fully iterated version. Moreover, we show that the size of the residuals of the Bahadur representation matches those of the simple linear models, $s^{3/4 } (\log (p \vee n))^{3/4} / n^{1/4}$ -- that is, the effects of censoring asymptotically disappear. Simulation studies demonstrate that our method is adaptive to the censoring level and asymmetry in the error distribution, and does not lose efficiency when the errors are from symmetric distributions. Finally, we apply the developed method to a real data set from the MAQC-II repository that is related to the HIV-1 study.

Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to improve the predictive ability and biological interpretability of biomarkers. Here, we first introduce a general regularized Logistic Regression (LR) framework with regularized term $\lambda \|\bm{w}\|_1 + \eta\bm{w}^T\bm{M}\bm{w}$, which can reduce to different penalties, including Lasso, elastic net, and network-regularized terms with different $\bm{M}$. This framework can be easily solved in a unified manner by a cyclic coordinate descent algorithm which can avoid inverse matrix operation and accelerate the computing speed. However, if those estimated $\bm{w}_i$ and $\bm{w}_j$ have opposite signs, then the traditional network-regularized penalty may not perform well. To address it, we introduce a novel network-regularized sparse LR model with a new penalty $\lambda \|\bm{w}\|_1 + \eta|\bm{w}|^T\bm{M}|\bm{w}|$ to consider the difference between the absolute values of the coefficients. And we develop two efficient algorithms to solve it. Finally, we test our methods and compare them with the related ones using simulated and real data to show their efficiency.

The goal of this thesis is to investigate the potential of predictive modelling for football injuries. This work was conducted in close collaboration with Tottenham Hotspurs FC (THFC), the PGA European tour and the participation of Wolverhampton Wanderers (WW). Three investigations were conducted: 1. Predicting the recovery time of football injuries using the UEFA injury recordings: The UEFA recordings is a common standard for recording injuries in professional football. For this investigation, three datasets of UEFA injury recordings were available. Different machine learning algorithms were used in order to build a predictive model. The performance of the machine learning models is then improved by using feature selection conducted through correlation-based subset feature selection and random forests. 2. Predicting injuries in professional football using exposure records: The relationship between exposure (in training hours and match hours) in professional football athletes and injury incidence was studied. A common problem in football is understanding how the training schedule of an athlete can affect the chance of him getting injured. The task was to predict the number of days a player can train before he gets injured. 3. Predicting intrinsic injury incidence using in-training GPS measurements: A significant percentage of football injuries can be attributed to overtraining and fatigue. GPS data collected during training sessions might provide indicators of fatigue, or might be used to detect very intense training sessions which can lead to overtraining. This research used GPS data gathered during training sessions of the first team of THFC, in order to predict whether an injury would take place during a week.

BigML's Summer 2016 Release is here! GMT 02:00) for a FREE live webinar to learn about the newest version of BigML. We'll be diving into Logistic Regression, one of the most popular supervised Machine Learning methods for solving classification problems. Last Fall we launched Logistic Regressions in the BigML API to let you easily create and download models to your environment for fast, local predictions. With this Summer Release, we go a step further by bringing Logistic Regression to the BigML Dashboard.

O'Reilly has released the results of the 2016 Data Science Salary Survey. This survey is based on data from over 900 respondents to a 64-question survey about data-related tasks, tools, and the salary they receive from doing/using them. The median salary reported in the survey was US 87,000; amongst data scientists in the US, the median salary was US 106,000. Appropriately for a survey about data science, O'Reilly doesn't merely report aggregate statistics from the survey; they fit a linear regression model for a data, and extact coefficients from the model indicative of salary "bumps" (or downgrades) attributable to demographic factors. Factors that tended to increase salary included: working in cloud computing environments; working with Python; and being older.