Regression
Book: Mastering Python for Data Science
If you are a Python developer who wants to master the world of data science then this book is for you. Some knowledge of data science is assumed. Evaluate and apply the linear regression technique to estimate the relationships among variables. Data science is a relatively new knowledge domain which is used by various organizations to make data driven decisions. Data scientists have to wear various hats to work with data and to derive value from it.
Graphing Hypothesis with uni variate linear regression โข /r/MachineLearning
Hello, I've been following the machine learning videos on coursera with Andrew ng as the instructor. I don't know any math beyond a high school level so this is a bit tricky. I didn't understand how he was graphing this and what the H theta (x) meant when it came to graphing. I've searched on the internet a lot and couldn't find a video explaining what this means at all. If anyone would like to point me in the right direction that would be greatly appreciated.
Announcing the winner of our second competition - Jackknife regression
The winner for our second data science competition is Tom De Smedt, biostatistician completing a Ph.D program at University of Leuven, Belgium. His special interests are in spatial statistics, environmental epidemiology, novel regression techniques and data visualization. The competition consisted of simulating data and testing the Jackknife regression technique recently developed in our laboratory, on correlated features or variables. The technique provides an approximation to standard regression, but is far more robust and deemed suitable for automated or black-box data science. The easiest version consists of pretending that variables are uncorrelated, to very quickly obtain robust regression coefficients that are easy to interpret.
A Complete Tutorial on Ridge and Lasso Regression in Python
When we talk about Regression, we often end up discussing Linear and Logistics Regression. Do you know there are 7 types of Regressions? Linear and logistic regression is just the most loved members from the family of regressions. Last week, I saw a recorded talk at NYC Data Science Academy from Owen Zhang, current Kaggle rank 3 and Chief Product Officer at DataRobot. He said, 'if you are using regression without regularization, you have to be very special!'. I hope you get what a person of his stature referred to. I understood it very well and decided to explore regularization techniques in detail. In this article, I have explained the complex science behind'Ridge Regression' and'Lasso Regression' which are the most fundamental regularization techniques, sadly still not used by many.
Classical Statistics and Statistical Learning in Imaging Neuroscience
Neuroimaging research has predominantly drawn conclusions based on classical statistics, including null-hypothesis testing, t-tests, and ANOVA. Throughout recent years, statistical learning methods enjoy increasing popularity, including cross-validation, pattern classification, and sparsity-inducing regression. These two methodological families used for neuroimaging data analysis can be viewed as two extremes of a continuum. Yet, they originated from different historical contexts, build on different theories, rest on different assumptions, evaluate different outcome metrics, and permit different conclusions. This paper portrays commonalities and differences between classical statistics and statistical learning with their relation to neuroimaging research. The conceptual implications are illustrated in three common analysis scenarios. It is thus tried to resolve possible confusion between classical hypothesis testing and data-guided model estimation by discussing their ramifications for the neuroimaging access to neurobiology.
Personalized Risk Scoring for Critical Care Patients using Mixtures of Gaussian Process Experts
Alaa, Ahmed M., Yoon, Jinsung, Hu, Scott, van der Schaar, Mihaela
We develop a personalized real time risk scoring algorithm that provides timely and granular assessments for the clinical acuity of ward patients based on their (temporal) lab tests and vital signs. Heterogeneity of the patients population is captured via a hierarchical latent class model. The proposed algorithm aims to discover the number of latent classes in the patients population, and train a mixture of Gaussian Process (GP) experts, where each expert models the physiological data streams associated with a specific class. Self-taught transfer learning is used to transfer the knowledge of latent classes learned from the domain of clinically stable patients to the domain of clinically deteriorating patients. For new patients, the posterior beliefs of all GP experts about the patient's clinical status given her physiological data stream are computed, and a personalized risk score is evaluated as a weighted average of those beliefs, where the weights are learned from the patient's hospital admission information. Experiments on a heterogeneous cohort of 6,313 patients admitted to Ronald Regan UCLA medical center show that our risk score outperforms the currently deployed risk scores, such as MEWS and Rothman scores.
Linearity assumption in Linear Regression
This is actually a good question. For a categorical variable, can the model say that some veles are significant, some levels are not. Typically after a regression we look at the ANOVA (Analysis of Variance) table. There we have 1 row per independent variable. In other words, in My example we will see a single row corresponding to the variable COLOR (as opposed to say 2 rows for I_green and I_blue).
Provable Sparse Tensor Decomposition
Sun, Will Wei, Lu, Junwei, Liu, Han, Cheng, Guang
We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components. The sparsity is achieved via an efficient truncation step embedded in the tensor power iteration. Our method applies to a broad family of high dimensional latent variable models, including high dimensional Gaussian mixture and mixtures of sparse regressions. A thorough theoretical investigation is further conducted. In particular, we show that the final decomposition estimator is guaranteed to achieve a local statistical rate, and further strengthen it to the global statistical rate by introducing a proper initialization procedure. In high dimensional regimes, the obtained statistical rate significantly improves those shown in the existing non-sparse decomposition methods. The empirical advantages of TTP are confirmed in extensive simulated results and two real applications of click-through rate prediction and high-dimensional gene clustering.
Regression Analysis using R explained
Let us apply regression analysis on power plant dataset available from here. The dataset contains 9568 data points collected from a Combined Cycle Power Plant over 6 years (2006-2011), when the power plant was set to work with full load. Features consist of hourly average ambient variables Temperature (T), Ambient Pressure (AP), Relative Humidity (RH) and Exhaust Vacuum (V) to predict the net hourly electrical energy output (EP) of the plant.
How do I use weight vector of SVM and logistic regression for feature importance?
I have trained a SVM and logistic regression classifier on my dataset for binary classification. Both classifier provide a weight vector which is of the size of the number of features. I can use this weight vector to select the 10 most important features. For doing that I have turned the weights into t-scores by doing a permutation test. I did 1000 permutations of the class labels and at each permutation I calculated the weight vector.