I came across a book titled Calculus of Thought: Neuromorphic Logistic Regression in Cognitive Machines. It introduces a method called reduced error logistic regression (RELR). Does anyone know anything about it? Yes, but I thought it was better to ask before wasting one week to understand and reproduce the results like I did with Numenta's HTM.

This topic describes how to load machine learning (ML) models that have been built using Spark MLlib and stored in Azure Blob Storage (WASB), and how to score them with datasets that have also been stored in WASB. It shows how to pre-process the input data, transform features using the indexing and encoding functions in the MLlib toolkit, and how to create a labeled point data object that can be used as input for scoring with the ML models. The models used for scoring include Linear Regression, Logistic Regression, Random Forest Models, and Gradient Boosting Tree Models. You need an Azure account and an HDInsight Spark cluster to begin this walkthrough. See the Overview of Data Science using Spark on Azure HDInsight for these requirements, for a description of the NYC 2013 Taxi data used here, and for instructions on how execute code from a Jupyter notebook on the Spark cluster.

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.

The CRAN task view: "Robust statistical methods" gives a long list of regression methods, including many that Vincent mentions. Here a some that are not mentioned there: Regression in unusual spaces. It is usually addressed under the title "Compositional data" (see Wikipedia entry). The late John Aitchison founded this area of statistics. Googling his name "compositional data" gives access to a number of his articles.

Here is the link to coursera course for NLP Pick the software from the The Stanford NLP (Natural Language Processing) Group and input some text to view its parse tree, named entities, part of speech tags, etc.

ICU mortality risk prediction may help clinicians take effective interventions to improve patient outcome. Existing machine learning approaches often face challenges in integrating a comprehensive panel of physiologic variables and presenting to clinicians interpretable models. We aim to improve both accuracy and interpretability of prediction models by introducing Subgraph Augmented Non-negative Matrix Factorization (SANMF) on ICU physiologic time series. SANMF converts time series into a graph representation and applies frequent subgraph mining to automatically extract temporal trends. We then apply non-negative matrix factorization to group trends in a way that approximates patient pathophysiologic states. Trend groups are then used as features in training a logistic regression model for mortality risk prediction, and are also ranked according to their contribution to mortality risk. We evaluated SANMF against four empirical models on the task of predicting mortality or survival 30 days after discharge from ICU using the observed physiologic measurements between 12 and 24 hours after admission. SANMF outperforms all comparison models, and in particular, demonstrates an improvement in AUC (0.848 vs. 0.827, p<0.002) compared to a state-of-the-art machine learning method that uses manual feature engineering. Feature analysis was performed to illuminate insights and benefits of subgraph groups in mortality risk prediction.

A key challenge in the realization of autonomous vehicles is the machine's ability to perceive its surrounding environment. This task is tackled through a model that partitions vehicle camera input into distinct semantic classes, by taking into account visual contextual cues. The use of structured machine learning models is investigated, which not only allow for complex input, but also arbitrarily structured output. Towards this goal, an outdoor road scene dataset is constructed with accompanying fine-grained image labelings. For coherent segmentation, a structured predictor is modeled to encode label distributions conditioned on the input images. After optimizing this model through max-margin learning, based on an ontological loss function, efficient classification is realized via graph cuts inference using alpha-expansion. Both quantitative and qualitative analyses demonstrate that by taking into account contextual relations between pixel segmentation regions within a second-degree neighborhood, spurious label assignments are filtered out, leading to highly accurate semantic segmentations for outdoor scenes.

Gaussian Conditional Random Fields (GCRF) are atype of structured regression model that incorporatesmultiple predictors and multiple graphs. This isachieved by defining quadratic term feature functions inGaussian canonical form which makes the conditionallog-likelihood function convex and hence allows findingthe optimal parameters by learning from data. In thiswork, the parameter space for the GCRF model is extendedto facilitate joint modelling of positive and negativeinfluences. This is achieved by restricting the modelto a single graph and formulating linear bounds on convexitywith respect to the models parameters. In addition,our formulation for the model using one networkallows calculating gradients much faster than alternativeimplementations. Lastly, we extend the model onestep farther and incorporate a bias term into our linkweight. This bias is solved as part of the convex optimization.Benefits of the proposed model in terms ofimproved accuracy and speed are characterized on severalsynthetic graphs with 2 million links as well as on ahospital admissions prediction task represented as a humandisease-symptom similarity network correspondingto more than 35 million hospitalization records inCalifornia over 9 years.

As text classifiers become increasingly used in real-time applications, it is critical to consider not only their accuracy but also their robustness to changes in the data distribution. In this paper, we consider the case where there is a confounding variable Z that influences both the text features X and the class variable Y. For example, a classifier trained to predict the health status of a user based on their online communications may be confounded by socioeconomic variables. When the influence of Z changes from training to testing data, we find that classifier accuracy can degrade rapidly. Our approach, based on Pearl's back-door adjustment, estimates the underlying effect of a text variable on the class variable while controlling for the confounding variable. Although our goal is prediction, not causal inference, we find that such adjustments are essential to building text classifiers that are robust to confounding variables. On three diverse text classifications tasks, we find that covariate adjustment results in higher accuracy than competing baselines over a range of confounding relationships (e.g., in one setting, accuracy improves from 60% to 81%).

Accurate weather forecasts enhance sustainability by facilitating decision making across a broad range of endeavors including public safety, transportation, energy generation and management, retail logistics, emergency preparedness, and many others. This paper presents a method for combining multiple scalar forecasts to obtain deterministic predictions that are generally more accurate than any of the constituents. Exponentially-weighted forecast bias estimates and error covariance matrices are formed at observation sites, aggregated spatially and temporally, and used to formulate a constrained, regularized least squares regression problem that may be solved using quadratic programming. The model is re-trained when new observations arrive, updating the forecast bias estimates and consensus combination weights to adapt to weather regime and input forecast model changes. The algorithm is illustrated for 0-72 hour temperature forecasts at over 1200 sites in the contiguous U.S. based on a 22-member forecast ensemble, and its performance over multiple seasons is compared to a state-of-the-art ensemble-based forecasting system. In addition to weather forecasts, this approach to consensus may be useful for ensemble predictions of climate, wind energy, solar power, energy demand, and numerous other quantities.