Statistical Learning
A Local Convergence Theory for the Stochastic Gradient Descent Method in Non-Convex Optimization With Non-isolated Local Minima
Loss functions with non-isolated minima have emerged in several machine learning problems, creating a gap between theory and practice. In this paper, we formulate a new type of local convexity condition that is suitable to describe the behavior of loss functions near non-isolated minima. We show that such condition is general enough to encompass many existing conditions. In addition we study the local convergence of the SGD under this mild condition by adopting the notion of stochastic stability. The corresponding concentration inequalities from the convergence analysis help to interpret the empirical observation from some practical training results.
Automated Imbalanced Classification via Layered Learning
Cerqueira, Vitor, Torgo, Luis, Branco, Paula, Bellinger, Colin
In this paper we address imbalanced binary classification (IBC) tasks. Applying resampling strategies to balance the class distribution of training instances is a common approach to tackle these problems. Many state-of-the-art methods find instances of interest close to the decision boundary to drive the resampling process. However, under-sampling the majority class may potentially lead to important information loss. Over-sampling also may increase the chance of overfitting by propagating the information contained in instances from the minority class. The main contribution of our work is a new method called ICLL for tackling IBC tasks which is not based on resampling training observations. Instead, ICLL follows a layered learning paradigm to model the data in two stages. In the first layer, ICLL learns to distinguish cases close to the decision boundary from cases which are clearly from the majority class, where this dichotomy is defined using a hierarchical clustering analysis. In the subsequent layer, we use instances close to the decision boundary and instances from the minority class to solve the original predictive task. A second contribution of our work is the automatic definition of the layers which comprise the layered learning strategy using a hierarchical clustering model. This is a relevant discovery as this process is usually performed manually according to domain knowledge. We carried out extensive experiments using 100 benchmark data sets. The results show that the proposed method leads to a better performance relatively to several state-of-the-art methods for IBC.
Certificate in Data analysis using R programming
The R programming language was designed to work with data at all stages of the data analysis process. In this part of the course, you'll examine how R can This R programming course will take you through the end-to-end process of data analysis, including cleaning, manipulating, summarizing, describing, visualizing and analysing your data. The data analysis section includes the t-test, ANOVA, chi-squared test and linear regression. Every lesson includes examples using data that is built into R (so you already have access to the data). That means that you'll be able to replicate absolutely every example in the course.
Top Posts May 16-22: The 6 Python Machine Learning Tools Every Data Scientist Should Know About - KDnuggets
Why Are So Many Data Scientists Quitting Their Jobs? by Natassha Selvaraj Top Posts Dec 20 - Jan 2: 3 Tools to Track and Visualize the Execution ofโฆ Top Posts Jan 3-9: Why Do Machine Learning Models Die In Silence? Top Posts Jan 10-16: Is Data Science a Dying Career? Top Posts Jan 3-9: Why Do Machine Learning Models Die In Silence? Top Posts Jan 10-16: Is Data Science a Dying Career?
Non-Parametric Model
Non-parametric machine learning algorithms try to make assumptions about the data given the patterns observed from similar instances. For example, a popular non-parametric machine learning algorithm is the K-Nearest Neighbor algorithm that looks at similar training patterns for new instances. The only assumption it makes about the data set is that the training patterns that are the most similar are most likely to have a similar result. While non-parametric machine learning algorithms are often slower and require large amounts of data, they are rather flexible as they minimize the assumptions they make about the data.
A Conditional Randomization Test for Sparse Logistic Regression in High-Dimension
Nguyen, Binh T., Thirion, Bertrand, Arlot, Sylvain
Identifying the relevant variables for a classification model with correct confidence levels is a central but difficult task in high-dimension. Despite the core role of sparse logistic regression in statistics and machine learning, it still lacks a good solution for accurate inference in the regime where the number of features $p$ is as large as or larger than the number of samples $n$. Here, we tackle this problem by improving the Conditional Randomization Test (CRT). The original CRT algorithm shows promise as a way to output p-values while making few assumptions on the distribution of the test statistics. As it comes with a prohibitive computational cost even in mildly high-dimensional problems, faster solutions based on distillation have been proposed. Yet, they rely on unrealistic hypotheses and result in low-power solutions. To improve this, we propose \emph{CRT-logit}, an algorithm that combines a variable-distillation step and a decorrelation step that takes into account the geometry of $\ell_1$-penalized logistic regression problem. We provide a theoretical analysis of this procedure, and demonstrate its effectiveness on simulations, along with experiments on large-scale brain-imaging and genomics datasets.
9 Free Harvard Courses to Learn Data Science in 2022 - KDnuggets
Last month, I wrote an article on building a data science learning roadmap with free courses offered by MIT. However, the focus of most courses I listed was highly theoretical, and there was a lot of emphasis on learning the math and statistics behind machine learning algorithms. While the MIT roadmap will help you understand the principles behind predictive modelling, what's lacking is the ability to actually implement the concepts learnt and execute a real-world data science project. After spending some time scouring the Internet, I found a couple of freely available courses by Harvard that covered the entire data science workflow?--?from programming to data analysis, statistics, and machine learning. Once you complete all the courses in this learning path, you are also given a capstone project that allows you to put everything you learnt in practice.
Modeling the dynamics of language change: logistic regression, Piotrowski's law, and a handful of examples in Polish
Gรณrski, Rafaล L., Eder, Maciej
The study discusses modeling diachronic processes by logistic regression. The phenomenon of nonlinear changes in language was first observed by Raimund Piotrowski (hence labelled as Piotrowski's law), even if actual linguistic evidence usually speaks against using the notion of a "law" in this context. In our study, we apply logistic regression models to 9 changes which occurred between 15th and 18th century in the Polish language. The attested course of the majority of these changes closely follow the expected values, which proves that the language change might indeed resemble a nonlinear phase change scenario. We also extend the original Piotrowski's approach by proposing polynomial logistic regression for these cases which can hardly be described by its standard version. Also, we propose to consider individual language change cases jointly, in order to inspect their possible collinearity or, more likely, their different dynamics in the function of time. Last but not least, we evaluate our results by testing the influence of the subcorpus size on the model's goodness-of-fit.
Temporal support vectors for spiking neuronal networks
When neural circuits learn to perform a task, it is often the case that there are many sets of synaptic connections that are consistent with the task. However, only a small number of possible solutions are robust to noise in the input and are capable of generalizing their performance of the task to new inputs. Finding such good solutions is an important goal of learning systems in general and neuronal circuits in particular. For systems operating with static inputs and outputs, a well known approach to the problem is the large margin methods such as Support Vector Machines (SVM). By maximizing the distance of the data vectors from the decision surface, these solutions enjoy increased robustness to noise and enhanced generalization abilities. Furthermore, the use of the kernel method enables SVMs to perform classification tasks that require nonlinear decision surfaces. However, for dynamical systems with event based outputs, such as spiking neural networks and other continuous time threshold crossing systems, this optimality criterion is inapplicable due to the strong temporal correlations in their input and output. We introduce a novel extension of the static SVMs - The Temporal Support Vector Machine (T-SVM). The T-SVM finds a solution that maximizes a new construct - the dynamical margin. We show that T-SVM and its kernel extensions generate robust synaptic weight vectors in spiking neurons and enable their learning of tasks that require nonlinear spatial integration of synaptic inputs. We propose T-SVM with nonlinear kernels as a new model of the computational role of the nonlinearities and extensive morphologies of neuronal dendritic trees.
Feature subset selection for kernel SVM classification via mixed-integer optimization
Tamura, Ryuta, Takano, Yuichi, Miyashiro, Ryuhei
We study the mixed-integer optimization (MIO) approach to feature subset selection in nonlinear kernel support vector machines (SVMs) for binary classification. First proposed for linear regression in the 1970s, this approach has recently moved into the spotlight with advances in optimization algorithms and computer hardware. The goal of this paper is to establish an MIO approach for selecting the best subset of features for kernel SVM classification. To measure the performance of subset selection, we use the kernel-target alignment, which is the distance between the centroids of two response classes in a high-dimensional feature space. We propose a mixed-integer linear optimization (MILO) formulation based on the kernel-target alignment for feature subset selection, and this MILO problem can be solved to optimality using optimization software. We also derive a reduced version of the MILO problem to accelerate our MILO computations. Experimental results show good computational efficiency for our MILO formulation with the reduced problem. Moreover, our method can often outperform the linear-SVM-based MILO formulation and recursive feature elimination in prediction performance, especially when there are relatively few data instances.