Statistical Learning
Intuitive Introduction to Logistic Regression (Understanding the mathematics behind the model)
I've been working with Logistic Regression to fit my data and make good predictions as a beginner. But as soon as I'm done with that I feel empty and the reason for that was simply because I was performing the same task iteratively (i.e. Just fitting and predicting which could get boring because of not understanding what's going on behind the scene). I've always thought of how is the model able to perform the predictions. But then I sat down one day and studied how the Logistic regression can perform its prediction.
Complete Machine Learning & Data Science Bootcamp 2022
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Introducing a Multi-target regression
In this review, I will review a well-known paper called Multi-target regression via input space expansion: treating targets as inputs [1]. Note that I am introducing Grigorios Tsoumakas, et al work, and they wrote the paper. This review is simply an introduction and summary of their original work. I will try to explain this paper simply with related examples. MTR or Multi-output regression or Multivariate regression refers to the models that try to predict multivariate outputs with the related input data.
Parametric vs. Non-parametric tests, and when to use them
The fundamentals of Data Science include computer science, statistics and math. It's very easy to get caught up in the latest and greatest, most powerful algorithms -- convolutional neural nets, reinforcement learning etc. As an ML/health researcher and algorithm developer, I often employ these techniques. However, something I have seen rife in the data science community after having trained 10 years as an electrical engineer is that if all you have is a hammer, everything looks like a nail. Suffice it to say that while many of these exciting algorithms have immense applicability, too often the statistical underpinnings of the data science community are overlooked.
Adversarially Learned Mixture Model
Jesson, Andrew, Low-Kam, Cécile, Nair, Tanya, Soudan, Florian, Chandelier, Florent, Chapados, Nicolas
The Adversarially Learned Mixture Model (AMM) is a generative model for unsupervised or semi-supervised data clustering. The AMM is the first adversarially optimized method to model the conditional dependence between inferred continuous and categorical latent variables. Experiments on the MNIST and SVHN datasets show that the AMM allows for semantic separation of complex data when little or no labeled data is available. The AMM achieves a state-of-the-art unsupervised clustering error rate of 2.86% on the MNIST dataset. A semi-supervised extension of the AMM yields competitive results on the SVHN dataset.
Towards Bundle Adjustment for Satellite Imaging via Quantum Machine Learning
Piatkowski, Nico, Gerlach, Thore, Hugues, Romain, Sifa, Rafet, Bauckhage, Christian, Barbaresco, Frederic
Given is a set of images, where all images show views of the same area at different points in time and from different viewpoints. The task is the alignment of all images such that relevant information, e.g., poses, changes, and terrain, can be extracted from the fused image. In this work, we focus on quantum methods for keypoint extraction and feature matching, due to the demanding computational complexity of these sub-tasks. To this end, k-medoids clustering, kernel density clustering, nearest neighbor search, and kernel methods are investigated and it is explained how these methods can be re-formulated for quantum annealers and gate-based quantum computers. Experimental results obtained on digital quantum emulation hardware, quantum annealers, and quantum gate computers show that classical systems still deliver superior results. However, the proposed methods are ready for the current and upcoming generations of quantum computing devices which have the potential to outperform classical systems in the near future.
$\pi$BO: Augmenting Acquisition Functions with User Beliefs for Bayesian Optimization
Hvarfner, Carl, Stoll, Danny, Souza, Artur, Lindauer, Marius, Hutter, Frank, Nardi, Luigi
Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available prior beliefs the practitioner has on the potential location of the optimum. To address this issue, we propose πBO, an acquisition function generalization which incorporates prior beliefs about the location of the optimum in the form of a probability distribution, provided by the user. In contrast to previous approaches, πBO is conceptually simple and can easily be integrated with existing libraries and many acquisition functions. We provide regret bounds when πBO is applied to the common Expected Improvement acquisition function and prove convergence at regular rates independently of the prior. Further, our experiments show that πBO outperforms competing approaches across a wide suite of benchmarks and prior characteristics. We also demonstrate that πBO improves on the state-of-theart performance for a popular deep learning task, with a 12.5 time-to-accuracy speedup over prominent BO approaches. The optimization of expensive black-box functions is a prominent task, arising across a wide range of applications. Despite the demonstrated effectiveness of BO for HPO (Bergstra et al., 2011; Turner et al., 2021), its adoption among practitioners remains limited. In a survey covering NeurIPS 2019 and ICLR 2020 (Bouthillier & Varoquaux, 2020), manual search was shown to be the most prevalent tuning method, with BO accounting for less than 7% of all tuning efforts. As the understanding of hyperparameter settings in deep learning (DL) models increase (Smith, 2018), so too does the tuning proficiency of practitioners (Anand et al., 2020). As previously displayed (Smith, 2018; Anand et al., 2020; Souza et al., 2021; Wang et al., 2019), this knowledge manifests in choosing single configurations or regions of hyperparameters that presumably yield good results, demonstrating a belief over the location of the optimum. BO's deficit to properly incorporate said beliefs is a reason why practitioners prefer manual search to BO (Wang et al., 2019), despite its documented shortcomings (Bergstra & Bengio, 2012). To improve the usefulness of automated HPO approaches for ML practictioners, the ability to incorporate such knowledge is pivotal. Well-established BO frameworks (Snoek et al., 2012; Hutter et al., 2011; The GPyOpt authors, 2016; Kandasamy et al., 2020; Balandat et al., 2020) support user input to a limited extent, such as by biasing the initial design, or by narrowing the search space; however, this type of hard prior can lead to poor performance by missing important regions.
Learning and Inference in Sparse Coding Models with Langevin Dynamics
Fang, Michael Y. -S., Mudigonda, Mayur, Zarcone, Ryan, Khosrowshahi, Amir, Olshausen, Bruno A.
We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to be solved by harnessing natural sources of stochasticity inherent in electronic and neural systems. We demonstrate this idea for a sparse coding model by deriving a continuous-time equation for inferring its latent variables via Langevin dynamics. The model parameters are learned by simultaneously evolving according to another continuous-time equation, thus bypassing the need for digital accumulators or a global clock. Moreover we show that Langevin dynamics lead to an efficient procedure for sampling from the posterior distribution in the 'L0 sparse' regime, where latent variables are encouraged to be set to zero as opposed to having a small L1 norm. This allows the model to properly incorporate the notion of sparsity rather than having to resort to a relaxed version of sparsity to make optimization tractable. Simulations of the proposed dynamical system on both synthetic and natural image datasets demonstrate that the model is capable of probabilistically correct inference, enabling learning of the dictionary as well as parameters of the prior.
What Happens When You Omit Important Variables From Your Regression Model
We'll study the consequences of failing to include important variables in a linear regression model. Our goal will be to formulate a well-known result in statistical modeling called Omitted Variable Bias and to illustrate the calculation using the sample data set. The following data contains specifications of 205 automobiles taken from the 1985 edition of Ward's Automotive Yearbook. Each row contains a set of 26 specifications about a single vehicle. We'll consider a subset of this data consisting of the following variables: City_MPG Car_Volume Curb_Weight Engine_Size The Car_Volume variable is not present in the original data set.
A First Course on Deploying Python Projects
After all the hard work on developing a project in Python, we want to share our project with other people. It can be your friend or your colleagues. Maybe they do not interested in your code, but they want to run it and make some real use of it. An example is you created a regression model that can predict a value based on input features. Your friend wants to provide their own feature and see what value your model predicts.