Compared to other programming exercises, a machine learning project is a blend of code and data. You need both to achieve the result and do something useful. Over the years, many well-known datasets have been created, and many have become standards or benchmarks. In this tutorial, we are going to see how we can obtain those well-known public datasets easily. We will also learn how to make a synthetic dataset if none of the existing datasets fits our needs.

The construction and theoretical analysis of the most popular universally consistent nonparametric density estimators hinge on one functional property: smoothness. In this paper we investigate the theoretical implications of incorporating a multi-view latent variable model, a type of low-rank model, into nonparametric density estimation. To do this we perform extensive analysis on histogram-style estimators that integrate a multi-view model. Our analysis culminates in showing that there exists a universally consistent histogram-style estimator that converges to any multi-view model with a finite number of Lipschitz continuous components at a rate of $\widetilde{O}(1/\sqrt[3]{n})$ in $L^1$ error. In contrast, the standard histogram estimator can converge at a rate slower than $1/\sqrt[d]{n}$ on the same class of densities. We also introduce a new nonparametric latent variable model based on the Tucker decomposition. A rudimentary implementation of our estimators experimentally demonstrates a considerable performance improvement over the standard histogram estimator. We also provide a thorough analysis of the sample complexity of our Tucker decomposition-based model and a variety of other results. Thus, our paper provides solid theoretical foundations for extending low-rank techniques to the nonparametric setting

We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates. Our likelihood-based approach allows us to either model all conditional moments of a parametric distribution, or to approximate the conditional cumulative distribution function via Normalizing Flows. As underlying computational backbones, our framework is based on XGBoost and LightGBM. Modelling and predicting the entire conditional distribution greatly enhances existing tree-based gradient boosting implementations, as it allows to create probabilistic forecasts from which prediction intervals and quantiles of interest can be derived. Empirical results show that our framework achieves state-of-the-art forecast accuracy.

Machine Learning A-Z: Hands-On Python & R In Data Science by Kirill Eremenko, Hadelin de Ponteves and SuperDataScience Team will teach you Machine Learning using Python & R. This course has been designed by two professional Data Scientists. With over 300,000 students and an average rating of 4.5 on Udemy, this is quite simply one of the best Machine Learning & Python courses. If that wasn't enough, this course has a length of over 40 hours of video content! This makes it one of the most comprehensive Machine Learning courses ever. This Python tutorial will teach you everything related to Machine Learning, step-by-step.

During my university studies, I attended a course named Statistical Data Analysis. I was excited about this course because it taught me all the basic statistical analysis methods such as (non-)linear regression, ANOVA, MANOVA, LDA, PCA, etc. However, I never learned about the business application of these methods. During the course, we worked with several examples. Still, all the samples were CSV datasets, mainly from Kaggle.

Originally published on Towards AI the World's Leading AI and Technology News and Media Company. If you are building an AI-related product or service, we invite you to consider becoming an AI sponsor. At Towards AI, we help scale AI and technology startups. Let us help you unleash your technology to the masses. Time series data is one of the most common data types in the industry and you will probably be working with it in your career. Therefore understanding how to work with it and how to apply analytical and forecasting techniques are critical for every aspiring data scientist. In this series of articles, I will go through the basic techniques to work with time-series data, starting from data manipulation, analysis, visualization to understand your data and prepare it for and then using statistical, machine, and deep learning techniques for forecasting and classification. It will be more of a practical guide in which I will be applying each discussed and explained concept to real data.

Predicting electronic energies, densities, and related chemical properties can facilitate the discovery of novel catalysts, medicines, and battery materials. By developing a physics-inspired equivariant neural network, we introduce a method to learn molecular representations based on the electronic interactions among atomic orbitals. Our method, OrbNet-Equi, leverages efficient tight-binding simulations and learned mappings to recover high fidelity quantum chemical properties. OrbNet-Equi models a wide spectrum of target properties with an accuracy consistently better than standard machine learning methods and a speed orders of magnitude greater than density functional theory. Despite only using training samples collected from readily available small-molecule libraries, OrbNet-Equi outperforms traditional methods on comprehensive downstream benchmarks that encompass diverse main-group chemical processes. Our method also describes interactions in challenging charge-transfer complexes and open-shell systems. We anticipate that the strategy presented here will help to expand opportunities for studies in chemistry and materials science, where the acquisition of experimental or reference training data is costly.

The Cut posterior and related Semi-Modular Inference are Generalised Bayes methods for Modular Bayesian evidence combination. Analysis is broken up over modular sub-models of the joint posterior distribution. Model-misspecification in multi-modular models can be hard to fix by model elaboration alone and the Cut posterior and SMI offer a way round this. Information entering the analysis from misspecified modules is controlled by an influence parameter $\eta$ related to the learning rate. This paper contains two substantial new methods. First, we give variational methods for approximating the Cut and SMI posteriors which are adapted to the inferential goals of evidence combination. We parameterise a family of variational posteriors using a Normalising Flow for accurate approximation and end-to-end training. Secondly, we show that analysis of models with multiple cuts is feasible using a new Variational Meta-Posterior. This approximates a family of SMI posteriors indexed by $\eta$ using a single set of variational parameters.

In 1958, the New York Times reported on a new machine called the perceptron. Frank Rosenblatt, its inventor, demonstrated that the perceptron was able to learn from experience. He predicted that later perceptrons would be able to recognize people, or instantly translate spoken language. Now a reality, this must have sounded like distant science fiction at the time. In hindsight, we may consider it the birth of machine learning, the field fueling most of the current advances in artificial intelligence (AI). Around the same time, another equally revolutionary development took place: scientists understood that computers could do more than compute numbers: they can process symbols. Although this insight was also motivated by artificial intelligence, in hindsight it was the birth of the field of computer science. There was great optimism that the manipulation of symbols, in programs written by humans, implementing rules designed by humans, should be enough to generate intelligence. Below, we shall refer to this as the symbol-rule hypothesis.

Distributed learning paradigms, such as federated and decentralized learning, allow for the coordination of models across a collection of agents, and without the need to exchange raw data. Instead, agents compute model updates locally based on their available data, and subsequently share the update model with a parameter server or their peers. This is followed by an aggregation step, which traditionally takes the form of a (weighted) average. Distributed learning schemes based on averaging are known to be susceptible to outliers. A single malicious agent is able to drive an averaging-based distributed learning algorithm to an arbitrarily poor model. This has motivated the development of robust aggregation schemes, which are based on variations of the median and trimmed mean. While such procedures ensure robustness to outliers and malicious behavior, they come at the cost of significantly reduced sample efficiency. This means that current robust aggregation schemes require significantly higher agent participation rates to achieve a given level of performance than their mean-based counterparts in non-contaminated settings. In this work we remedy this drawback by developing statistically efficient and robust aggregation schemes for distributed learning.