Learn how to solve real life problem using the Machine learning techniques Machine Learning models such as Linear Regression, Logistic Regression, KNN etc. Advanced Machine Learning models such as Decision trees, XGBoost, Random Forest, SVM etc. Understanding of basics of statistics and concepts of Machine Learning How to do basic statistical operations and run ML models in Python Indepth knowledge of data collection and data preprocessing for Machine Learning problem How to convert business problem into a Machine learning problem Can I get a certificate after completing the course? Are there any other coupons available for this course? Note: 100% OFF Udemy coupon codes are valid for maximum 3 days only. Look for "ENROLL NOW" button at the end of the post. Disclosure: This post may contain affiliate links and we may get small commission if you make a purchase.

To segment 4K or 6K ultra high-resolution images needs extra computation consideration in image segmentation. Common strategies, such as down-sampling, patch cropping, and cascade model, cannot address well the balance issue between accuracy and computation cost. Motivated by the fact that humans distinguish among objects continuously from coarse to precise levels, we propose the Continuous Refinement Model~(CRM) for the ultra high-resolution segmentation refinement task. CRM continuously aligns the feature map with the refinement target and aggregates features to reconstruct these images' details. Besides, our CRM shows its significant generalization ability to fill the resolution gap between low-resolution training images and ultra high-resolution testing ones. We present quantitative performance evaluation and visualization to show that our proposed method is fast and effective on image segmentation refinement. Code will be released at https://github.com/dvlab-research/Entity.

A fundamental challenge in interactive learning and decision making, ranging from bandit problems to reinforcement learning, is to provide sample-efficient, adaptive learning algorithms that achieve near-optimal regret. This question is analogous to the classical problem of optimal (supervised) statistical learning, where there are well-known complexity measures (e.g., VC dimension and Rademacher complexity) that govern the statistical complexity of learning. However, characterizing the statistical complexity of interactive learning is substantially more challenging due to the adaptive nature of the problem. The main result of this work provides a complexity measure, the Decision-Estimation Coefficient, that is proven to be both necessary and sufficient for sample-efficient interactive learning. In particular, we provide: 1. a lower bound on the optimal regret for any interactive decision making problem, establishing the Decision-Estimation Coefficient as a fundamental limit. 2. a unified algorithm design principle, Estimation-to-Decisions (E2D), which transforms any algorithm for supervised estimation into an online algorithm for decision making. E2D attains a regret bound matching our lower bound, thereby achieving optimal sample-efficient learning as characterized by the Decision-Estimation Coefficient. Taken together, these results constitute a theory of learnability for interactive decision making. When applied to reinforcement learning settings, the Decision-Estimation Coefficient recovers essentially all existing hardness results and lower bounds. More broadly, the approach can be viewed as a decision-theoretic analogue of the classical Le Cam theory of statistical estimation; it also unifies a number of existing approaches -- both Bayesian and frequentist.

This paper discusses the estimation of the generalization gap, the difference between a generalization error and an empirical error, for overparameterized models (e.g., neural networks). We first show that a functional variance, a key concept in defining a widely-applicable information criterion, characterizes the generalization gap even in overparameterized settings where a conventional theory cannot be applied. We also propose a computationally efficient approximation of the function variance, the Langevin approximation of the functional variance (Langevin FV). This method leverages only the $1$st-order gradient of the squared loss function, without referencing the $2$nd-order gradient; this ensures that the computation is efficient and the implementation is consistent with gradient-based optimization algorithms. We demonstrate the Langevin FV numerically by estimating the generalization gaps of overparameterized linear regression and non-linear neural network models.

Kernel continual learning by \citet{derakhshani2021kernel} has recently emerged as a strong continual learner due to its non-parametric ability to tackle task interference and catastrophic forgetting. Unfortunately its success comes at the expense of an explicit memory to store samples from past tasks, which hampers scalability to continual learning settings with a large number of tasks. In this paper, we introduce generative kernel continual learning, which explores and exploits the synergies between generative models and kernels for continual learning. The generative model is able to produce representative samples for kernel learning, which removes the dependence on memory in kernel continual learning. Moreover, as we replay only on the generative model, we avoid task interference while being computationally more efficient compared to previous methods that need replay on the entire model. We further introduce a supervised contrastive regularization, which enables our model to generate even more discriminative samples for better kernel-based classification performance. We conduct extensive experiments on three widely-used continual learning benchmarks that demonstrate the abilities and benefits of our contributions. Most notably, on the challenging SplitCIFAR100 benchmark, with just a simple linear kernel we obtain the same accuracy as kernel continual learning with variational random features for one tenth of the memory, or a 10.1\% accuracy gain for the same memory budget.

Millions of packages are delivered successfully by online and local retail stores across the world every day. The proper delivery of packages is needed to ensure high customer satisfaction and repeat purchases. These deliveries suffer various problems despite the best efforts from the stores. These issues happen not only due to the large volume and high demand for low turnaround time but also due to mechanical operations and natural factors. These issues range from receiving wrong items in the package to delayed shipment to damaged packages because of mishandling during transportation. Finding solutions to various delivery issues faced by both sending and receiving parties plays a vital role in increasing the efficiency of the entire process. This paper shows how to find these issues using customer feedback from the text comments and uploaded images. We used transfer learning for both Text and Image models to minimize the demand for thousands of labeled examples. The results show that the model can find different issues. Furthermore, it can also be used for tasks like bottleneck identification, process improvement, automating refunds, etc. Compared with the existing process, the ensemble of text and image models proposed in this paper ensures the identification of several types of delivery issues, which is more suitable for the real-life scenarios of delivery of items in retail businesses. This method can supply a new idea of issue detection for the delivery of packages in similar industries.

We hear about machine learning a lot these days, and in fact it's all around us. It can sound kind of mysterious, or even scary, but it turns out that machine learning is just math. And to prove that it's just math, I will write this article the old-school way, with hand-written equations instead of code. If you prefer to learn by listening and watching, I posted a video that covers the content of this article here. To explain what machine learning is and how math makes it work, we will do a full walk-through of logistic regression, a fairly simple but fundamental model that is in some sense the building block of more complex models like neural networks.

Starting at the top of the mountain, we will take baby steps downhill in the direction where the gradient is negative. After that, we recalculate the negative gradient and take another step in a specified direction. We continue this process until we get to the bottom or local minimum. The size of each step is called a learning rate. If you have a high learning rate it means your descent will be much faster, but you will risk overshooting the local minima.

We consider the dynamic pricing problem with covariates under a generalized linear demand model: a seller can dynamically adjust the price of a product over a horizon of $T$ time periods, and at each time period $t$, the demand of the product is jointly determined by the price and an observable covariate vector $x_t\in\mathbb{R}^d$ through an unknown generalized linear model. Most of the existing literature assumes the covariate vectors $x_t$'s are independently and identically distributed (i.i.d.); the few papers that relax this assumption either sacrifice model generality or yield sub-optimal regret bounds. In this paper we show that a simple pricing algorithm has an $O(d\sqrt{T}\log T)$ regret upper bound without assuming any statistical structure on the covariates $x_t$ (which can even be arbitrarily chosen). The upper bound on the regret matches the lower bound (even under the i.i.d. assumption) up to logarithmic factors. Our paper thus shows that (i) the i.i.d. assumption is not necessary for obtaining low regret, and (ii) the regret bound can be independent of the (inverse) minimum eigenvalue of the covariance matrix of the $x_t$'s, a quantity present in previous bounds. Furthermore, we discuss a condition under which a better regret is achievable and how a Thompson sampling algorithm can be applied to give an efficient computation of the prices.

Community detection and synchronization are both fundamental problems in signal processing, machine learning, and computer vision. Recently, there is an increasing interest in their joint problem [27, 8, 44]. That is, in the presence of heterogeneous data where data points associated with random group elements (e.g. the orthogonal group O(d) of dimension d) fall into multiple underlying clusters, the joint problem is to simultaneously recover the cluster structures as well as the group elements. A motivating example is the 2D class averaging process in cryo-electron microscopy single particle reconstruction [30, 58, 68], whose goal is to align (with SO(2) group synchronization) and average projection images of a single particle with similar viewing angles to improve their signal-to-noise ratio (SNR). Another application in computer vision is simultaneous permutation group synchronization and clustering on heterogeneous object collections consisting of 2D images or 3D shapes [8]. In this work, we study the joint problem based on the probabilistic model introduced in [27] which extends the celebrated stochastic block model (SBM) [19, 21, 22, 29, 38, 41, 49, 50, 51, 52] (see Figure 1) for community detection. In particular, we focus on the orthogonal group O(d) that covers a wide range of applications mentioned above.