Statistical Learning
NYC Data Science Academy
This 20-hour Machine Learning with Python course covers all the basic machine learning methods and Python modules (especially Scikit-Learn) for implementing them. The five sessions cover: simple and multiple Linear regressions; classification methods including logistic regression, discriminant analysis and naive bayes, support vector machines (SVMs) and tree based methods; cross-validation and feature selection; regularization; principal component analysis (PCA) and clustering algorithms. After successfully completing of this course, you will be able to explain the principles of machine learning algorithms and implement these methods to analyze complex datasets and make predictions in Python.
State of the Art Survey of Deep Learning and Machine Learning Models for Smart Cities and Urban Sustainability
Deep learning (DL) and machine learning (ML) methods have recently contributed to the advancement of models in the various aspects of prediction, planning, and uncertainty analysis of smart cities and urban development. This paper presents the state of the art of DL and ML methods used in this realm. Through a novel taxonomy, the advances in model development and new application domains in urban sustainability and smart cities are presented. Findings reveal that five DL and ML methods have been most applied to address the different aspects of smart cities. These are artificial neural networks; support vector machines; decision trees; ensembles, Bayesians, hybrids, and neuro-fuzzy; and deep learning.
Interpretability: Cracking open the black box – Part III
Previously, we looked at the pitfalls with the default "feature importance" in tree based models, talked about permutation importance, LOOC importance, and Partial Dependence Plots. Now let's switch lanes and look at a few model agnostic techniques which takes a bottom-up way of explaining predictions. Instead of looking at the model and trying to come up with global explanations like feature importance, these set of methods look at each single prediction and then try to explain them. As the name suggests, this is a model agnostic technique to generate local explanations to the model. The core idea behind the technique is quite intuitive. Suppose we have a complex classifier, with a highly non-linear decision boundary.
71 Data Science Interview Questions and Answers - Crack Technical Interview Now! - DataFlair
DataFlair has published a series of top data science interview questions and answers which contains 130 questions of all the levels. This is the second part of the Data Science Interview Questions and Answers series. In our first part, we discussed some basic level questions which could be asked in your next interview, especially if you are a fresher in Data Science. Today, I am sharing the top 71 Data Science Interview Questions and Answers. This is the only part where you will get best scenario-based interview questions for data scientist interviews. A Data Science Interview is not a test of your knowledge, but your ability to do it at the right time. Every data science interview has many Python-related questions, so if you really want to crack your next data science interview, you need to master Python. Q.1 What is a lambda expression in Python? With the help of lambda expression, you can create an anonymous function. Unlike conventional functions, lambda functions occupy a single line of code. We obtain the output of 25. Q.2 How will you measure the Euclidean distance between the two arrays in numpy?
Distributed Gaussian Mean Estimation under Communication Constraints: Optimal Rates and Communication-Efficient Algorithms
We study distributed estimation of a Gaussian mean under communication constraints in a decision theoretical framework. Minimax rates of convergence, which characterize the tradeoff between the communication costs and statistical accuracy, are established in both the univariate and multivariate settings. Communication-efficient and statistically optimal procedures are developed. In the univariate case, the optimal rate depends only on the total communication budget, so long as each local machine has at least one bit. However, in the multivariate case, the minimax rate depends on the specific allocations of the communication budgets among the local machines. Although optimal estimation of a Gaussian mean is relatively simple in the conventional setting, it is quite involved under the communication constraints, both in terms of the optimal procedure design and lower bound argument. The techniques developed in this paper can be of independent interest. An essential step is the decomposition of the minimax estimation problem into two stages, localization and refinement. This critical decomposition provides a framework for both the lower bound analysis and optimal procedure design.
From Nesterov's Estimate Sequence to Riemannian Acceleration
We propose the first global accelerated gradient method for Riemannian manifolds. Toward establishing our result we revisit Nesterov's estimate sequence technique and develop an alternative analysis for it that may also be of independent interest. Then, we extend this analysis to the Riemannian setting, localizing the key difficulty due to non-Euclidean structure into a certain ``metric distortion.'' We control this distortion by developing a novel geometric inequality, which permits us to propose and analyze a Riemannian counterpart to Nesterov's accelerated gradient method.
Expected Information Maximization: Using the I-Projection for Mixture Density Estimation
Becker, Philipp, Arenz, Oleg, Neumann, Gerhard
Modelling highly multi-modal data is a challenging problem in machine learning. Most algorithms are based on maximizing the likelihood, which corresponds to the M(oment)-projection of the data distribution to the model distribution. The M-projection forces the model to average over modes it cannot represent. In contrast, the I(information)-projection ignores such modes in the data and concentrates on the modes the model can represent. Such behavior is appealing whenever we deal with highly multi-modal data where modelling single modes correctly is more important than covering all the modes. Despite this advantage, the I-projection is rarely used in practice due to the lack of algorithms that can efficiently optimize it based on data. In this work, we present a new algorithm called Expected Information Maximization (EIM) for computing the I-projection solely based on samples for general latent variable models, where we focus on Gaussian mixtures models and Gaussian mixtures of experts. Our approach applies a variational upper bound to the I-projection objective which decomposes the original objective into single objectives for each mixture component as well as for the coefficients, allowing an efficient optimization. Similar to GANs, our approach employs discriminators but uses a more stable optimization procedure, using a tight upper bound. We show that our algorithm is much more effective in computing the I-projection than recent GAN approaches and we illustrate the effectiveness of our approach for modelling multi-modal behavior on two pedestrian and traffic prediction datasets.
Towards Automatic Clustering Analysis using Traces of Information Gain: The InfoGuide Method
Rocha, Paulo, Pinheiro, Diego, Cadeiras, Martin, Bastos-Filho, Carmelo
Clustering analysis has become a ubiquitous information retrieval tool in a wide range of domains, but a more automatic framework is still lacking. Though internal metrics are the key players towards a successful retrieval of clusters, their effectiveness on real-world datasets remains not fully understood, mainly because of their unrealistic assumptions underlying datasets. We hypothesized that capturing {\it traces of information gain} between increasingly complex clustering retrievals---{\it InfoGuide}---enables an automatic clustering analysis with improved clustering retrievals. We validated the {\it InfoGuide} hypothesis by capturing the traces of information gain using the Kolmogorov-Smirnov statistic and comparing the clusters retrieved by {\it InfoGuide} against those retrieved by other commonly used internal metrics in artificially-generated, benchmarks, and real-world datasets. Our results suggested that {\it InfoGuide} can enable a more automatic clustering analysis and may be more suitable for retrieving clusters in real-world datasets displaying nontrivial statistical properties.
Best Principal Submatrix Selection for the Maximum Entropy Sampling Problem: Scalable Algorithms and Performance Guarantees
This paper studies a classic maximum entropy sampling problem (MESP), which aims to select the most informative principal submatrix of a prespecified size from a covariance matrix. MESP has been widely applied to many areas, including healthcare, power system, manufacturing and data science. By investigating its Lagrangian dual and primal characterization, we derive a novel convex integer program for MESP and show that its continuous relaxation yields a near-optimal solution. The results motivate us to study an efficient sampling algorithm and develop its approximation bound for MESP, which improves the best-known bound in literature. We then provide an efficient deterministic implementation of the sampling algorithm with the same approximation bound. By developing new mathematical tools for the singular matrices and analyzing the Lagrangian dual of the proposed convex integer program, we investigate the widely-used local search algorithm and prove its first-known approximation bound for MESP. The proof techniques further inspire us with an efficient implementation of the local search algorithm. Our numerical experiments demonstrate that these approximation algorithms can efficiently solve medium-sized and large-scale instances to near-optimality. Our proposed algorithms are coded and released as open-source software. Finally, we extend the analyses to the A-Optimal MESP (A-MESP), where the objective is to minimize the trace of the inverse of the selected principal submatrix.
Stratified cross-validation for unbiased and privacy-preserving federated learning
Bey, R., Goussault, R., Benchoufi, M., Porcher, R.
Large-scale collections of electronic records constitute both an opportunity for the development of more accurate prediction models and a threat for privacy. To limit privacy exposure new privacy-enhancing techniques are emerging such as federated learning which enables large-scale data analysis while avoiding the centralization of records in a unique database that would represent a critical point of failure. Although promising regarding privacy protection, federated learning prevents using some data-cleaning algorithms thus inducing new biases. In this work we focus on the recurrent problem of duplicated records that, if not handled properly, may cause over-optimistic estimations of a model's performances. We introduce and discuss stratified cross-validation, a validation methodology that leverages stratification techniques to prevent data leakage in federated learning settings without relying on demanding deduplication algorithms.