Statistical Learning
Predictive Analytics using Machine Learning
Below you will read in the training and test data which are already split for you to load separately. Then use unnest() from tidytext to create the tidy version with one word per record. Now that you have train and test data loaded and tidied, you can see how many songs exist per artist/author. Since the dataset has songs and book pages, I'll refer to them each as a document. The features that you will create are based on documents and their associated metadata, so it's important to understand this concept.
Attend the Data Analytics Conference Sessions at NVIDIA GTC DC 2019
Certificate available Get hands-on with RAPIDS, a collection of data science libraries that allows end-to-end GPU acceleration for data science workflows. You'll learn how to apply a wide variety of GPU-accelerated machine learning algorithms including XGBoost, cuGRAPH, and cuML to perform data analysis at massive scale.
Data Preparation for Machine Learning: Cleansing, Transformation & Feature Engineering
The purpose of the Data Preparation stage is to get the data into the best format for machine learning, this includes three stages: Data Cleansing, Data Transformation, and Feature Engineering. Quality data is more important than using complicated algorithms so this is an incredibly important step and should not be skipped. During the Data Understanding activities, you explored your data and detected incomplete or incorrect values. Most machine learning models require all features to be complete, therefore, missing values must be dealt with. The simplest solution is to remove all rows that have a missing value but important information could be lost or bias introduced.
A sparse semismooth Newton based augmented Lagrangian method for large-scale support vector machines
Niu, Dunbiao, Wang, Chengjing, Tang, Peipei, Wang, Qingsong, Song, Enbin
Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numerical difficulties of the SVMs will become severe with the increase of the sample size. Although there exist many solvers for the SVMs, only few of them are designed by exploiting the special structures of the SVMs. In this paper, we propose a highly efficient sparse semismooth Newton based augmented Lagrangian method for solving a large-scale convex quadratic programming problem with a linear equality constraint and a simple box constraint, which is generated from the dual problems of the SVMs. By leveraging the primal-dual error bound result, the fast local convergence rate of the augmented Lagrangian method can be guaranteed. Furthermore, by exploiting the second-order sparsity of the problem when using the semismooth Newton method, the algorithm can efficiently solve the aforementioned difficult problems. Finally, numerical comparisons demonstrate that the proposed algorithm outperforms the current state-of-the-art solvers for the large-scale SVMs.
Targeted sampling from massive Blockmodel graphs with personalized PageRank
Chen, Fan, Zhang, Yini, Rohe, Karl
This paper provides statistical theory and intuition for Personalized PageRank (PPR), a popular technique that samples a small community from a massive network. We study a setting where the entire network is expensive to thoroughly obtain or maintain, but we can start from a seed node of interest and "crawl" the network to find other nodes through their connections. By crawling the graph in a designed way, the PPR vector can be approximated without querying the entire massive graph, making it an alternative to snowball sampling. Using the Degree-Corrected Stochastic Blockmodel, we study whether the PPR vector can select nodes that belong to the same block as the seed node. We provide a simple and interpretable form for the PPR vector, highlighting its biases towards high degree nodes outside of the target block. We examine a simple adjustment based on node degrees and establish consistency results for PPR clustering that allows for directed graphs. We illustrate the method with the Twitter friendship graph and find that (i) the adjusted and unadjusted PPR techniques are complementary approaches, where the adjustment makes the results particularly localized around the seed node and (ii) the bias adjustment greatly benefits from degree regularization.
Hierarchical Demand Forecasting Benchmark for the Distribution Grid
Nespoli, Lorenzo, Medici, Vasco, Lopatichki, Kristijan, Sossan, Fabrizio
--We present a comparative study of different probabilistic forecasting techniques on the task of predicting the electrical load of secondary substations and cabinets located in a low voltage distribution grid, as well as their aggregated power profile. The methods are evaluated using standard KPIs for deterministic and probabilistic forecasts. We also compare the ability of different hierarchical techniques in improving the bottom level forecasters' performances. Both the raw and cleaned datasets, including meteorological data, are made publicly available to provide a standard benchmark for evaluating forecasting algorithms for demand-side management applications. The increasing monitoring capacity in low voltage (L V) and medium voltage (MV) distribution systems allows operators to gather power measurements from different levels of aggregation within the power grid. For instance, smart meters provide measurements from single households or buildings, dedicated power meters or phasor measurement units from secondary substations, and remote terminal units from primary substations at the interface between distribution and (sub)transmission systems. E.g., in a radial distribution system, the power flow at the grid connection point is, at the net of grid losses, the sum of the downstream elements. In the case of forecasts, however, the forecasted top-level series computed by using the information at that level of aggregation does not necessarily correspond to the sum of the bottom-level forecasts, thus invalidating the principle of hierarchy.
Sparse Popularity Adjusted Stochastic Block Model
Noroozi, Majid, Rimal, Ramchandra, Pensky, Marianna
The objective of the present paper is to study the Popularity Adjusted Block Model (PABM) in the sparse setting. Unlike in other block models, the flexibility of PABM allows to set some of the connection probabilities to zero while maintaining the rest of the probabilities non-negligible, leading to the Sparse Popularity Adjusted Block Model (SPABM). The latter reduces the size of parameter set and leads to improved precision of estimation and clustering. The theory is complemented by the simulation study and real data examples.
A Random Interaction Forest for Prioritizing Predictive Biomarkers
Zeng, Zhen, Lu, Yuefeng, Shen, Judong, Zheng, Wei, Shaw, Peter, Dorr, Mary Beth
Precision medicine is becoming a focus in medical research recently, as its implementation brings values to all stakeholders in the healthcare system. Various statistical methodologies have been developed tackling problems in different aspects of this field, e.g., assessing treatment heterogeneity, identifying patient subgroups, or building treatment decision models. However, there is a lack of new tools devoted to selecting and prioritizing predictive biomarkers. We propose a novel tree-based ensemble method, random interaction forest (RIF), to generate predictive importance scores and prioritize candidate biomarkers for constructing refined treatment decision models. RIF was evaluated by comparing with the conventional random forest and univariable regression methods and showed favorable properties under various simulation scenarios. We applied the proposed RIF method to a biomarker dataset from two phase III clinical trials of bezlotoxumab on $\textit{Clostridium difficile}$ infection recurrence and obtained biologically meaningful results.
CS Sparse K-means: An Algorithm for Cluster-Specific Feature Selection in High-Dimensional Clustering
Feature selection is an important and challenging task in high dimensional clustering. For example, in genomics, there may only be a small number of genes that are differentially expressed, which are informative to the overall clustering structure. Existing feature selection methods, such as Sparse K-means, rarely tackle the problem of accounting features that can only separate a subset of clusters. In genomics, it is highly likely that a gene can only define one subtype against all the other subtypes or distinguish a pair of subtypes but not others. In this paper, we propose a K-means based clustering algorithm that discovers informative features as well as which cluster pairs are separable by each selected features. The method is essentially an EM algorithm, in which we introduce lasso-type constraints on each cluster pair in the M step, and make the E step possible by maximizing the raw cross-cluster distance instead of minimizing the intra-cluster distance. The results were demonstrated on simulated data and a leukemia gene expression dataset.
A Pseudo-Likelihood Approach to Linear Regression with Partially Shuffled Data
Slawski, Martin, Diao, Guoqing, Ben-David, Emanuel
Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection and uncertainty in data integration. Mismatched pairs can considerably impact the model fit and disrupt the estimation of regression parameters. In this paper, we present a method to adjust for such mismatches under ``partial shuffling" in which a sufficiently large fraction of (predictors, response)-pairs are observed in their correct correspondence. The proposed approach is based on a pseudo-likelihood in which each term takes the form of a two-component mixture density. Expectation-Maximization schemes are proposed for optimization, which (i) scale favorably in the number of samples, and (ii) achieve excellent statistical performance relative to an oracle that has access to the correct pairings as certified by simulations and case studies. In particular, the proposed approach can tolerate considerably larger fraction of mismatches than existing approaches, and enables estimation of the noise level as well as the fraction of mismatches. Inference for the resulting estimator (standard errors, confidence intervals) can be based on established theory for composite likelihood estimation. Along the way, we also propose a statistical test for the presence of mismatches and establish its consistency under suitable conditions.