Gradient tree boosting is a prediction algorithm that sequentially produces a model in the form of linear combinations of decision trees, by solving an infinite-dimensional optimization problem. We combine gradient boosting and Nesterov's accelerated descent to design a new algorithm, which we call AGB (for Accelerated Gradient Boosting). Substantial numerical evidence is provided on both synthetic and real-life data sets to assess the excellent performance of the method in a large variety of prediction problems. It is empirically shown that AGB is much less sensitive to the shrinkage parameter and outputs predictors that are considerably more sparse in the number of trees, while retaining the exceptional performance of gradient boosting.

The Partial Information Decomposition (PID) [arXiv:1004.2515] provides a theoretical framework to characterize and quantify the structure of multivariate information sharing. A new method (Idep) has recently been proposed for computing a two-predictor PID over discrete spaces. [arXiv:1709.06653] A lattice of maximum entropy probability models is constructed based on marginal dependency constraints, and the unique information that a particular predictor has about the target is defined as the minimum increase in joint predictor-target mutual information when that particular predictor-target marginal dependency is constrained. Here, we apply the Idep approach to Gaussian systems, for which the marginally constrained maximum entropy models are Gaussian graphical models. Closed form solutions for the Idep PID are derived for both univariate and multivariate Gaussian systems. Numerical and graphical illustrations are provided, together with practical and theoretical comparisons of the Idep PID with the minimum mutual information PID (Immi). [arXiv:1411.2832] In particular, it is proved that the Immi method generally produces larger estimates of redundancy and synergy than does the Idep method. In discussion of the practical examples, the PIDs are complemented by the use of deviance tests for the comparison of Gaussian graphical models.

This paper presents a comparison of six machine learning (ML) algorithms: GRU-SVM (Agarap, 2017), Linear Regression, Multilayer Perceptron (MLP), Nearest Neighbor (NN) search, Softmax Regression, and Support Vector Machine (SVM) on the Wisconsin Diagnostic Breast Cancer (WDBC) dataset (Wolberg, Street, & Mangasarian, 1992) by measuring their classification test accuracy and their sensitivity and specificity values. The said dataset consists of features which were computed from digitized images of FNA tests on a breast mass (Wolberg, Street, & Mangasarian, 1992). For the implementation of the ML algorithms, the dataset was partitioned in the following fashion: 70% for training phase, and 30% for the testing phase. The hyper-parameters used for all the classifiers were manually assigned. Results show that all the presented ML algorithms performed well (all exceeded 90% test accuracy) on the classification task. The MLP algorithm stands out among the implemented algorithms with a test accuracy of ~99.04%.

Many applications of Bayesian data analysis involve sensitive information, motivating methods which ensure that privacy is protected. We introduce a general privacy-preserving framework for Variational Bayes (VB), a widely used optimization-based Bayesian inference method. Our framework respects differential privacy, the gold-standard privacy criterion, and encompasses a large class of probabilistic models, called the Conjugate Exponential (CE) family. We observe that we can straightforwardly privatise VB's approximate posterior distributions for models in the CE family, by perturbing the expected sufficient statistics of the complete-data likelihood. For a broadly-used class of non-CE models, those with binomial likelihoods, we show how to bring such models into the CE family, such that inferences in the modified model resemble the private variational Bayes algorithm as closely as possible, using the Polya-Gamma data augmentation scheme. The iterative nature of variational Bayes presents a further challenge since iterations increase the amount of noise needed. We overcome this by combining: (1) an improved composition method for differential privacy, called the moments accountant, which provides a tight bound on the privacy cost of multiple VB iterations and thus significantly decreases the amount of additive noise; and (2) the privacy amplification effect of subsampling mini-batches from large-scale data in stochastic learning. We empirically demonstrate the effectiveness of our method in CE and non-CE models including latent Dirichlet allocation, Bayesian logistic regression, and sigmoid belief networks, evaluated on real-world datasets.

Multilayer bootstrap network builds a gradually narrowed multilayer nonlinear network from bottom up for unsupervised nonlinear dimensionality reduction. Each layer of the network is a nonparametric density estimator. It consists of a group of k-centroids clusterings. Each clustering randomly selects data points with randomly selected features as its centroids, and learns a one-hot encoder by one-nearest-neighbor optimization. Geometrically, the nonparametric density estimator at each layer projects the input data space to a uniformly-distributed discrete feature space, where the similarity of two data points in the discrete feature space is measured by the number of the nearest centroids they share in common. The multilayer network gradually reduces the nonlinear variations of data from bottom up by building a vast number of hierarchical trees implicitly on the original data space. Theoretically, the estimation error caused by the nonparametric density estimator is proportional to the correlation between the clusterings, both of which are reduced by the randomization steps.

This can be solved directly, although given the presence of the matrix inverse can be numerically challenging or unstable. In order to explore the matrix formulation of linear regression, let's first define a dataset as a context. We will use a simple 2D dataset where the data is easy to visualize as a scatter plot and models are easy to visualize as a line that attempts to fit the data points. The example below defines a 5 2 matrix dataset, splits it into X and y components, and plots the dataset as a scatter plot. Running the example first prints the defined dataset. A scatter plot of the dataset is then created showing that a straight line cannot fit this data exactly.

In a data science project, almost always the most time consuming and messy part is the data gathering and cleaning. Everyone likes to build a cool deep neural network (or XGboost) model or two and show off one's skills with cool 3D interactive plots. But the models need raw data to start with and they don't come easy and clean. But why gather data or build model anyway? The fundamental motivation is to answer a business or scientific or social question.

Tensorflow is an open source machine learning (ML) library from Google. It has particularly became popular because of the support for Deep Learning. Apart from that it's highly scalable and can run on Android. The documentation is well maintained and several tutorials available for different expertise levels. To learn more about downloading and installing Tesnorflow, visit official website.

Redis-ML is a Redis module that implements several machine learning models as Redis data types. The stored models are fully operational and support the prediction/evaluation process. Redis-ML is a turnkey solution for using trained models in a production environment. Load ML models from any platform, immediately ready to serve. The following code creates a random forest under the key myforest that consists of three trees with IDs ranging from 0 to 2, where each consists of a single numeric splitter and its predicate values.

We present new minimax results that concisely capture the relative benefits of source and target labeled data, under covariate-shift. Namely, we show that the benefits of target labels are controlled by a transfer-exponent $\gamma$ that encodes how singular Q is locally w.r.t. P, and interestingly allows situations where transfer did not seem possible under previous insights. In fact, our new minimax analysis - in terms of $\gamma$ - reveals a continuum of regimes ranging from situations where target labels have little benefit, to regimes where target labels dramatically improve classification. We then show that a recently proposed semi-supervised procedure can be extended to adapt to unknown $\gamma$, and therefore requests labels only when beneficial, while achieving minimax transfer rates.