As you can see from the graph, a(sigmoid(x)) varies between 0 and 1. This makes sigmoid function and in turn logistic regression suitable for binomial classification problem. That means we can use logistic regression or sigmoid function when the target varible has only two values(0 or 1). This makes it suitable for our purpose, in which we are trying to predict the gender of the celebrity from images. Gender(our target variable) has only two values in our dataset, male(0) and female(1).

Recently, I've been trying to figure out new and interesting ways to combine deep learning and finance (totally not for my master thesis or anything like that). I've read that CNN and their variations could be applied to predict financial things like stock prices to somewhat decent extent. What do you think about applying regional CNN to predict-stock prices. The idea is quite simple: instead of looking at the whole graph CNN would look at regions who express high heteroscedasticity or have a clear upwards or downwards trend. Based on the amount of differences expressed and how far these regions would be from our prediction point (I guess one could use something like euclidean distance).

In this article, we discuss a general framework to drastically reduce the influence of outliers in most contexts. It applies to problems such as clustering (finding centroids,) regression, measuring correlation or R-Squared, and many more. We will focus on the centroid problem here, as it is very similar and generalizes easily to solving a linear regression. The correlation / R-Squared issue was discussed in an earlier article and involves only a change of formula. Clustering and regression are more complex problems involving iterative algorithms.

DNA rearrangement processes recombine gene segments that are organized on the chromosome in a variety of ways. The segments can overlap, interleave or one may be a subsegment of another. We use directed graphs to represent segment organizations on a given locus where contigs containing rearranged segments represent vertices and the edges correspond to the segment relationships. Using graph properties we associate a point in a higher dimensional Euclidean space to each graph such that cluster formations and analysis can be performed with methods from topological data analysis. The method is applied to a recently sequenced model organism \textit{Oxytricha trifallax}, a species of ciliate with highly scrambled genome that undergoes massive rearrangement process after conjugation. The analysis shows some emerging star-like graph structures indicating that segments of a single gene can interleave, or even contain all of the segments from fifteen or more other genes in between its segments. We also observe that as many as six genes can have their segments mutually interleaving or overlapping.

A recently proposed clustering method, called the Nearest Descent (ND), can organize the whole dataset into a sparsely connected graph, called the In-tree. This ND-based Intree structure proves able to reveal the clustering structure underlying the dataset, except one imperfect place, that is, there are some undesired edges in this In-tree which require to be removed. Here, we propose an effective way to automatically remove the undesired edges in In-tree via an effective combination of the In-tree structure with affinity propagation (AP). The key for the combination is to add edges between the reachable nodes in In-tree before using AP to remove the undesired edges. The experiments on both synthetic and real datasets demonstrate the effectiveness of the proposed method.

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which ensures exact recovery in the noiseless case and stable recovery in the noisy case with high probability. The non-asymptotic analysis sheds light on an interplay between optimization error and statistical error. The proposed procedure is shown to be rate-optimal under certain conditions. As a technical by-product, novel high-order concentration inequalities are derived for studying high-moment sub-Gaussian tensors. An interesting tensor formulation illustrates the potential application to high-order interaction pursuit in high-dimensional linear regression.

This paper describes a general framework for learning Higher-Order Network Embeddings (HONE) from graph data based on network motifs. The HONE framework is highly expressive and flexible with many interchangeable components. The experimental results demonstrate the effectiveness of learning higher-order network representations. In all cases, HONE outperforms recent embedding methods that are unable to capture higher-order structures with a mean relative gain in AUC of $19\%$ (and up to $75\%$ gain) across a wide variety of networks and embedding methods.

Marketing analytics is a diverse field, with both academic researchers and practitioners coming from a range of backgrounds including marketing, operations research, statistics, and computer science. This paper provides an integrative review at the boundary of these three areas. The topics of visualization, segmentation, and class prediction are featured. Links between the disciplines are emphasized. For each of these topics, a historical overview is given, starting with initial work in the 1960s and carrying through to the present day. Recent innovations for modern large and complex "big data" sets are described. Practical implementation advice is given, along with a directory of open source R routines for implementing marketing analytics techniques.

We propose a unified method for empirical non-parametric estimation of general Mutual Information (MI) function between the random vectors in $\mathbb{R}^d$ based on $N$ i.i.d. samples. The proposed low complexity estimator is based on a bipartite graph, referred to as dependence graph. The data points are mapped to the vertices of this graph using randomized Locality Sensitive Hashing (LSH). The vertex and edge weights are defined in terms of marginal and joint hash collisions. For a given set of hash parameters $\epsilon(1), \ldots, \epsilon(k)$, a base estimator is defined as a weighted average of the transformed edge weights. The proposed estimator, called the ensemble dependency graph estimator (EDGE), is obtained as a weighted average of the base estimators, where the weights are computed offline as the solution of a linear programming problem. EDGE achieves optimal computational complexity $O(N)$, and can achieve the optimal parametric MSE rate of $O(1/N)$ if the density is $d$ times differentiable. To the best of our knowledge EDGE is the first non-parametric MI estimator that can achieve parametric MSE rates with linear time complexity.

For large scale on-line inference problems the update strategy is critical for performance. We derive an adaptive scan Gibbs sampler that optimizes the update frequency by selecting an optimum mini-batch size. We demonstrate performance of our adaptive batch-size Gibbs sampler by comparing it against the collapsed Gibbs sampler for Bayesian Lasso, Dirichlet Process Mixture Models (DPMM) and Latent Dirichlet Allocation (LDA) graphical models.