In many cases, you may think that you have a Big Data problem, when in reality you just have a lot of data that a simple sampling can result in great accuracy. In todays blog, I decided to use office room occupancy dataset provided by"Accurate occupancy detection of an office room from light, temperature, humidity and CO2 measurements using statistical learning models. The dataset provided has 6 independent variables (predictors): date with timestamp; temperature of the room in Celsius; relative humidity in percent, light in Lux; CO2 in ppm, and humidity ratio or the ratio between temperature and humidity. The occupancy is a categorical variable with 2 levels: 0 for not occupied; and 1 for occupied. The occupancy has been measured every minutes, for the period of February 11, 2015 to February 18, 2015, and its dataset size is 9,752. The question I want to investigate is can a small random sample produce performance as good as large sample? For the model, I will build a Deep Feed ...

We can see that Ridge and Lasso is performing far better than Linear Regression when the correlation exists in the dataset. We can tune our penalty parameter further and try to find best value of RMSE. Here, 0.01 is the best value I got for lambda. So, we can use these regression methods when the variables are highly correlated. Hope this article was useful in understanding Bias-Variance trade-off, Lasso and Ridge Regression. Please feel free to comment, give feedback and share this article if you found it useful. You can find the original article on my blog here.

Classification and clustering for samples of event time data using non-homogeneous Poisson process models Duncan S Barrack a and Simon Preston b a Horizon Digital Economy Research Institute, University of Nottingham, Nottingham, UK. b School of Mathematical Sciences, University of Nottingham, Nottingham, UK. Abstract Data of the form of event times arise in various applications. A simple model for such data is a non-homogeneous Poisson process (NHPP) which is specified by a rate function that depends on time. We consider the problem of having access to multiple independent samples of event time data, observed on a common interval, from which we wish to classify or cluster the samples according to their rate functions. Each rate function is unknown but assumed to belong to a finite number of rate functions each defining a distinct class. We model the rate functions using a spline basis expansion, the coefficients of which need to be estimated from data. The classification approach consists of using training data for which the class membership is known, to calculate maximum likelihood estimates of the coefficients for each group, then assigning test samples to a class by a maximum likelihood criterion. For clustering, by analogy to the Gaussian mixture model approach for Euclidean data, we consider a mixture of NHPP models and use the expectation-maximisation algorithm to estimate the coefficients of the rate functions for the component models and cluster membership probabilities for each sample. The classification and clustering approaches perform well on both synthetic and real-world data sets.

In recent years, multi-label classification problem has become a controversial issue. In this kind of classification, each sample is associated with a set of class labels. Ensemble approaches are supervised learning algorithms in which an operator takes a number of learning algorithms, namely base-level algorithms and combines their outcomes to make an estimation. The simplest form of ensemble learning is to train the base-level algorithms on random subsets of data and then let them vote for the most popular classifications or average the predictions of the base-level algorithms. In this study, an ensemble learning method is proposed for improving multi-label classification evaluation criteria. We have compared our method with well-known base-level algorithms on some data sets. Experiment results show the proposed approach outperforms the base well-known classifiers for the multi-label classification problem.

As the bioinformatics field grows, it must keep pace not only with new data but with new algorithms. Here we contribute a thorough analysis of 13 state-of-the-art, commonly used machine learning algorithms on a set of 165 publicly available classification problems in order to provide data-driven algorithm recommendations to current researchers. We present a number of statistical and visual comparisons of algorithm performance and quantify the effect of model selection and algorithm tuning for each algorithm and dataset. The analysis culminates in the recommendation of five algorithms with hyperparameters that maximize classifier performance across the tested problems, as well as general guidelines for applying machine learning to supervised classification problems.

In this paper we present a loss-based approach to change point analysis. In particular, we look at the problem from two perspectives. The first focuses on the definition of a prior when the number of change points is known a priori. The second contribution aims to estimate the number of change points by using a loss-based approach recently introduced in the literature. The latter considers change point estimation as a model selection exercise. We show the performance of the proposed approach on simulated data and real data sets.

Time series appear in a variety of key real-world applications such as signal processing, including audio and video processing; the analysis of natural phenomena such as local weather, global temperature, and earthquakes; the study of economic variables such as stock values, sales amounts, energy demand; and many other areas. But, while time series forecasting is critical for many applications, it has received little attention in the ML community in recent years, probably due to a lack of familiarity with time series and the fact that standard i.i.d. This tutorial precisely addresses these and many other related questions. It provides theoretical and algorithmic tools for research related to time series and for designing new solutions. We first present a concise introduction to time series, including basic concepts, common challenges and standard models.

Regression analysis mathematically describes the relationship between a set of independent variables and a dependent variable. There are numerous types of regression models that you can use. This choice often depends on the kind of data you have for the dependent variable and the type of model that provides the best fit. In this post, I cover the more common types of regression analyses and how to decide which one is right for your data. I'll provide an overview along with information to help you choose.

We use linear or logistic regression technique for developing accurate models for predicting an outcome of interest. Often, we create separate models for separate segments. To judge their effectiveness, we even make use of segmentation methods such as CHAID or CRT.

One of the most amazing things about Python's scikit-learn library is that is has a 4-step modeling pattern that makes it easy to code a machine learning classifier. While this tutorial uses a classifier called Logistic Regression, the coding process in this tutorial applies to other classifiers in sklearn (Decision Tree, K-Nearest Neighbors etc). In this tutorial, we use Logistic Regression to predict digit labels based on images. The image above shows a bunch of training digits (observations) from the MNIST dataset whose category membership is known (labels 0–9). After training a model with logistic regression, it can be used to predict an image label (labels 0–9) given an image.