Statistical Learning
Comparing Distance Measurements with Python and SciPy
At the core of cluster analysis is the concept of measuring distances between a variety of different data point dimensions. For example, when considering k-means clustering, there is a need to measure a) distances between individual data point dimensions and the corresponding cluster centroid dimensions of all clusters, and b) distances between cluster centroid dimensions and all resulting cluster member data point dimensions. While k-means, the simplest and most prominent clustering algorithm, generally uses Euclidean distance as its similarity distance measurement, contriving innovative or variant clustering algorithms which, among other alterations, utilize different distance measurements is not a stretch. It is thus a judgment of orientation and not magnitude: two vectors with the same orientation have a cosine similarity of 1, two vectors at 90 have a similarity of 0, and two vectors diametrically opposed have a similarity of -1, independent of their magnitude.
Data Science: Machine Learning and Statistical Modeling in R
In this course, we will teach you advanced techniques in machine learning with the latest code in R. Now is the time to take control of your data and start producing superior statistical analysis with R. You will delve into statistical learning theory and supervised learning; design efficient algorithms; learn about creating Recommendation Engines; use multi-class classification and deep learning and more. This course starts with teaching you how to set up the R environment, which includes installing RStudio and R packages. This course aims to excite you with awesome projects focused on analysis, visualization, and machine learning. You will explore, in depth, topics such as data mining, classification, clustering, regression, predictive modeling, anomaly detection, and more.
A Beginner's Guide to AI/ML โ Machine Learning for Humans โ Medium
This guide is intended to be accessible to anyone. Basic concepts in probability, statistics, programming, linear algebra, and calculus will be discussed, but it isn't necessary to have prior knowledge of them to gain value from this series. Artificial intelligence will shape our future more powerfully than any other innovation this century. Anyone who does not understand it will soon find themselves feeling left behind, waking up in a world full of technology that feels more and more like magic. The rate of acceleration is already astounding.
Data Science: Supervised Machine Learning in Python
In recent years, we've seen a resurgence in AI, or artificial intelligence, and machine learning. Machine learning has led to some amazing results, like being able to analyze medical images and predict diseases on-par with human experts. Google's AlphaGo program was able to beat a world champion in the strategy game go using deep reinforcement learning. Machine learning is even being used to program self driving cars, which is going to change the automotive industry forever. Imagine a world with drastically reduced car accidents, simply by removing the element of human error.
From 0 to 1: Machine Learning, NLP & Python-Cut to the Chase
Prerequisites: No prerequisites, knowledge of some undergraduate level mathematics would help but is not mandatory. Working knowledge of Python would be helpful if you want to run the source code that is provided. Taught by a Stanford-educated, ex-Googler and an IIT, IIM - educated ex-Flipkart lead analyst. This team has decades of practical experience in quant trading, analytics and e-commerce. The course is shy but confident: It is authoritative, drawn from decades of practical experience -but shies away from needlessly complicating stuff.
An Improved Multi-Output Gaussian Process RNN with Real-Time Validation for Early Sepsis Detection
Futoma, Joseph, Hariharan, Sanjay, Sendak, Mark, Brajer, Nathan, Clement, Meredith, Bedoya, Armando, O'Brien, Cara, Heller, Katherine
Sepsis is a poorly understood and potentially life-threatening complication that can occur as a result of infection. Early detection and treatment improves patient outcomes, and as such it poses an important challenge in medicine. In this work, we develop a flexible classifier that leverages streaming lab results, vitals, and medications to predict sepsis before it occurs. We model patient clinical time series with multi-output Gaussian processes, maintaining uncertainty about the physiological state of a patient while also imputing missing values. The mean function takes into account the effects of medications administered on the trajectories of the physiological variables. Latent function values from the Gaussian process are then fed into a deep recurrent neural network to classify patient encounters as septic or not, and the overall model is trained end-to-end using back-propagation. We train and validate our model on a large dataset of 18 months of heterogeneous inpatient stays from the Duke University Health System, and develop a new "real-time" validation scheme for simulating the performance of our model as it will actually be used. Our proposed method substantially outperforms clinical baselines, and improves on a previous related model for detecting sepsis. Our model's predictions will be displayed in a real-time analytics dashboard to be used by a sepsis rapid response team to help detect and improve treatment of sepsis.
Using Global Constraints and Reranking to Improve Cognates Detection
Bloodgood, Michael, Strauss, Benjamin
Global constraints and reranking have not been used in cognates detection research to date. We propose methods for using global constraints by performing rescoring of the score matrices produced by state of the art cognates detection systems. Using global constraints to perform rescoring is complementary to state of the art methods for performing cognates detection and results in significant performance improvements beyond current state of the art performance on publicly available datasets with different language pairs and various conditions such as different levels of baseline state of the art performance and different data size conditions, including with more realistic large data size conditions than have been evaluated with in the past.
Surrogate Aided Unsupervised Recovery of Sparse Signals in Single Index Models for Binary Outcomes
Chakrabortty, Abhishek, Neykov, Matey, Carroll, Raymond, Cai, Tianxi
We consider the recovery of regression coefficients, denoted by $\boldsymbol{\beta}_0$, for a single index model (SIM) relating a binary outcome $Y$ to a set of possibly high dimensional covariates $\boldsymbol{X}$, based on a large but 'unlabeled' dataset $\mathcal{U}$, with $Y$ never observed. On $\mathcal{U}$, we fully observe $\boldsymbol{X}$ and additionally, a surrogate $S$ which, while not being strongly predictive of $Y$ throughout the entirety of its support, can forecast it with high accuracy when it assumes extreme values. Such datasets arise naturally in modern studies involving large databases such as electronic medical records (EMR) where $Y$, unlike $(\boldsymbol{X}, S)$, is difficult and/or expensive to obtain. In EMR studies, an example of $Y$ and $S$ would be the true disease phenotype and the count of the associated diagnostic codes respectively. Assuming another SIM for $S$ given $\boldsymbol{X}$, we show that under sparsity assumptions, we can recover $\boldsymbol{\beta}_0$ proportionally by simply fitting a least squares LASSO estimator to the subset of the observed data on $(\boldsymbol{X}, S)$ restricted to the extreme sets of $S$, with $Y$ imputed using the surrogacy of $S$. We obtain sharp finite sample performance bounds for our estimator, including deterministic deviation bounds and probabilistic guarantees. We demonstrate the effectiveness of our approach through multiple simulation studies, as well as by application to real data from an EMR study conducted at the Partners HealthCare Systems.
Efficient and Adaptive Linear Regression in Semi-Supervised Settings
Chakrabortty, Abhishek, Cai, Tianxi
We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises naturally from settings where the outcome, unlike the covariates, is expensive to obtain, a frequent scenario in modern studies involving large databases like electronic medical records (EMR). Supervised estimators like the ordinary least squares (OLS) estimator utilize only the labeled data. It is often of interest to investigate if and when the unlabeled data can be exploited to improve estimation of the regression parameter in the adopted linear model. In this paper, we propose a class of 'Efficient and Adaptive Semi-Supervised Estimators' (EASE) to improve estimation efficiency. The EASE are two-step estimators adaptive to model mis-specification, leading to improved (optimal in some cases) efficiency under model mis-specification, and equal (optimal) efficiency under a linear model. This adaptive property, often unaddressed in the existing literature, is crucial for advocating 'safe' use of the unlabeled data. The construction of EASE primarily involves a flexible 'semi-non-parametric' imputation, including a smoothing step that works well even when the number of covariates is not small; and a follow up 'refitting' step along with a cross-validation (CV) strategy both of which have useful practical as well as theoretical implications towards addressing two important issues: under-smoothing and over-fitting. We establish asymptotic results including consistency, asymptotic normality and the adaptive properties of EASE. We also provide influence function expansions and a 'double' CV strategy for inference. The results are further validated through extensive simulations, followed by application to an EMR study on auto-immunity.
Magnetic Hamiltonian Monte Carlo
Tripuraneni, Nilesh, Rowland, Mark, Ghahramani, Zoubin, Turner, Richard
Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics. We refer to this algorithm as magnetic HMC, since in 3 dimensions a subset of the dynamics map onto the mechanics of a charged particle coupled to a magnetic field. We establish a theoretical basis for the use of non-canonical Hamiltonian dynamics in MCMC, and construct a symplectic, leapfrog-like integrator allowing for the implementation of magnetic HMC. Finally, we exhibit several examples where these non-canonical dynamics can lead to improved mixing of magnetic HMC relative to ordinary HMC.