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Nonconvex Sparse Logistic Regression with Weakly Convex Regularization

arXiv.org Machine Learning

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\ell_0$ pseudo norm is able to better induce sparsity than the commonly used $\ell_1$ norm. For a class of weakly convex sparsity inducing functions, we prove the nonconvexity of the corresponding sparse logistic regression problem, and study its local optimality conditions and the choice of the regularization parameter to exclude trivial solutions. Despite the nonconvexity, a method based on proximal gradient descent is used to solve the general weakly convex sparse logistic regression, and its convergence behavior is studied theoretically. Then the general framework is applied to a specific weakly convex function, and a necessary and sufficient local optimality condition is provided. The solution method is instantiated in this case as an iterative firm-shrinkage algorithm, and its effectiveness is demonstrated in numerical experiments by both randomly generated and real datasets.


Using scikit-learn to find bullies โ€“ Towards Data Science โ€“ Medium

@machinelearnbot

To find a small dataset to play with, I found a Kaggle competition from way back when: Detecting Insults in Social Commentary. The training set has 3000 datapoints, which is 100 times smaller than the last natural language processing challenge I tackled. The challenge: Identify whether a comment would be considered insulting to another participant in the conversation. The comments were taken from commenting sites, message boards etc, and were provided as csv files. As the above examples show, it was necessary to clean the sentences.


Information about Automated Machine Learning (AutoML) - AutoML

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The purpose of this site is to provide general information about the hot new field of automated machine learning (AutoML) and to provide links to our own PennAI accessible artificial intelligence system and Tree-Based Pipeline Optimization Tool (TPOT) algorithm and software for AutoML using Python and the scikit-learn machine learning library. We also provide links to some other commonly used AutoML methods and software. The goal of AutoML is to make machine learning more accessible by automatically generating a data analysis pipeline that can include data pre-processing, feature selection, and feature engineering methods along with machine learning methods and parameter settings that are optimized for your data. Each of these steps can be time-consuming for the machine learning expert and can be debilitating for the novice. These methods enable data science using machine learning thus making this powerful technology more widely accessible for those hoping to make use of big data.



Python Machine Learning: Sebastian Raschka: 9781783555130: Amazon.com: Books

#artificialintelligence

First some general, higher-level thoughts and comments before I dive into specifics: MY BACKGROUND: Data Scientist; B.S. in Economics and M.S. in Business Analytics; experienced (though by no means expert) user of Scikit-learn OVERALL THOUGHTS: I've purchased and read (virtually) every Machine Learning book that aims to teach the reader the basics of ML using the Scikit-learn library as the main focus. I've found them to be...less than satisfactory. The examples in other books often use ML techniques in contexts for which they are not intended to be used and/or contexts they are not used in out in the real world (among other issues I have found within them). In stark contrast, Python Machine Learning by Sebastian Raschka is stunningly-impressive, not only for the breadth and depth of coverage, but also in the manner the information is presented to the reader. To date, I have not encountered a book on ML that incorporates multiple levels of learning in a manner such as this.


How Machine Learning Algorithms Work (they learn a mapping of input to output) - Machine Learning Mastery

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How do machine learning algorithms work? There is a common principle that underlies all supervised machine learning algorithms for predictive modeling. In this post you will discover how machine learning algorithms actually work by understanding the common principle that underlies all algorithms. How Machine Learning Algorithms Work Photo by GotCredit, some rights reserved. Machine learning algorithms are described as learning a target function (f) that best maps input variables (X) to an output variable (Y).


Anomaly Detection of Time Series Data using Machine Learning & Deep Learning

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Time Series is defined as a set of observations taken at a particular period of time. For example, having a set of login details at regular interval of time of each user can be categorized as a time series. On the other hand, when the data is collected at once or irregularly, it is not taken as a time series data. Time series is a sequence that is taken successively at the equally pace of time. It appears naturally in many application areas such as economics, science, environment, medicine, etc.


Supervised and Unsupervised Machine Learning Algorithms - Machine Learning Mastery

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What is supervised machine learning and how does it relate to unsupervised machine learning? In this post you will discover supervised learning, unsupervised learning and semis-supervised learning. Supervised and Unsupervised Machine Learning Algorithms Photo by US Department of Education, some rights reserved. The majority of practical machine learning uses supervised learning. Supervised learning is where you have input variables (x) and an output variable (Y) and you use an algorithm to learn the mapping function from the input to the output.


What is in a Name? A Data Scientist by any other name

@machinelearnbot

This article was written by Bhavani Raskutti. Bhavani joined the ANZ Teradata Advanced Analytics team in 2014. She is internationally recognised as a data mining thought leader and is regularly invited to present at international conferences on Mining Big Data. She is passionate about transforming businesses to make better decisions using their data capital. The term "data science" was first used by the statistician William H. Cleveland in his 2001 paper entitled, "Data Science: An Action Plan for Expanding the Technical Areas of t...".


Regression, Logistic Regression and Maximum Entropy

@machinelearnbot

One of the most important tasks in Machine Learning are the Classification tasks (a.k.a. Classification is used to make an accurate prediction of the class of entries in the test set (a dataset of which the entries have not been labelled yet) with the model which was constructed from a training set. You could think of classifying crime in the field of Pre-Policing, classifying patients in the Health sector, classifying houses in the Real-Estate sector. Another field in which classification is big, is Natural Lanuage Processing (NLP). This is the field of science with the goal to makes machines (computers) understand (written) human language.