Categorical variables are a natural choice for representing discrete structure in the world. However, stochastic neural networks rarely use categorical latent variables due to the inability to backpropagate through samples. In this work, we present an efficient gradient estimator that replaces the non-differentiable sample from a categorical distribution with a differentiable sample from a novel Gumbel-Softmax distribution. This distribution has the essential property that it can be smoothly annealed into a categorical distribution. We show that our Gumbel-Softmax estimator outperforms state-of-the-art gradient estimators on structured output prediction and unsupervised generative modeling tasks with categorical latent variables, and enables large speedups on semi-supervised classification.

I know this might sound like a "google this for me question" but bare with me (I googled it). I'm working with a highly imbalanced data set where the minority class accounts for 1.5% of the total set. This leads to poor predictive performance by most models when nothing is done to address the problem because most algorithms will minimize cost on the majority class, to the detriment of the minority class, when training so as to decrease overall cost. So far I've tried out ANNs,RFs,XGBs, and SVMs and have found that XGB and RF outperform the others in this particular problem, so the remaining post will be about RF and XGB. I've tried penalizing classification on the minority class much more than the majority class to try to fix the imbalance on an algorithmic level but I've found undersampling and then training on the resulting data set to be more effective in my case.

Worse yet, this is not a fluke example. For many organizations in the industrial realm, it is still difficult to use large-scale data for knowledge discovery. In recent years, data organization and classification have evolved modestly. Analyzing vast and heterogeneous datasets is also a challenge thanks to the ballooning volume of acquired datasets. A technique known as data clustering can help, however.

Machine Learning, the branch of Artificial Intelligence is based on the idea that machines should be able to learn and adapt through experience. It is increasingly gaining popularity over the last couple of years. Machine learning is one approach to achieve Artificial Intelligence by using algorithms. It is predicted that Machine Learning Algorithms may replace a wealth of jobs in the coming years. Logistic Regression is a powerful statistical way of estimating discrete values (usually binary values) from a set of independent variables.

Regularization does NOT improve the performance on the data set that the algorithm used to learn the model parameters (feature weights). However, it can improve the generalization performance, i.e., the performance on new, unseen data, which is exactly what we want. In intuitive terms, we can think of regularization as a penalty against complexity. Increasing the regularization strength penalizes "large" weight coefficients -- our goal is to prevent that our model picks up "peculiarities," "noise," or "imagines a pattern where there is none." Again, we don't want the model to memorize the training dataset, we want a model that generalizes well to new, unseen data. In more specific terms, we can think of regularization as adding (or increasing the) bias if our model suffers from (high) variance (i.e., it overfits the training data).

Whether you are a newcomer to machine learning, a newbie to specific algorithms or concepts, or a seasoned ML vet looking for a once-over of an algorithm you haven't seen or used in a while, these short and to-the-point tutorials may provide the assistance you are looking for. Each of these posts concisely covers a single, specific machine learning concept. Support Vector Machines (SVMs) are a particular classification strategy. SMVs work by transforming the training dataset into a higher dimension, which is then inspected for the optimal separation boundary, or boundaries, between classes. In SVMs, these boundaries are referred to as hyperplanes, which are identified by locating support vectors, or the instances that most essentially define classes, and their margins, which are the lines parallel to the hyperplane defined by the shortest distance between a hyperplane and its support vectors.

Bokeh is a Python interactive visualization library that targets modern web browsers for presentation. Its goal is to provide elegant, concise construction of novel graphics in the style of D3.js, but also deliver this capability with high-performance interactivity over very large or streaming datasets. Bokeh can help anyone who would like to quickly and easily create interactive plots, dashboards, and data applications.

Consider a probabilistic model with joint distribution p(x, z) where x are data and z are latent variables and/or random parameters. Suppose that exact inference in p(x, z) is intractable which means that the posterior distribution p(z x) p(x, z) p(x, z)dz, is difficult to compute due to the normalizing constant p(x) p(x, z)dz that represents the probability of the data and it is known as evidence or marginal likelihood. The marginal likelihood is essential for estimation of any extra parameters in p(x) or for model comparison. Approximate inference algorithms target to approximate p(z x) and/or p(x). Two general frameworks, that we briefly review next, are based on Markov chain Monte Carlo (MCMC) [33, 2] and variational inference (VI) [17, 40].

Describing the dimension reduction (DR) techniques by means of probabilistic models has recently been given special attention. Probabilistic models, in addition to a better interpretability of the DR methods, provide a framework for further extensions of such algorithms. One of the new approaches to the probabilistic DR methods is to preserving the internal structure of data. It is meant that it is not necessary that the data first be converted from the matrix or tensor format to the vector format in the process of dimensionality reduction. In this paper, a latent variable model for matrix-variate data for canonical correlation analysis (CCA) is proposed. Since in general there is not any analytical maximum likelihood solution for this model, we present two approaches for learning the parameters. The proposed methods are evaluated using the synthetic data in terms of convergence and quality of mappings. Also, real data set is employed for assessing the proposed methods with several probabilistic and none-probabilistic CCA based approaches. The results confirm the superiority of the proposed methods with respect to the competing algorithms. Moreover, this model can be considered as a framework for further extensions.

Informative Bayesian priors are often difficult to elicit, and when this is the case, modelers usually turn to noninformative or objective priors. However, objective priors such as the Jeffreys and reference priors are not tractable to derive for many models of interest. We address this issue by proposing techniques for learning reference prior approximations: we select a parametric family and optimize a black-box lower bound on the reference prior objective to find the member of the family that serves as a good approximation. We experimentally demonstrate the method's effectiveness by recovering Jeffreys priors and learning the Variational Autoencoder's reference prior.