Statistical Learning
Online to Offline Conversions, Universality and Adaptive Minibatch Sizes
We present an approach towards convex optimization that relies on a novel scheme which converts online adaptive algorithms into offline methods. In the offline optimization setting, our derived methods are shown to obtain favourable adaptive guarantees which depend on the harmonic sum of the queried gradients. We further show that our methods implicitly adapt to the objective's structure: in the smooth case fast convergence rates are ensured without any prior knowledge of the smoothness parameter, while still maintaining guarantees in the non-smooth setting. Our approach has a natural extension to the stochastic setting, resulting in a lazy version of SGD (stochastic GD), where minibathces are chosen \emph{adaptively} depending on the magnitude of the gradients. Thus providing a principled approach towards choosing minibatch sizes.
Gaussian process regression for forecasting battery state of health
Richardson, Robert R., Osborne, Michael A., Howey, David A.
Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic modelling of capacity fade has thus far remained intractable; however, with the advent of cloud-connected devices, data from cells in various applications is becoming increasingly available, and the feasibility of data-driven methods for battery prognostics is increasing. Here we propose Gaussian process (GP) regression for forecasting battery state of health, and highlight various advantages of GPs over other data-driven and mechanistic approaches. GPs are a type of Bayesian non-parametric method, and hence can model complex systems whilst handling uncertainty in a principled manner. Prior information can be exploited by GPs in a variety of ways: explicit mean functions can be used if the functional form of the underlying degradation model is available, and multiple-output GPs can effectively exploit correlations between data from different cells. We demonstrate the predictive capability of GPs for short-term and long-term (remaining useful life) forecasting on a selection of capacity vs. cycle datasets from lithium-ion cells.
Unsupervised Machine Learning for Fun & Profit with Basket Clusters
I finally beat the S&P 500 by 10%. This might not sound like much but when we're dealing with large amounts of capital and with good liquidity, the profits are pretty sweet for a hedge fund. More aggressive approaches have resulted in much higher returns. It all started after I read a paper by Gur Huberman titled "Contagious Speculation and a Cure for Cancer: A Non-Event that Made Stock Prices Soar," (with Tomer Regev, Journal of Finance, February 2001, Vol. "A Sunday New York Times article on a potential development of new cancer-curing drugs caused EntreMed's stock price to rise from 12.063 at the Friday close, to open at 85 and close near 52 on Monday. It closed above 30 in the three following weeks. The enthusiasm spilled over to other biotechnology stocks. The potential breakthrough in cancer research already had been reported, however, in the journal Nature, and in various popular newspapers including the Times! Thus, enthusiastic public attention induced a permanent rise in share prices, even though no genuinely new information had been presented."
Keep it simple! How to understand Gradient Descent algorithm
When I first started out learning about machine learning algorithms, it turned out to be quite a task to gain an intuition of what the algorithms are doing. Not just because it was difficult to understand all the mathematical theory and notations, but it was also plain boring. When I turned to online tutorials for answers, I could again only see equations or high level explanations without going through the detail in a majority of the cases. It was then that one of my data science colleagues introduced me to the concept of working out an algorithm in an excel sheet. And that worked wonders for me.
30-top-videos-tutorials-courses-on-machine-learning-artificial-intelligence-from-2016
For those who already have a basic understanding of machine learning, you should start with the advance machine learning videos. These videos will introduce you to various machine learning libraries, modeling techniques and other advanced concepts of machine learning. It covers theoretical & practical concepts on supervised, unsupervised and deep learning algorithms. It will introduce you to sentimental analysis, recommendation system, predicting stock prices, create neural network using python & tensorflow and introduction to genetic algorithms.
Great Collection of Minimal and Clean Implementations of Machine Learning Algorithms
Want to implement machine learning algorithms from scratch? A recent KDnuggets poll asked "Which methods/algorithms you used in the past 12 months for an actual Data Science-related application?" with results found here. The results are analyzed by industry employment sector and region, but the main take away for the uninitiated is that there are a wide array of algorithms covered. And let's be clear: this is not a complete representation of available machine learning algorithms, but rather a subset of the most-used algorithms (as per our readers). There are lots of machine learning algorithms in existence today.
Book: Mastering Python for Data Science
If you are a Python developer who wants to master the world of data science then this book is for you. Some knowledge of data science is assumed. Evaluate and apply the linear regression technique to estimate the relationships among variables. Data science is a relatively new knowledge domain which is used by various organizations to make data driven decisions. Data scientists have to wear various hats to work with data and to derive value from it.
will wolf
Roughly speaking, my machine learning journey began on Kaggle. "Regression models predict continuous-valued real numbers; classification models predict'red,' 'green,' 'blue.' Typically, the former employs the mean squared error or mean absolute error; the latter, the cross-entropy loss. Stochastic gradient descent updates the model's parameters to drive these losses down." Furthermore, to fit these models, just import sklearn. A dexterity with the above is often sufficient for -- at least from a technical stance -- both employment and impact as a data scientist. In industry, commonplace prediction and inference problems -- binary churn, credit scoring, product recommendation and A/B testing, for example -- are easily matched with an off-the-shelf algorithm plus proficient data scientist for a measurable boost to the company's bottom line. In a vacuum I think this is fine: the winning driver does not need to know how to build the car.
The ALAMO approach to machine learning
Wilson, Zachary T., Sahinidis, Nikolaos V.
ALAMO is a computational methodology for leaning algebraic functions from data. Given a data set, the approach begins by building a low-complexity, linear model composed of explicit non-linear transformations of the independent variables. Linear combinations of these non-linear transformations allow a linear model to better approximate complex behavior observed in real processes. The model is refined, as additional data are obtained in an adaptive fashion through error maximization sampling using derivative-free optimization. Models built using ALAMO can enforce constraints on the response variables to incorporate first-principles knowledge. The ability of ALAMO to generate simple and accurate models for a number of reaction problems is demonstrated. The error maximization sampling is compared with Latin hypercube designs to demonstrate its sampling efficiency. ALAMO's constrained regression methodology is used to further refine concentration models, resulting in models that perform better on validation data and satisfy upper and lower bounds placed on model outputs.