Statistical Learning
Heirarchical Clustering Techniques using R
The idea behind hierarchical cluster analysis is to show which of a (potentially large) set of samples are most similar to one another, and to group these similar samples in the same limb of a tree. Each of the samples can be thought of a sitting in an m-dimensional space, defined by the m variables (columns) in the dataframe. We define similarity on the basis of the distance between two samples in this m-dimensional space. Several different distance measures could be used, but the default is Euclidean distance and this is used to work out the distance from every sample to every other sample. This quantitative dissimilarity structure of the data is stored in a matrix produced by the "dist function".
Adaptation and learning over networks for nonlinear system modeling
Scardapane, Simone, Chen, Jie, Richard, Cรฉdric
In this chapter, we analyze nonlinear filtering problems in distributed environments, e.g., sensor networks or peer-to-peer protocols. In these scenarios, the agents in the environment receive measurements in a streaming fashion, and they are required to estimate a common (nonlinear) model by alternating local computations and communications with their neighbors. We focus on the important distinction between single-task problems, where the underlying model is common to all agents, and multitask problems, where each agent might converge to a different model due to, e.g., spatial dependencies or other factors. Currently, most of the literature on distributed learning in the nonlinear case has focused on the single-task case, which may be a strong limitation in real-world scenarios. After introducing the problem and reviewing the existing approaches, we describe a simple kernel-based algorithm tailored for the multitask case. We evaluate the proposal on a simulated benchmark task, and we conclude by detailing currently open problems and lines of research.
Group Importance Sampling for Particle Filtering and MCMC
Martino, L., Elvira, V., Camps-Valls, G.
Importance Sampling (IS) is a well-known Monte Carlo technique that approximates integrals involving a posterior distribution by means of weighted samples. In this work, we study the assignation of a single weighted sample which compresses the information contained in a population of weighted samples. Part of the theory that we present as Group Importance Sampling (GIS) has been employed implicitly in different works in the literature. The provided analysis yields several theoretical and practical consequences. For instance, we discuss the application of GIS into the Sequential Importance Resampling framework and show that Independent Multiple Try Metropolis schemes can be interpreted as a standard Metropolis-Hastings algorithm, following the GIS approach. We also introduce two novel Markov Chain Monte Carlo (MCMC) techniques based on GIS. The first one, named Group Metropolis Sampling method, produces a Markov chain of sets of weighted samples. All these sets are then employed for obtaining a unique global estimator. The second one is the Distributed Particle Metropolis-Hastings technique, where different parallel particle filters are jointly used to drive an MCMC algorithm. Different resampled trajectories are compared and then tested with a proper acceptance probability. The novel schemes are tested in different numerical experiments such as learning the hyperparameters of Gaussian Processes, the localization problem in a wireless sensor network and the tracking of vegetation parameters given satellite observations, where they are compared with several benchmark Monte Carlo techniques. Three illustrative Matlab demos are also provided.
Parameter Estimation in Computational Biology by Approximate Bayesian Computation coupled with Sensitivity Analysis
We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken from in vitro experiments, or are hand-tuned during the model development process to reproduces observations from the system. We consider the family of algorithms coming under the Bayesian formulation of Approximate Bayesian Computation (ABC), and show that sensitivity analysis could be deployed to quantify the relative roles of different parameters in the system. Parameters to which a system is relatively less sensitive (known as sloppy parameters) need not be estimated to high precision, while the values of parameters that are more critical (stiff parameters) need to be determined with care. A tradeoff between computational complexity and the accuracy with which the posterior distribution may be probed is an important characteristic of this class of algorithms.
Maximum Entropy Flow Networks
Loaiza-Ganem, Gabriel, Gao, Yuanjun, Cunningham, John P.
Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth and invertible transformation that maps a simple distribution to the desired maximum entropy distribution. Doing so is nontrivial in that the objective being maximized (entropy) is a function of the density itself. By exploiting recent developments in normalizing flow networks, we cast the maximum entropy problem into a finite-dimensional constrained optimization, and solve the problem by combining stochastic optimization with the augmented Lagrangian method. Simulation results demonstrate the effectiveness of our method, and applications to finance and computer vision show the flexibility and accuracy of using maximum entropy flow networks.
Tensor clustering with algebraic constraints gives interpretable groups of crosstalk mechanisms in breast cancer
Seigal, Anna, Beguerisse-Dรญaz, Mariano, Schoeberl, Birgit, Niepel, Mario, Harrington, Heather A.
We introduce a tensor-based clustering method to extract sparse, low-dimensional structure from high-dimensional, multi-indexed datasets. Specifically, this framework is designed to enable detection of clusters of data in the presence of structural requirements which we encode as algebraic constraints in a linear program. We illustrate our method on a collection of experiments measuring the response of genetically diverse breast cancer cell lines to an array of ligands. Each experiment consists of a cell line-ligand combination, and contains time-course measurements of the early-signalling kinases MAPK and AKT at two different ligand dose levels. By imposing appropriate structural constraints and respecting the multi-indexed structure of the data, our clustering analysis can be optimized for biological interpretation and therapeutic understanding. We then perform a systematic, large-scale exploration of mechanistic models of MAPK-AKT crosstalk for each cluster. This analysis allows us to quantify the heterogeneity of breast cancer cell subtypes, and leads to hypotheses about the mechanisms by which cell lines respond to ligands. Our clustering method is general and can be tailored to a variety of applications in science and industry.
Generative Modeling with Conditional Autoencoders: Building an Integrated Cell
Johnson, Gregory R., Donovan-Maiye, Rory M., Maleckar, Mary M.
We present a conditional generative model to learn variation in cell and nuclear morphology and the location of subcellular structures from microscopy images. Our model generalizes to a wide range of subcellular localization and allows for a probabilistic interpretation of cell and nuclear morphology and structure localization from fluorescence images. We demonstrate the effectiveness of our approach by producing photo-realistic cell images using our generative model. The conditional nature of the model provides the ability to predict the localization of unobserved structures given cell and nuclear morphology.
Introduction to Principal Component Analysis
This formula-free summary provides a short overview about how PCA (principal component analysis) works for dimension reduction, that is, to select k features (also called variables) among a larger set of n features, with k much smaller than n. This smaller set of k features built with PCA is the best subset of k features, in the sense that it minimizes the variance of the residual noise when fitting data to a linear model. Note that PCA transforms the initial features into new ones, that are linear combinations of the original features.
How to use machine learning to identify "good" customers vs "bad" customers - BDO Canada - IT Solutions
Good profitable customers rarely become unprofitable. It is more likely that they were unprofitable from the onset. Determining an approach to define customer value can be a complex decision. Traditionally, we use gross margin in identifying good and bad customers. For example, if your overhead costs are 25% of gross revenue, a good customer is anyone with a gross margin over 25%.
Springboard's Free Machine Learning in Python Tutorial
Machine learning is one of the hottest new technologies to emerge into popular consciousness in the last decade, transforming fields from consumer electronics and healthcare to retail. This has led to intense curiosity about this field among many students and working professionals about the field. If you're a tech professional such as a software developer, business analyst or even a product manager, you might be curious about how machine learning can change they way you work and take your career to the next level. However, as a busy professional, you're also looking for a way to get a solid understanding of machine learning that's not only rigorous and practical, but also concise and fast. This machine learning tutorial will help you achieve your goals.