Data can have missing values for a number of reasons such as observations that were not recorded and data corruption. Handling missing data is important as many machine learning algorithms do not support data with missing values. In this tutorial, you will discover how to handle missing data for machine learning with Python. Note: The examples in this post assume that you have Python 2 or 3 with Pandas, NumPy and Scikit-Learn installed, specifically scikit-learn version 0.18 or higher. How to Handle Missing Values with Python Photo by CoCreatr, some rights reserved.

For a long answer, see Blei, Kucukelbir and McAuliffe here. This short answer draws heavily therefrom. Meaning, when we have computational time to kill and value precision of our estimates, MCMC wins. If we can tolerate sacrificing that for expediency--or we're working with data so large we have to make the tradeoff--VI is a natural choice. Thus, variational inference is suited to large data sets and scenarios where we want to quickly explore many models; MCMC is suited to smaller data sets and scenarios where we happily pay a heavier computational cost for more precise samples.

Triplet networks are widely used models that are characterized by good performance in classification and retrieval tasks. In this work we propose to train a triplet network by putting it as the discriminator in Generative Adversarial Nets (GANs). We make use of the good capability of representation learning of the discriminator to increase the predictive quality of the model. We evaluated our approach on Cifar10 and MNIST datasets and observed significant improvement on the classification performance using the simple k-nn method.

Motivation: Single cell transcriptome sequencing (scRNA-Seq) has become a revolutionary tool to study cellular and molecular processes at single cell resolution. Among existing technologies, the recently developed droplet-based platform enables efficient parallel processing of thousands of single cells with direct counting of transcript copies using Unique Molecular Identifier (UMI). Despite the technology advances, statistical methods and computational tools are still lacking for analyzing droplet-based scRNA-Seq data. Particularly, model-based approaches for clustering large-scale single cell transcriptomic data are still under-explored. Methods: We developed DIMM-SC, a Dirichlet Mixture Model for clustering droplet-based Single Cell transcriptomic data. This approach explicitly models UMI count data from scRNA-Seq experiments and characterizes variations across different cell clusters via a Dirichlet mixture prior. An expectation-maximization algorithm is used for parameter inference. Results: We performed comprehensive simulations to evaluate DIMM-SC and compared it with existing clustering methods such as K-means, CellTree and Seurat. In addition, we analyzed public scRNA-Seq datasets with known cluster labels and in-house scRNA-Seq datasets from a study of systemic sclerosis with prior biological knowledge to benchmark and validate DIMM-SC. Both simulation studies and real data applications demonstrated that overall, DIMM-SC achieves substantially improved clustering accuracy and much lower clustering variability compared to other existing clustering methods. More importantly, as a model-based approach, DIMM-SC is able to quantify the clustering uncertainty for each single cell, facilitating rigorous statistical inference and biological interpretations, which are typically unavailable from existing clustering methods.

Cluster analysis of very high dimensional data can benefit from the properties of such high dimensionality. Informally expressed, in this work, our focus is on the analogous situation when the dimensionality is moderate to small, relative to a massively sized set of observations. Mathematically expressed, these are the dual spaces of observations and attributes. The point cloud of observations is in attribute space, and the point cloud of attributes is in observation space. In this paper, we begin by summarizing various perspectives related to methodologies that are used in multivariate analytics. We draw on these to establish an efficient clustering processing pipeline, both partitioning and hierarchical clustering.

Clustering algorithms are a crucial component of any data scientist's toolbox with applications ranging from identifying themes in large text corpora [10], to finding functionally similar genes [17], to visualization, pre-processing, and dimensionality reduction [21]. As such, a number of clustering algorithms have been developed and studied by the statistics, machine learning, and theoretical computer science communities. These algorithms and analyses target a variety of scenarios, including large-scale, online, or streaming settings [38, 1], clustering with distribution shift [2], and many more. Modern clustering applications require algorithms that scale gracefully with dataset size and complexity. In clustering, data set size is measured by the number of points N and their dimensionality d, while the number of clusters, K, serves as a measure of complexity. While several existing algorithms can cope with large datasets, very few adequately handle datasets with many clusters. We call problem instances with large N and large K extreme clustering problems-a phrase inspired by work in extreme classification [12]. Extreme clustering problems are increasingly prevalent. For example, in entity resolution, record linkage and deduplication, the number of clusters (i.e., entities) increases with dataset size [6] and can be in the The first two authors contributed equally.

The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression problem. In this way, many insights and optimization procedures for sparse logistic regression can be applied to the learning of discrete Markov networks. Specifically, we use the coordinate descent algorithm for generalized linear models with convex penalties, combined with strong screening rules, to solve the pseudo-likelihood problem with $L_1$ regularization. Therefore a substantial speedup without losing any accuracy can be achieved. Furthermore, this method is more stable than the node-wise logistic regression approach on unbalanced high-dimensional data when penalized by small regularization parameters. Thorough numerical experiments on simulated data and real world data demonstrate the advantages of the proposed method.

Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it difficult to use them for adaptive stepsize selection and automatic stopping. We propose alternative "big batch" SGD schemes that adaptively grow the batch size over time to maintain a nearly constant signal-to-noise ratio in the gradient approximation. The resulting methods have similar convergence rates to classical SGD, and do not require convexity of the objective. The high fidelity gradients enable automated learning rate selection and do not require stepsize decay. Big batch methods are thus easily automated and can run with little or no oversight.

Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high variance, which slows down convergence as the iterates approach the optimum, and (ii) SGD scales poorly in distributed settings, typically experiencing rapidly decreasing marginal benefits as the number of workers increases. In this paper, we propose a highly parallel method, CentralVR, that uses error corrections to reduce the variance of SGD gradient updates, and scales linearly with the number of worker nodes. CentralVR enjoys low iteration complexity, provably linear convergence rates, and exhibits linear performance gains up to hundreds of cores for massive datasets. We compare CentralVR to state-of-the-art parallel stochastic optimization methods on a variety of models and datasets, and find that our proposed methods exhibit stronger scaling than other SGD variants.

Existing methods for retrieving k-nearest neighbours suffer from the curse of dimensionality. We argue this is caused in part by inherent deficiencies of space partitioning, which is the underlying strategy used by most existing methods. We devise a new strategy that avoids partitioning the vector space and present a novel randomized algorithm that runs in time linear in dimensionality of the space and sub-linear in the intrinsic dimensionality and the size of the dataset and takes space constant in dimensionality of the space and linear in the size of the dataset. The proposed algorithm allows fine-grained control over accuracy and speed on a per-query basis, automatically adapts to variations in data density, supports dynamic updates to the dataset and is easy-to-implement. We show appealing theoretical properties and demonstrate empirically that the proposed algorithm outperforms locality-sensitivity hashing (LSH) in terms of approximation quality, speed and space efficiency.