Statistical Learning
Improve Your Regression with CART and Gradient Boosting
We'll see that CART decision trees are the foundation of gradient boosting and discuss some of the advantages of boosting versus a Random Forest. We will explore the gradient boosting algorithm and discuss the most important modeling parameters like the learning rate, number of terminal nodes, number of trees, loss functions, and more. We will demonstrate using an implementation of gradient boosting (TreeNet Software) to fit the model and compare the performance to a linear regression model, a CART tree, and a Random Forest.
Cooperative Training of Descriptor and Generator Networks
Xie, Jianwen, Lu, Yang, Gao, Ruiqi, Zhu, Song-Chun, Wu, Ying Nian
This paper studies the cooperative training of two probabilistic models of signals such as images. Both models are parametrized by convolutional neural networks (ConvNets). The first network is a descriptor network, which is an exponential family model or an energy-based model, whose feature statistics or energy function are defined by a bottom-up ConvNet, which maps the observed signal to the feature statistics. The second network is a generator network, which is a non-linear version of factor analysis. It is defined by a top-down ConvNet, which maps the latent factors to the observed signal. The maximum likelihood training algorithms of both the descriptor net and the generator net are in the form of alternating back-propagation, and both algorithms involve Langevin sampling. We observe that the two training algorithms can cooperate with each other by jumpstarting each other's Langevin sampling, and they can be naturally and seamlessly interwoven into a CoopNets algorithm that can train both nets simultaneously.
How to Make Manual Predictions for ARIMA Models with Python
The autoregression integrated moving average model or ARIMA model can seem intimidating to beginners. A good way to pull back the curtain in the method is to to use a trained model to make predictions manually. This demonstrates that ARIMA is a linear regression model at its core. Making manual predictions with a fit ARIMA models may also be a requirement in your project, meaning that you can save the coefficients from the fit model and use them as configuration in your own code to make predictions without the need for heavy Python libraries in a production environment. In this tutorial, you will discover how to make manual predictions with a trained ARIMA model in Python.
Understand Logistic Regression the easy way: Part 1
Logistic Regression is one of the world's most popular model used to solve classification problems in machine learning. This model will arm you with super powers to solve problems like classifying "spam" or "non-spam" emails, detect malignant tumours, blood pressure and so many more! I have always believed, before learning anything new, you should have a purpose to learn it. I hope you are motivated enough to learn it now! Let us begin with binary classification problem, which means'y' our output can have only two values '0 or 1'.
Top R Packages for Machine Learning
Much of our curriculum is based on feedback from corporate and government partners about the technologies they are looking to learn. But we wanted to develop a more data-driven approach to what we should be teaching in our data science corporate training and our free fellowship for masters and PhDs looking to enter data science careers in industry. What are the most popular ML packages? Let's look at a ranking based on package downloads and social website activity. The ranking is based on average rank of CRAN (The Comprehensive R Archive Network) downloads and Stack Overflow activity (full ranking here [CSV]).
Learning to learn by gradient descent by gradient descent - implementation -
We featured it when it first came out, here is a TensorFlow implementation of it with the second version of the preprint. Learning to learn by gradient descent by gradient descent by Marcin Andrychowicz, Misha Denil, Sergio Gomez, Matthew W. Hoffman, David Pfau, Tom Schaul, Brendan Shillingford, Nando de Freitas The move from hand-designed features to learned features in machine learning has been wildly successful. In spite of this, optimization algorithms are still designed by hand. In this paper we show how the design of an optimization algorithm can be cast as a learning problem, allowing the algorithm to learn to exploit structure in the problems of interest in an automatic way. Our learned algorithms, implemented by LSTMs, outperform generic, hand-designed competitors on the tasks for which they are trained, and also generalize well to new tasks with similar structure.
Introduction to Apache Spark with Examples and Use Cases
I first heard of Spark in late 2013 when I became interested in Scala, the language in which Spark is written. Some time later, I did a fun data science project trying to predict survival on the Titanic. This turned out to be a great way to get further introduced to Spark concepts and programming. I highly recommend it for any aspiring Spark developers looking for a place to get started. Today, Spark is being adopted by major players like Amazon, eBay, and Yahoo!
Jackknife logistic and linear regression for clustering and predictions
This article discusses a far more general version of the technique described in our article The best kept secret about regression. Here we adapt our methodology so that it applies to data sets with a more complex structure, in particular with highly correlated independent variables. Our goal is to produce a regression tool that can be used as a black box, be very robust and parameter-free, and usable and easy-to-interpret by non-statisticians. It is part of a bigger project: automating many fundamental data science tasks, to make it easy, scalable and cheap for data consumers, not just for data experts. Readers are invited to further formalize the technology outlined here, and challenge my proposed methodology.
Clustering For Point Pattern Data
Tran, Quang N., Vo, Ba-Ngu, Phung, Dinh, Vo, Ba-Tuong
Clustering is one of the most common unsupervised learning tasks in machine learning and data mining. Clustering algorithms have been used in a plethora of applications across several scientific fields. However, there has been limited research in the clustering of point patterns - sets or multi-sets of unordered elements - that are found in numerous applications and data sources. In this paper, we propose two approaches for clustering point patterns. The first is a non-parametric method based on novel distances for sets. The second is a model-based approach, formulated via random finite set theory, and solved by the Expectation-Maximization algorithm. Numerical experiments show that the proposed methods perform well on both simulated and real data.
Sparse Algorithm for Robust LSSVM in Primal Space
Li Chen a,b, Shuisheng Zhou a, a School of Mathematics and Statistics, Xidian University, 266 Xinglong Section, Xifeng Road, Xi'an, China b Department of Basic Science, College of Information and Business, Zhongyuan Technology University, 41 Zhongyuan Middle Road, Zhengzhou, ChinaAbstract As enjoying the closed form solution, least squares support vector machine (LSSVM) has been widely used for classification and regression problems having the comparable performance with other types of SVMs. However, LSSVM has two drawbacks: sensitive to outliers and lacking sparseness. Robust LSSVM (R-LSSVM) overcomes the first partly via nonconvex truncated loss function, but the current algorithms for R-LSSVM with the dense solution are faced with the second drawback and are inefficient for training large-scale problems. In this paper, we interpret the robustness of R-LSSVM from a re-weighted viewpoint and give a primal R-LSSVM by the representer theorem. The new model may have sparse solution if the corresponding kernel matrix has low rank. Then approximating the kernel matrix by a low-rank matrix and smoothing the loss function by entropy penalty function, we propose a convergent sparse R-LSSVM (SR-LSSVM) algorithm to achieve the sparse solution of primal R-LSSVM, which overcomes two drawbacks of LSSVM simultaneously. The proposed algorithm has lower complexity than the existing algorithms and is very efficient for training large-scale problems. Many experimental results illustrate that SR-LSSVM can achieve better or comparable performance with less training time than related algorithms, especially for training large scale problems. Keywords: Primal LSSVM, Sparse solution, Re-weighted LSSVM, Low-rank approximation, Outliers 2010 MSC: 00-01, 99-00 1. Introduction Least squares support vector machine (LSSVM) was introduced by Suykens[1] and has been a powerful learning technique for classification and regression. It has been successfully used in many real world pattern recognition problems, such as disease diagnosis[2], fault detection[3], image classification [4], partial differential equations solving[5] and visual tracking[6]. LSSVM tries to minimize least squares errors on the training samples.