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 Statistical Learning


Modelling Competitive Sports: Bradley-Terry-\'{E}l\H{o} Models for Supervised and On-Line Learning of Paired Competition Outcomes

arXiv.org Machine Learning

Prediction and modelling of competitive sports outcomes has received much recent attention, especially from the Bayesian statistics and machine learning communities. In the real world setting of outcome prediction, the seminal \'{E}l\H{o} update still remains, after more than 50 years, a valuable baseline which is difficult to improve upon, though in its original form it is a heuristic and not a proper statistical "model". Mathematically, the \'{E}l\H{o} rating system is very closely related to the Bradley-Terry models, which are usually used in an explanatory fashion rather than in a predictive supervised or on-line learning setting. Exploiting this close link between these two model classes and some newly observed similarities, we propose a new supervised learning framework with close similarities to logistic regression, low-rank matrix completion and neural networks. Building on it, we formulate a class of structured log-odds models, unifying the desirable properties found in the above: supervised probabilistic prediction of scores and wins/draws/losses, batch/epoch and on-line learning, as well as the possibility to incorporate features in the prediction, without having to sacrifice simplicity, parsimony of the Bradley-Terry models, or computational efficiency of \'{E}l\H{o}'s original approach. We validate the structured log-odds modelling approach in synthetic experiments and English Premier League outcomes, where the added expressivity yields the best predictions reported in the state-of-art, close to the quality of contemporary betting odds.


Statistical power and prediction accuracy in multisite resting-state fMRI connectivity

arXiv.org Machine Learning

Connectivity studies using resting-state functional magnetic resonance imaging are increasingly pooling data acquired at multiple sites. While this may allow investigators to speed up recruitment or increase sample size, multisite studies also potentially introduce systematic biases in connectivity measures across sites. In this work, we measure the inter-site effect in connectivity and its impact on our ability to detect individual and group differences. Our study was based on real, as opposed to simulated, multisite fMRI datasets collected in N=345 young, healthy subjects across 8 scanning sites with 3T scanners and heterogeneous scanning protocols, drawn from the 1000 functional connectome project. We first empirically show that typical functional networks were reliably found at the group level in all sites, and that the amplitude of the inter-site effects was small to moderate, with a Cohen's effect size below 0.5 on average across brain connections. We then implemented a series of Monte-Carlo simulations, based on real data, to evaluate the impact of the multisite effects on detection power in statistical tests comparing two groups (with and without the effect) using a general linear model, as well as on the prediction of group labels with a support-vector machine. As a reference, we also implemented the same simulations with fMRI data collected at a single site using an identical sample size. Simulations revealed that using data from heterogeneous sites only slightly decreased our ability to detect changes compared to a monosite study with the GLM, and had a greater impact on prediction accuracy. Taken together, our results support the feasibility of multisite studies in rs-fMRI provided the sample size is large enough.


Great Collection of Minimal and Clean Implementations of Machine Learning Algorithms

#artificialintelligence

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.


41 Key Machine Learning Interview Questions with Answers

#artificialintelligence

We've traditionally seen machine learning interview questions pop up in several categories. The first really has to do with the algorithms and theory behind machine learning. You'll have to show an understanding of how algorithms compare with one another and how to measure their efficacy and accuracy in the right way. The second category has to do with your programming skills and your ability to execute on top of those algorithms and the theory. The third has to do with your general interest in machine learning: you'll be asked about what's going on in the industry and how you keep up with the latest machine learning trends. Finally, there are company or industry-specific questions that test your ability to take your general machine learning knowledge and turn it into actionable points to drive the bottom line forward. We've divided this guide to machine learning interview questions into the categories we mentioned above so that you can more easily get to the information you need when it comes to machine learning interview questions. These algorithms questions will test your grasp of the theory behind machine learning.


Dynamic time warping distance for message propagation classification in Twitter

arXiv.org Machine Learning

Social messages classification is a research domain that has attracted the attention of many researchers in these last years. Indeed, the social message is different from ordinary text because it has some special characteristics like its shortness. Then the development of new approaches for the processing of the social message is now essential to make its classification more efficient. In this paper, we are mainly interested in the classification of social messages based on their spreading on online social networks (OSN). We proposed a new distance metric based on the Dynamic Time Warping distance and we use it with the probabilistic and the evidential k Nearest Neighbors (k-NN) classifiers to classify propagation networks (PrNets) of messages. The propagation network is a directed acyclic graph (DAG) that is used to record propagation traces of the message, the traversed links and their types. We tested the proposed metric with the chosen k-NN classifiers on real world propagation traces that were collected from Twitter social network and we got good classification accuracies.


Subset Selection for Multiple Linear Regression via Optimization

arXiv.org Machine Learning

The regression analysis is a statistical methodology for predicting values of response (dependent) variables from a set of explanatory (independent) variables by investigating the relationships among the variables. The regression analysis is used for forecasting and prediction in a variety of areas, from economics to biology. When the relationship among the variables is expressed as a linear equation and the set of explanatory variables has more than one variable, it is termed multiple linear regression. The multiple linear regression model is the most popular model among the various variants of regression analyses. Given a fixed set of explanatory variables, the goal of the multiple linear regression is to find the coefficients for the explanatory variables that minimize the fitting error.


Riemannian-geometry-based modeling and clustering of network-wide non-stationary time series: The brain-network case

arXiv.org Machine Learning

This paper advocates Riemannian multi-manifold modeling in the context of network-wide non-stationary time-series analysis. Time-series data, collected sequentially over time and across a network, yield features which are viewed as points in or close to a union of multiple submanifolds of a Riemannian manifold, and distinguishing disparate time series amounts to clustering multiple Riemannian submanifolds. To support the claim that exploiting the latent Riemannian geometry behind many statistical features of time series is beneficial to learning from network data, this paper focuses on brain networks and puts forth two feature-generation schemes for network-wide dynamic time series. The first is motivated by Granger-causality arguments and uses an auto-regressive moving average model to map low-rank linear vector subspaces, spanned by column vectors of appropriately defined observability matrices, to points into the Grassmann manifold. The second utilizes (non-linear) dependencies among network nodes by introducing kernel-based partial correlations to generate points in the manifold of positive-definite matrices. Capitilizing on recently developed research on clustering Riemannian submanifolds, an algorithm is provided for distinguishing time series based on their geometrical properties, revealed within Riemannian feature spaces. Extensive numerical tests demonstrate that the proposed framework outperforms classical and state-of-the-art techniques in clustering brain-network states/structures hidden beneath synthetic fMRI time series and brain-activity signals generated from real brain-network structural connectivity matrices.


Fast and Accurate Time Series Classification with WEASEL

arXiv.org Machine Learning

Time series (TS) occur in many scientific and commercial applications, ranging from earth surveillance to industry automation to the smart grids. An important type of TS analysis is classification, which can, for instance, improve energy load forecasting in smart grids by detecting the types of electronic devices based on their energy consumption profiles recorded by automatic sensors. Such sensor-driven applications are very often characterized by (a) very long TS and (b) very large TS datasets needing classification. However, current methods to time series classification (TSC) cannot cope with such data volumes at acceptable accuracy; they are either scalable but offer only inferior classification quality, or they achieve state-of-the-art classification quality but cannot scale to large data volumes. In this paper, we present WEASEL (Word ExtrAction for time SEries cLassification), a novel TSC method which is both scalable and accurate. Like other state-of-the-art TSC methods, WEASEL transforms time series into feature vectors, using a sliding-window approach, which are then analyzed through a machine learning classifier. The novelty of WEASEL lies in its specific method for deriving features, resulting in a much smaller yet much more discriminative feature set. On the popular UCR benchmark of 85 TS datasets, WEASEL is more accurate than the best current non-ensemble algorithms at orders-of-magnitude lower classification and training times, and it is almost as accurate as ensemble classifiers, whose computational complexity makes them inapplicable even for mid-size datasets. The outstanding robustness of WEASEL is also confirmed by experiments on two real smart grid datasets, where it out-of-the-box achieves almost the same accuracy as highly tuned, domain-specific methods.


DeepMath - Deep Sequence Models for Premise Selection

arXiv.org Artificial Intelligence

We study the effectiveness of neural sequence models for premise selection in automated theorem proving, one of the main bottlenecks in the formalization of mathematics. We propose a two stage approach for this task that yields good results for the premise selection task on the Mizar corpus while avoiding the hand-engineered features of existing state-of-the-art models. To our knowledge, this is the first time deep learning has been applied to theorem proving on a large scale.


Clustering With K-Means in Python

#artificialintelligence

A very common task in data analysis is that of grouping a set of objects into subsets such that all elements within a group are more similar among them than they are to the others. The practical applications of such a procedure are many: given a medical image of a group of cells, a clustering algorithm could aid in identifying the centers of the cells; looking at the GPS data of a user's mobile device, their more frequently visited locations within a certain radius can be revealed; for any set of unlabeled observations, clustering helps establish the existence of some sort of structure that might indicate that the data is separable. The k-means algorithm takes a dataset X of N points as input, together with a parameter K specifying how many clusters to create. The output is a set of K cluster centroids and a labeling of X that assigns each of the points in X to a unique cluster. All points within a cluster are closer in distance to their centroid than they are to any other centroid.