Statistical Learning
Poisson--Gamma Dynamical Systems
Schein, Aaron, Zhou, Mingyuan, Wallach, Hanna
We introduce a new dynamical system for sequentially observed multivariate count data. This model is based on the gamma--Poisson construction---a natural choice for count data---and relies on a novel Bayesian nonparametric prior that ties and shrinks the model parameters, thus avoiding overfitting. We present an efficient MCMC inference algorithm that advances recent work on augmentation schemes for inference in negative binomial models. Finally, we demonstrate the model's inductive bias using a variety of real-world data sets, showing that it exhibits superior predictive performance over other models and infers highly interpretable latent structure.
A Universal Variance Reduction-Based Catalyst for Nonconvex Low-Rank Matrix Recovery
Wang, Lingxiao, Zhang, Xiao, Gu, Quanquan
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs projected gradient descent based on a novel semi-stochastic gradient specifically designed for low-rank matrix recovery. Based upon the mild restricted strong convexity and smoothness conditions, we derive a projected notion of the restricted Lipschitz continuous gradient property, and prove that our algorithm enjoys linear convergence rate to the unknown low-rank matrix with an improved computational complexity. Moreover, our algorithm can be employed to both noiseless and noisy observations, where the optimal sample complexity and the minimax optimal statistical rate can be attained respectively. We further illustrate the superiority of our generic framework through several specific examples, both theoretically and experimentally.
Learn Support Vector Machine (SVM) from Scratch in R
Imagine a case - if there is no straight line (or hyperplane) which can separate two classes? In the image shown below, there is a circle in 2D with red and blue data points all over it such that adjacent data points are of different colors. SVM handles the above case by using a kernel function to handle non-linear separable data. It is explained in the next section. In simple words, it is a method to make SVM run in case of non-linear separable data points.
From 0 to 1: Machine Learning, NLP & Python-Cut to the Chase
Prerequisites: No prerequisites, knowledge of some undergraduate level mathematics would help but is not mandatory. Working knowledge of Python would be helpful if you want to run the source code that is provided. Taught by a Stanford-educated, ex-Googler and an IIT, IIM - educated ex-Flipkart lead analyst. This team has decades of practical experience in quant trading, analytics and e-commerce. The course is shy but confident: It is authoritative, drawn from decades of practical experience -but shies away from needlessly complicating stuff.
Review: Scikit-learn shines for simpler machine learning
Scikits are Python-based scientific toolboxes built around SciPy, the Python library for scientific computing. Scikit-learn is an open source project focused on machine learning: classification, regression, clustering, dimensionality reduction, model selection, and preprocessing. On the other hand, it has quite a nice selection of solid algorithms, and it uses Cython (the Python-to-C compiler) for functions that need to be fast, such as inner loops. Among the areas Scikit-learn does not cover are deep learning, reinforcement learning, graphical models, and sequence prediction. It is defined as being in and for Python, so it doesn't have APIs for other languages.
Journal of Pattern Recognition Research
Clustering is a popular method essentially applied to data analysis, data mining, vector quantization and data compression. The most widely used clustering algorithm, which belongs to the group of partitioning algorithms, is the k-means. In this paper, we propose an extended version of k-means where the initial cluster centers are selected based on a heuristic data based formula, in contrast to random selection adopted by the traditional k-means algorithm. In particular, a new formula for selecting the initial cluster centers, before applying the k-means algorithm for clustering of a data set, is introduced. The new extended k-means algorithm is tested on clustering a set of 2-D data points.
What's machine learning? It depends on who you ask
Data scientists are professionals who use the most appropriate tools and methodologies to get their jobs done. The best data scientists avail themselves of the complete set of knowledge- and pattern-discovery approaches that involve statistical analysis. How should we refer to the sum total of data science techniques? Often, they are lumped under the term "advanced analytics." This phrase is deliberately vague in that it is intended as a catch-all for everything from statistical analysis and data mining to predictive modeling, natural language processing, support vector machines, and so on.