Statistical Learning
K Nearest Neighbors Application - Practical Machine Learning Tutorial with Python p.14
In the last part we introduced Classification, which is a supervised form of machine learning, and explained the K Nearest Neighbors algorithm intuition. In this tutorial, we're actually going to apply a simple example of the algorithm using Scikit-Learn, and then in the subsquent tutorials we'll build our own algorithm to learn more about how it works under the hood. To exemplify classification, we're going to use a Breast Cancer Dataset, which is a dataset donated to the University of California, Irvine (UCI) collection from the University of Wisconsin-Madison. UCI has a large Machine Learning Repository.
A Statistician's View on Data and Data Science
In an Estimation problem, looking at a data to derive any inference about a'characteristic' of a Population, this approach mainly uses a sample taken at'random' from a collection of these similar items. An'estimate' of that characteristic (also known as a parameter) of the collection (or Universe, Population), is computed from that sample. This estimate is then tested to find out how close it might be to the original parameter, which is usually unknown. Graphical methods such EDA (Exploratory Data Analysis) are also used to study and guess the nature of the characteristic in the population, based on the data from the sample. Sampling is repeated or replicated several times, to reduce the error in the estimate.
Regression Analysis using R explained
Let us apply regression analysis on power plant dataset available from here. The dataset contains 9568 data points collected from a Combined Cycle Power Plant over 6 years (2006-2011), when the power plant was set to work with full load. Features consist of hourly average ambient variables Temperature (T), Ambient Pressure (AP), Relative Humidity (RH) and Exhaust Vacuum (V) to predict the net hourly electrical energy output (EP) of the plant.
Directional Statistics in Machine Learning: a Brief Review
The modern data analyst must cope with data encoded in various forms, vectors, matrices, strings, graphs, or more. Consequently, statistical and machine learning models tailored to different data encodings are important. We focus on data encoded as normalized vectors, so that their "direction" is more important than their magnitude. Specifically, we consider high-dimensional vectors that lie either on the surface of the unit hypersphere or on the real projective plane. For such data, we briefly review common mathematical models prevalent in machine learning, while also outlining some technical aspects, software, applications, and open mathematical challenges.
Robust Elastic Net Regression
Liu, Weiyang, Lin, Rongmei, Yang, Meng
We propose a robust elastic net (REN) model for high-dimensional sparse regression and give its performance guarantees (both the statistical error bound and the optimization bound). A simple idea of trimming the inner product is applied to the elastic net model. Specifically, we robustify the covariance matrix by trimming the inner product based on the intuition that the trimmed inner product can not be significantly affected by a bounded number of arbitrarily corrupted points (outliers). The REN model can also derive two interesting special cases: robust Lasso and robust soft thresholding. Comprehensive experimental results show that the robustness of the proposed model consistently outperforms the original elastic net and matches the performance guarantees nicely.
Clustering Markov Decision Processes For Continual Transfer
Mahmud, M. M. Hassan, Hawasly, Majd, Rosman, Benjamin, Ramamoorthy, Subramanian
We present algorithms to effectively represent a set of Markov decision processes (MDPs), whose optimal policies have already been learned, by a smaller source subset for lifelong, policy-reuse-based transfer learning in reinforcement learning. This is necessary when the number of previous tasks is large and the cost of measuring similarity counteracts the benefit of transfer. The source subset forms an `$\epsilon$-net' over the original set of MDPs, in the sense that for each previous MDP $M_p$, there is a source $M^s$ whose optimal policy has $<\epsilon$ regret in $M_p$. Our contributions are as follows. We present EXP-3-Transfer, a principled policy-reuse algorithm that optimally reuses a given source policy set when learning for a new MDP. We present a framework to cluster the previous MDPs to extract a source subset. The framework consists of (i) a distance $d_V$ over MDPs to measure policy-based similarity between MDPs; (ii) a cost function $g(\cdot)$ that uses $d_V$ to measure how good a particular clustering is for generating useful source tasks for EXP-3-Transfer and (iii) a provably convergent algorithm, MHAV, for finding the optimal clustering. We validate our algorithms through experiments in a surveillance domain.
Text-mining the NeuroSynth corpus using Deep Boltzmann Machines
Monti, Ricardo Pio, Lorenz, Romy, Leech, Robert, Anagnostopoulos, Christoforos, Montana, Giovanni
Large-scale automated meta-analysis of neuroimaging data has recently established itself as an important tool in advancing our understanding of human brain function. This research has been pioneered by NeuroSynth, a database collecting both brain activation coordinates and associated text across a large cohort of neuroimaging research papers. One of the fundamental aspects of such meta-analysis is text-mining. To date, word counts and more sophisticated methods such as Latent Dirichlet Allocation have been proposed. In this work we present an unsupervised study of the NeuroSynth text corpus using Deep Boltzmann Machines (DBMs). The use of DBMs yields several advantages over the aforementioned methods, principal among which is the fact that it yields both word and document embeddings in a high-dimensional vector space. Such embeddings serve to facilitate the use of traditional machine learning techniques on the text corpus. The proposed DBM model is shown to learn embeddings with a clear semantic structure.
A vector-contraction inequality for Rademacher complexities
The contraction inequality for Rademacher averages is extended to Lipschitz functions with vector-valued domains, and it is also shown that in the bounding expression the Rademacher variables can be replaced by arbitrary iid symmetric and sub-gaussian variables. Example applications are given for multi-category learning, K-means clustering and learning-to-learn.
Sentiment analysis with machine learning in R
Machine learning makes sentiment analysis more convenient. This post would introduce how to do sentiment analysis with machine learning using R. In the landscape of R, the sentiment R package and the more general text mining package have been well developed by Timothy P. Jurka. You can check out the sentiment package and the fantastic RTextTools package. Actually, Timothy also writes an maxent package for low-memory multinomial logistic regression (also known as maximum entropy).
How do I use weight vector of SVM and logistic regression for feature importance?
I have trained a SVM and logistic regression classifier on my dataset for binary classification. Both classifier provide a weight vector which is of the size of the number of features. I can use this weight vector to select the 10 most important features. For doing that I have turned the weights into t-scores by doing a permutation test. I did 1000 permutations of the class labels and at each permutation I calculated the weight vector.