I built this as a side project in January / February 2016, as a practical means of getting some experience with machine learning, quantitative finance, and of course hopefully making some profit;). Here's an example of a Decision Tree classifier being used to make a buy (blue), sell (red), or hold(green) decision on the BTC_ETH pair. On both graphs, the x axis is a recent price movement, and the y axis is a previous price movement, the length of which is determined by a parameter called granularity. These graphs show only the last two price movements. The graphing library used is constrained by two dimensional space, but you could generate a classifier that acts upon n pricemovements ( n dimensional space).

This idea of building generalizable models is the motivation behind splitting your dataset into a training set (on which models can be trained) and a test set (which is held out until the very end of your analysis, and provides an accurate measure of model performance).

K-means is a clustering algorithm and not classification method. On the other hand, SVM is a classification method. We do clustering when we don't have class labels and perform classification when we have class labels. Clustering is a unsupervised learning technique and classification is a supervised learning technique. Therefore, comparing both of them are comparing apple and oranges. You should read the following to understand their difference - Shehroz Khan's answer to Is supervised learning commonly carried out after clustering?

We investigate the choice of tuning parameters for a Bayesian multi-level group lasso model developed for the joint analysis of neuroimaging and genetic data. The regression model we consider relates multivariate phenotypes consisting of brain summary measures (volumetric and cortical thickness values) to single nucleotide polymorphism (SNPs) data and imposes penalization at two nested levels, the first corresponding to genes and the second corresponding to SNPs. Associated with each level in the penalty is a tuning parameter which corresponds to a hyperparameter in the hierarchical Bayesian formulation. Following previous work on Bayesian lassos we consider the estimation of tuning parameters through either hierarchical Bayes based on hyperpriors and Gibbs sampling or through empirical Bayes based on maximizing the marginal likelihood using a Monte Carlo EM algorithm. For the specific model under consideration we find that these approaches can lead to severe overshrinkage of the regression parameter estimates in the high-dimensional setting or when the genetic effects are weak. We demonstrate these problems through simulation examples and study an approximation to the marginal likelihood which sheds light on the cause of this problem. We then suggest an alternative approach based on the widely applicable information criterion (WAIC), an asymptotic approximation to leave-one-out cross-validation that can be computed conveniently within an MCMC framework.

The live interactive plots can be seen at these links below - in case you cant see the interactive plots do leave a comment!

K-means clustering is one of the simplest clustering algorithms one can use to find natural groupings of an unlabeled data set. Another way of stating this is that k-means clustering is an unsupervised learning algorithm. "learning the structure of X without being given Y". K-means clustering finds "k" different means (surprise surprise) which represent the centers of k clusters and assigns each data point to one of these clusters. The cluster it is assigned to is the one where the distance (usually Euclidean) from the point to the mean is smallest.

Linear regression is perhaps one of the most well known and well understood algorithms in statistics and machine learning. In this post you will discover the linear regression algorithm, how it works and how you can best use it in on your machine learning projects. You do not need to know any statistics or linear algebra to understand linear regression. This is a gentle high-level introduction to the technique to give you enough background to be able to use it effectively on your own problems. Linear Regression for Machine Learning Photo by Nicolas Raymond, some rights reserved.

Here is the link to coursera course for NLP Pick the software from the The Stanford NLP (Natural Language Processing) Group and input some text to view its parse tree, named entities, part of speech tags, etc.

Machine learning is a strange mix of math and weird heuristics. When I started studying machine learning, I was SO FRUSTRATED. Everything was "well it works in practice" and so little of it was math. I was a pure math major at the time, so arguments like "well it works in practice" made me REALLY MAD. I'd kind of given up on having a better theoretical understanding of machine learning.

This page contains a curated list of examples, tutorials, blogs about XGBoost usecases. It is inspired by awesome-MXNet, awesome-php and awesome-machine-learning. Please send a pull request if you find things that belongs to here. This is a list of short codes introducing different functionalities of xgboost packages. Most of examples in this section are based on CLI or python version.