In this Data Science Salon talk, Kashif Rasul, Principal Research Scientist at Zalando, presents some modern probabilistic time series forecasting methods using deep learning. The Data Science Salon is a unique vertical focused conference which grew into the most diverse community of senior data science, machine learning and other technical specialists in the space.
This article is part 2 of my Popular Machine Learning Interview questions. Here I feature more questions I usually see asked during interviews. I shall note that this isn't an interview prep guide nor a conclusive list of all questions. Rather, you should use this article as a refresher for your Machine Learning knowledge. I suggest reading the question then try to answer it yourself before reading the answer.
Machine learning and deep learning have become an important part of many applications we use every day. There are few domains that the fast expansion of machine learning hasn't touched. Many businesses have thrived by developing the right strategy to integrate machine learning algorithms into their operations and processes. Others have lost ground to competitors after ignoring the undeniable advances in artificial intelligence. But mastering machine learning is a difficult process.
In this project, we use GridDB to create a Machine Learning platform where we Kafka is used to import stock market data from Alphavantage, a market data provider. Tensorflow and Keras train a model that is then stored in GridDB, and then finally uses LSTM prediction to find anomalies in daily intraday trading history. The last piece is that the data is visualized in Grafana and then we configure GridDB to send notifications via its REST Trigger function to Twilio's Sendgrid. The actual machine learning portion of this project was inspired by posts on Towards Data Science and Curiously. This model and the data flow is also applicable to many other datasets such as predictive maintenance or machine failure prediction or wherever you want to find anomalies in time series data.
We have seen an explosion in developer tools and platforms related to machine learning and artificial intelligence during the last few years. From cloud-based cognitive APIs to libraries to frameworks to pre-trained models, developers make many choices to infuse AI into their applications. AI engineers and researchers choose a framework to train machine learning models. These frameworks abstract the underlying hardware and software stack to expose a simple API in languages such as Python and R. For example, an ML developer can leverage the parallelism offered by GPUs to accelerate a training job without changing much of the code written for the CPU. These frameworks expose simpler APIs that translate to complex mathematical computations and numerical analysis often needed for training the machine learning models. Apart from training, the machine learning frameworks simplify inference -- the process of utilizing a trained model for performing prediction or classification of live data.
Prediction intervals provide a measure of uncertainty for predictions on regression problems. For example, a 95% prediction interval indicates that 95 out of 100 times, the true value will fall between the lower and upper values of the range. This is different from a simple point prediction that might represent the center of the uncertainty interval. There are no standard techniques for calculating a prediction interval for deep learning neural networks on regression predictive modeling problems. Nevertheless, a quick and dirty prediction interval can be estimated using an ensemble of models that, in turn, provide a distribution of point predictions from which an interval can be calculated.
Data science techniques for professionals and students - learn the theory behind logistic regression and code in Python Created by Lazy Programmer Inc. English [Auto-generated], Portuguese [Auto-generated], 1 more Created by Lazy Programmer Inc. English [Auto-generated], Portuguese [Auto-generated], 1 more Created by Lazy Programmer Inc.
This is a brand new Machine Learning and Data Science course just launched January 2020 and updated this month with the latest trends and skills! Become a complete Data Scientist and Machine Learning engineer! Join a live online community of 270,000 engineers and a course taught by industry experts that have actually worked for large companies in places like Silicon Valley and Toronto. Graduates of Andrei's courses are now working at Google, Tesla, Amazon, Apple, IBM, JP Morgan, Facebook, other top tech companies. Learn Data Science and Machine Learning from scratch, get hired, and have fun along the way with the most modern, up-to-date Data Science course on Udemy (we use the latest version of Python, Tensorflow 2.0 and other libraries).
Previous post: ML theory with bad drawings Next post: TBD, see also all seminar posts and course webpage. Lecture video (starts in slide 2 since I hit record button 30 seconds too late – sorry!) These are rough notes for the first lecture in my advanced topics in machine learning seminar. See the previous post for the introduction. This lecture's focus was on "classical" learing theory.
Exploratory analysis of time series data can yield a better understanding of complex dynamical systems. Granger causality is a practical framework for analysing interactions in sequential data, applied in a wide range of domains. In this paper, we propose a novel framework for inferring multivariate Granger causality under nonlinear dynamics based on an extension of self-explaining neural networks. This framework is more interpretable than other neural-network-based techniques for inferring Granger causality, since in addition to relational inference, it also allows detecting signs of Granger-causal effects and inspecting their variability over time. In comprehensive experiments on simulated data, we show that our framework performs on par with several powerful baseline methods at inferring Granger causality and that it achieves better performance at inferring interaction signs. The results suggest that our framework is a viable and more interpretable alternative to sparse-input neural networks for inferring Granger causality.