An algorithm is a a set of one or more computations that will produce a calculated result. All statistics methods are algorithms. Algorithms can be simple, such as calculating a percentage, or can be very complex and require a computer for fast and accurate results.

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Building a regression Tree with R FROM SCRATCH

I am trying to build a basic regression Tree in R FROM SCRATCH (I know of rpart, tree, RandomForest,etc.). But it is just something that I would want to code myself for my culture. In terms of ...
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26 views

How to determine whether 2 code snippets are functionally same?

Given 2 code snippets I want to check whether they are functionally similar or not. By functional similarity I mean that they should yield same output when provided with same input. I am extracting ...
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7 views

Update TrueSkill with Gaussian Drift

The update equations for the Vanilla TrueSkill algorithm are given on page 3 of the linked paper. It also says that the algorithm assumes a Gaussian drift between subsequent time steps for skills. ...
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38 views

Identifying intervals in a time series

I know, I know, this must have been covered many times before, but my belief is that I don't need the usual robust solution... Here is a time series: I would like to automatically detect the ...
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53 views

How do you cluster data such that each cluster satisfies a condition (such as “diameter of each cluster can't be larger than 10”)?

I would like to run some kind of clustering algorithm on my data (which can be thought of as a collection of vectors). I do not want to start with using k-means because I do not know what ...
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10 views

Core vector machine implementation

I came across the following article : http://www.jmlr.org/papers/volume6/tsang05a/tsang05a.pdf, Core Vector Machines: Fast SVM Training on Very Large Data Sets. The approach looks very promising, ...
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159 views

Correct way of handling the output layer deltas in neural networks

According to Andrew Ng's Coursera Machine Learning course (notes here and here), a training algorithm for neural nets is this: $\delta^{(L)} = a^{(L)} - y$ $\text{for }l = L-1, ..., 2\text{ do}$ ...
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33 views

Why is coxph() so fast for survival analysis on big data?

I frequently do survival analysis on large data sets. One million samples or more is typical, and this seems to be much more than typical research usage. Many algorithms I've used are prohibitively ...
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11 views

How does Shuffled-Complex-Evolution-Metropolis algorithm compare to other adaptive samplers (e.g. NUTS)?

I recently heard of the Shuffled-Complex-Evolution-Metropolis algorithm and am curious how it compares to other adaptive MCMC sampling algorithms. Unfortunately I am still learning about optimizing ...
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179 views

Is large scale PCA even possible?

The principal component analysis (PCA) algorithm assumes that columns of an input matrix have zero mean. This can be achieved easily, but when the input matrix is sparse, the centered matrix will now ...
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29 views

Online linear regression. Possible or not? [duplicate]

I don't have a strong background in statistics, but I'm a programmer and needed to implement some statistical aggregate functions in the DSL I'm writing. This DSL processes events in an online ...
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67 views

Finding pattern from sparse matrix

I have a large sparse matrix which represents whether the action is happened or not. Each columns represent each action. Each row represents time. The data is collected for every 15min. Zero in the ...
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30 views

What are the differences between delta rule and generalized delta rule?

I know that the delta rule is a gradient decent learning rule. But, what are the differences between these two delta rules? Thanks in advance.
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71 views

How to plot algorithm runtime for huge input set?

Fo my bachelor thesis, I want to compare the runtime of two algorithms. The runtime is measured by letting these algorithms run for every value in a huge input set. This input set can be partitioned ...
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37 views

Data analysis and prediction algorithm recommendation

I need some help. I'm a programmer but I'm not familiar with data science or analysis. I've been given a project which I have to do a research with a list of CSV data files. I converted some of those ...
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27 views

Measurements: Calculate start of gradient

let's assume you have 1000 measurements (temperature in this case), all having a similar shape. It's a temperature profile inside a production line measured by a reference block mounted with ...
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37 views

Quickly finding nearest time observation

I'm looking to speed up some of the analysis I need to do on a regular basis. Basically, I have many datasets comprised of millions or more records, and for each record I need to calculate the nearest ...
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20 views

Dissecting the code of statistical algorithms for education

I was curious if anyone has made or seen any videos that dissect the code of statistical algorithms as a means of learning statistics and coding. Ideally the videos would explain step by step both the ...
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44 views

Gini Algorithm for beginners

"Gini Algorithm" when is it used ? I mean what is it used for ? is it used for classification or building the tree ? or something else ? what are the alternative algorithms for the "Gini algorithm" ...
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37 views

Does a theoretical “perfect (accuracy) score” exists we could target for a given dataset?

My question is the following : You have a dataset, and you want to determine theoretically what accuracy score (or other way to measure performance such as AUC, etc.) a "perfect" model could get on ...
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Is automated machine learning a dream?

As I discover machine learning I see different interesting techniques such as: automatically tune algorithms with techniques such as grid search, get more ...
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17 views

Metrics for evaluating ranking algorithms

I'm interested in looking at several different metrics for ranking algorithms - there are a few listed on the Learning to Rank wikipedia page, including: • Mean average precision (MAP); • DCG and ...
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81 views

What fast algorithms exist for computing truncated SVD?

Possibly off topic here, but there exist several (one, two) related questions already. Poking around in the literature (or a google search for Truncated SVD Algorithms) turns up a lot of papers that ...
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Randomly Generating Combinations From Variable Weights

The Question I have a list A of n unique objects. Each object Ai has a variable percentage Pi. I want to create an algorithm that generates a new list B of k objects (k < n/2 and in most cases ...
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How would I determine statistical significance for ad impressions?

I'm programatically adding keywords to bid on. Some keywords will trigger ads and impressions, and some impressions will trigger clicks. Clicks / impressions = CTR (click-through-rate). Clicks cost. ...
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47 views

Finding cluster number based on distance & max element count

Given two constraints: The maximum distance d an element can lie from a cluster centroid (or medoid) The maximum number of elements n in one cluster Is it possible to find the minimum number of ...
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37 views

How does one map a graph into a feature space?

Assuming there is an undirected weighted graph. How can one convey it's geometrical structure into a feature space? Are there any common practices?
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25 views

Algorithm to rank some items

Say I have some items with values 3.3 3.4 6.2 8.8 4.1 and I want to rank them as follow ...
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62 views

Weird Results in Newton Raphson

I am running a simple Newton-Raphson problem in R as given below. However I am getting very weird results. Can anyone tell me where I am going wrong? ...
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22 views

How do you differentiate a function in the em-algorithm?

I am conducting the EM algorithm. I understand the algorithm and my question is more related to the differentiation procedure within the algorithm more than the algorithm itself. Through using the ...
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48 views

Extreme outlier detection algorithm for erroneous latitudes/longitudes

I have a dataset with latitude/longitude of hotels of a "destination". A destination is a city neighbourhood, whole city, or small region, usually having between 3 and 50 hotels. About 1% of the ...
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24 views

Algorithms for Suggesting Users

There are often a large number of bug tickets that get generated for the projects at my company. I was thinking of an intelligent way for automatically suggesting users to assign to the tickets based ...
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1answer
38 views

Evening out a set of buckets

(I am not strong in statistics so please forgive me if I don't use the correct terms here) Let's say I have a book with many (1000+) sections, and each section varies significantly in the number of ...
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1answer
67 views

Meaning of the Boosting algorithm for Regression Trees

I have a problem with understanding the concept of the Boosting Algorithm. ...
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1answer
51 views

Algorithm to find common sequence

Assume that "1,2,3" are the ids of users, active means that person visited the stackoverflow in last one month (0=passive, 1=active), and there are positive and negative votes. ...
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29 views

An Algorithm for Maximal Correlation

Given a pair of random variables $(X,Y)$ over a product space $\mathcal{X}\times \mathcal{Y}$, the maximal correlation coefficient is defined as ...
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35 views

Comparing two algorithms by time series analysis

I have two algorithms. There is one vector of accuracy measurements for each algorithm. Each accuracy result in a vector corresponds to a moving average over a sliding time window and the vectors are ...
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38 views

Find meaningful next comparison for total ranking on the fly

I want to obtain a total ranking from pairwise binary comparisons. For this, I can use algorithms like Balanced Rank Estimation or Bradley-Terry Model. However, I wonder if you need fewer comparisons, ...
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12 views

How to fix co variance matrix going singular in Gaussian mixture model implementation?

I am implementing GMM in Matlab without using any machine learning library. I am able to initialize the parameters, perform expectation and maximization for one iteration; but when I put expectation ...
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72 views

data mining methods/algorithms for fraud case

I recently got into a topic regarding fraudulent transactions. I am relatively new to data mining and just looking for some input for my case here. I started with a cluster analysis / anomaly ...
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54 views

EM algorithm: With prior vs. not prior

I have a working EM algorithm without prior. I am asking for some advice on how to add prior on latent variables. Define: $t_i \in \{ +1, -1 \} $: variables of interest to be predicted $p_j \in ...
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87 views

Normalized gradients in Steepest descent algorithm

In general setting of steepest descent algorithm we have, \begin{equation} x_{n+1}=x_n-\alpha G_n, \end{equation} where $\alpha$ is the step size and $G_n$ is the gradient evaluated at the point ...
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38 views

Testing of the Grassberger-Procaccia algorithm

I've wrote the implementation of Grassberger-Procaccia algorithm in python. It is a method of reconstruction of properties of dynamical system by analysis of single realization. I would like to test ...
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75 views

Choosing an algorithm for classification

What determines what classification algorithm you should use for a certain classification problem? e.g. If there is >5 features or you only have 1000 training examples, or there is multiple class's or ...
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What machine learning algorithm should I choose to fill in blanks from context?

I have a project where I need to be able to fill in a missing word given a few words of context. In other words, suppose I have a sentence: I went ____ the store. I want to be able to deduce ...
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37 views

Recommendation system and baseline predictors

I'm participating in programming contest, where I have a data, and where the first number is a user, second number is a movie, and the third is a number in then-points rating. ...
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32 views

Algorithm to identify a correct input for only one number [closed]

Hello I'm hoping that you good folks here at CrossValidated can help me with this. I'm looking for an algorithm that takes an integer as an input and returns two types of values. One type of value ...
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26 views

What is the same or similar alogrithm in Weka for scikit-learn GradientBoostingRegressor?

I'm trying to move a GradientBoostingRegressor model to Weka. I have tried AdditiveRegression with different BaseLearners but the performance is very poor ( in terms of model quality and speed). I ...
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128 views

Computational complexity for linear discriminant analysis

The linear discriminant analysis algorithm is as follows: I want to conduct a computational complexity for it. For each step, the complexity is as follows: For each $c$, there are $N_cd$ ...
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122 views

Comparing classification algorithms using cross validation and caret's train

I am having issues understanding some concepts of algorithm comparison/parameter optimization/cross-validation in R Let's say I want to compare two classification algorithms, such as Random Forests ...