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seen Oct 1 '12 at 0:37
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Aug
7
comment logistic regression. How to get dual function?
@user1149913 seems to give a good answer to that part
Aug
7
comment logistic regression. How to get dual function?
that's true, I was answering the related question that came up in the comments above; additionally, I thought that the OP's main question was how to solve the $\ell_2$-regularized problem not how to obtain the dual formulation
Jul
7
comment Online reference for review of introductory statistics material
I especially liked Introduction to Statistical Thought by Michael Lavine
Jul
7
comment Online reference for review of introductory statistics material
Good links here: r-statistics.com/2009/10/free-statistics-e-books-for-download
Jul
3
comment What is the optimal $k$ for the $k$ nearest neighbour classifier on the Iris dataset?
@image_doctor you also need to explain how you are going to estimate the generalization error... is it the error on a separate test set or with cross-validation?
Jul
1
comment What is the relationship between regression and linear discriminant analysis?
Here's another comparison of generative and discriminative classifiers by Yaroslav Bulatov on Quora: quora.com/…
Jun
29
comment How to measure the performance of a regressor?
note that regressor is another term for the predictor variable (see en.wikipedia.org/wiki/…)
Jun
29
comment Dimension reduction technique
I made a presentation on linear and nonlinear methods for dimensionality reduction once: pardisnoorzad.com/wp-content/uploads/slides/…
Jun
20
comment How to implement this classification/labelling problem?
I think you should include that in your question above.
Jun
20
comment How to implement this classification/labelling problem?
Once you identify the clusters, then you would already know which class each observation belongs to... unless there are less classes than clusters. Is this the case?
Jun
20
comment How to implement this classification/labelling problem?
how many observations do you have available?
Jun
11
comment Generalization and recall
Out of the three points you made, only (1) makes sense. A good classifier that generalizes well, will have high recall and high precision. And there is no such thing as a generalized classifier.
Jun
10
comment Optimizing regression coefficients to predict the largest outcomes
@rolando2 I think the comment above makes what I was asking clear. In robust regression, we don't consider outliers to be "conditions that do not produce the desired outcome" but observations we'll rather have removed in a pre-processing step. What I was asking was that in this setting, should the observations with small outcomes be considered outliers?
Jun
10
comment Optimizing regression coefficients to predict the largest outcomes
Here we're not after what causes the event, but the outcome of a similar rare event. In this setting, aren't the majority of observations considered 'outliers'?
Jun
8
comment Linear regression when you only know $X^t Y$, not $Y$ directly
@cardinal Very good point, thanks :)
Jun
8
comment Linear regression when you only know $X^t Y$, not $Y$ directly
@cardinal I see, but isn't the loss function for OLS the square loss? We see that the solution can be expressed in terms of $X^tY$, just like the solution of ridge regression.
Jun
8
comment Linear regression when you only know $X^t Y$, not $Y$ directly
I don't understand, can't you use cross-validation for estimating the optimal ridge parameter?
Jun
3
answered Comprehensive overview of loss functions?
Jun
3
awarded  Critic
Jun
2
comment How to rigorously define the likelihood?
I didn't understand the part about the change of parameters and $\sqrt{\theta}$. Could you please explain? or point to a reference?