14,848 reputation
63987
bio website mbq.me
location Warsaw, Poland
age 28
visits member for 4 years, 8 months
seen 21 hours ago


Mar
23
awarded  Constituent
Mar
21
awarded  Caucus
Mar
15
revised Estimating parameters of Dirichlet distribution
edited title
Feb
25
comment Support Vector Machines and the curse of dimensionality
Well, obviously with a finite sample you can never be sure that some association is not spurious, but IMHO the fact that a feature keeps appearing in such a procedure is pretty much the best confirmation you can get. And still there is an issue whether something is missing (; You can also check out my paper where something like this is used to benchmark few RF-based feature selectors.
Feb
24
comment Support Vector Machines and the curse of dimensionality
Sure. Still this "stochastic agreement" may also fail; if only spurious features are selected, they will be likely different each time and there will be no consensus. This is why FS should be all relevant as defined in this Nilsson et al paper.
Feb
24
answered Support Vector Machines and the curse of dimensionality
Feb
17
revised Does the number of rows really matter beyond a point?
edited title
Feb
12
awarded  Good Question
Feb
10
revised Selecting knots for a GAM
edited title
Feb
10
revised Why is there no intercept in a regression model equation with standardized coefficients?
Formatting fixes.
Feb
10
answered What is the difference between feature selection and dimensionality reduction?
Jan
28
revised What is your favorite “data analysis” cartoon?
deleted 45 characters in body
Jan
26
comment Is it better to use MAE or MSE for perfomance measure?
The point is that you make such plots for RF and SVM, go to your forest people and discuss which distribution of error suits them better. This way you will do a rational choice between methods, not some random-people-on-the-internet-told-me-that-one-number-is-more-magic-than-other thing.
Jan
26
comment Is it better to use MAE or MSE for perfomance measure?
The code for the example plot is just plot(abs(predicted-true)~cut2(true,g=10)); only the Hmisc package is needed to be installed and loaded first.
Jan
26
revised Is it better to use MAE or MSE for perfomance measure?
added 114 characters in body
Jan
26
answered Is it better to use MAE or MSE for perfomance measure?
Jan
15
comment K-fold validation, how to use MSE and STD for model selection
You can do a Wilcoxon test or t-test (after appropriate normal distribution check) using per-fold MSE sets as compared samples; it is likely that it will tell you that models are statistically indistinguishable, thus that model selection in this context is pointless.
Jan
15
awarded  Revival
Jan
15
revised Is accuracy = 1- test error rate
edited tags; edited title
Jan
15
answered Is accuracy = 1- test error rate