Linked Questions

4 votes
0 answers
1k views

Violation of the IID assumption in Gradient Boosting [duplicate]

Generally, machine learning methods make little to no statistical assumptions. However, a key assumption they do make is that the data are IID. What are the implications of a violation of the ...
Jonathan's user avatar
  • 461
1 vote
1 answer
760 views

i.i.d assumption: formal definition vs. intuition [duplicate]

Intuition In ML, as I constantly run into the i.i.d assumption for datasets, I have an intuition of what this assumption really means. So if I'm not mistaken: "independent" means that ...
Alireza's user avatar
  • 135
0 votes
0 answers
850 views

Why is independence of observations an assumption in logistic regression [duplicate]

I am currently learning about the assumptions of logistic regression and am having a hard time wrapping my head around why independence of observations is necessary for this test. Any guidance would ...
Maria Nguyen's user avatar
1 vote
0 answers
140 views

Machine Learning IID [duplicate]

I am new in ML so excuse me if this is a bit basic. I noticed many times that the requirement for some methods in ML is that the instances are IID(e.g. Stochastic Gradient Descent). I don't exactly ...
Klemz's user avatar
  • 43
0 votes
0 answers
118 views

I.I.D. for the layperson? [duplicate]

Question: For the layman, what does it mean for data (say $n$ samples covering $m$ variables) to be identically distributed, and how is it practically achieved when conducting machine learning? So ...
rocksNwaves's user avatar
0 votes
0 answers
94 views

Does random forest (and, decision tree) require an independent observation assumption? [duplicate]

I am wondering if random forest models require an independent observation assumption. My date includes observations from the same participants, but I do not have a way to identify each participant. ...
user8460166's user avatar
25 votes
7 answers
13k views

Can someone help to explain the difference between independent and random?

In statistics, does independent and random describe the same characteristics? What's the difference between them? We often come across the description like "two independent random variables" or "...
tiantianchen's user avatar
  • 2,131
31 votes
6 answers
10k views

In layman's terms, what is the difference between a model and a distribution?

The answers (definitions) defined on Wikipedia are arguably a bit cryptic to those unfamiliar with higher mathematics/statistics. In mathematical terms, a statistical model is usually thought of as ...
AlanSTACK's user avatar
  • 641
23 votes
2 answers
14k views

Is there i.i.d. assumption on logistic regression?

Is there i.i.d. assumption on the response variable of logistic regression? For example, suppose we have $1000$ data points. It seems the response $Y_i$ is coming from a Bernoulli distribution with $...
Haitao Du's user avatar
  • 37.3k
8 votes
4 answers
6k views

Is " independent and identically distributed" an assumption or a fact ?

This is in the context of two random variables. A frequent assumption (e.g. of the error term in ANOVA) is of independent and identically distributed random variables. There is a question on this site ...
user avatar
3 votes
2 answers
5k views

How to bootstrap panel data?

I'm fitting some machine learning algorithms (e.g. SVM) on my panel data. It's taking too long for my entire dataset, so I'm considering generating smaller samples from bootstrapping then fit the SVM ...
Heisenberg's user avatar
  • 4,610
5 votes
1 answer
2k views

IID in real life /Machine Learning - When is data truly IID? [duplicate]

In a course I am studying at Berkeley, some student said about a particular Dataset "Data is not iid" and the lecturer agreed with him. https://youtu.be/kl_G95uKTHw?list=...
Yoni Keren's user avatar
6 votes
1 answer
1k views

Simulating the impact of non-IID data on a model

I have data that is non-IID, and I want to estimate if the dependence is bad enough that it will have a noticeable effect on a fitted classifier. I don't think the exact model type will matter in this ...
shadowtalker's user avatar
  • 12.8k
3 votes
2 answers
1k views

Should the residuals of a machine learning regression model be i.i.d.?

This is a basic question but I did not find the answer in most common statistical learning books. In linear regression we assume that the residuals are i.i.d. Do we assume the same for a regression ...
Alexandre Wadoux's user avatar
4 votes
1 answer
1k views

Clarification on the IID assumption in machine learning: who is sampled from where, and who is independent with who?

So there are a couple of questions on IID assumption on this stackexchange, On the importance of the i.i.d. assumption in statistical learning Realistically, does the i.i.d. assumption hold for the ...
Olórin's user avatar
  • 734

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