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Questions tagged [algorithms]

An unambiguous list of computational steps involved in finding a solution to a class of problems.

6
votes
1answer
441 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 ...
0
votes
0answers
11 views

Grouping Similar Sequences

I have extracted a ton of log data from a mobile application. The objective of this task is to identify similar patterns of behavior. Which algorithm should I look at which will group behaviors ...
11
votes
1answer
517 views

Expectation Maximization Clarification

I found very helpful tutorial regarding EM algorithm. The example and the picture from the tutorial is simply brilliant. Related question about calculating probabilities how does expectation ...
0
votes
0answers
4 views

R String Generation Query [closed]

I am stuck in an Interesting Problem. I have this dataset ...
3
votes
2answers
207 views

Are loss functions what define the identity of each supervised machine learning algorithm?

For supervised machine learning algorithms (ie: regularized logistic regression, SVM, decision trees, etc), are their specific loss functions the main/only reason they differ from one another?
6
votes
1answer
131 views

Time complexity of simple linear regression in $L_1$ norm

I come from a computer science background. I'm considering simple linear regression using $L_1$ distance. We are given points $(x_1,y_1),\ldots,(x_n,y_n)\in \mathbb{R}^2$. We are interested in ...
6
votes
3answers
925 views

Is it legal to publish the code of a published algorithm? [closed]

Let's say I want to implement an algorithm based on a paper or book and publish it under a non-proprietary but not necessarily non-commercial-friendly license (e.g. on a blog). Is it legal to do this?...
2
votes
2answers
72 views

Machine learning algorithm test/evaluation sample size

I have recently implemented a machine learning algorithm as a part of a new credit risk scoring system. I would now like to evaluate the accuracy/performance of the algorithm when used in a "real ...
2
votes
1answer
175 views

Nearest neighbor with lower value

I have a collection of p points in n-space, and a p-vector of scalar values corresponding to each point. In this example, p is much larger than n. Is it possible to build an R-tree (or some other ...
5
votes
2answers
7k views

Tic Tac Toe AI with Machine Learning

I am new to machine learning and as one of my first projects I decided to make a tic tac toe bot. What I've done so far is a rgb/hex color recognition with the naive bayes algorithm, which was really ...
2
votes
0answers
30 views

Question about validity of an MCMC algorithm

Let suppose I want to sample from the posterior distribution of $X_1,X_2|y$ using an MCMC algorithm and let indicate with $X_i^t$ the value of $X_j$ at the $t-$th iterations. I want to know if the ...
-1
votes
1answer
49 views

Probability that rolling N dice that the two larger dice sum to X [closed]

New here. I'm trying to figure out how to come up with a roll system for a game, where i want the probability of rolling N dice or rolling one dice N times and then taking the two largest outcomes, ...
0
votes
0answers
21 views

Iteratively Reweighted Least Squares Poisson Regression with Non-Canonical Link, eventually in R

I am attempting to implement iteratively reweighted least squares (IRLS) for a poisson regression with a non-canonical link function. My understanding of IRLS is only basic at this point, so please ...
1
vote
0answers
12 views

Create score for comaparison of algorithms

The following graph gives the results from a test. The y axis shows the MAPE (error) which should be minimum, the x-axis shows the epochs which should also be minimum. As one can see two algos are ...
1
vote
1answer
203 views

How to derive BPTT algorithm

To gain an understanding of BPTT, I'm attempting to derive the formulas for BPTT by hand, but keep getting stuck. Here's what I have so far. Forward Pass 1 $a_0 = x_0 * u_0$ $b_0 = s_{-1} * w_0$ $...
-2
votes
0answers
21 views

What is the purpose of using a decision tree? [duplicate]

I don't understand what is the purpose of the decision tree? The way I see it is, it is a series of if-else. Why don't I just use if-else instead of using a decision tree? It is because it decreases ...
0
votes
1answer
53 views

Why is there a loop in the ROC curve? [closed]

I am trying to implement a multi-criteria classifier algorithm. It uses 6 criteria that output 1 or 0 if a specific signal is detected in the input data or not. Then it computes a weighted average of ...
0
votes
2answers
26 views

Looking for clues on a possible method or approach for clustering particle data in the form of pulse shapes

I'm a biologist by origin, and I'm asking this question to the math community to learn from the vast knowledge that I don't posses myself but is out there in the math field. Edit: This question was ...
0
votes
0answers
25 views

Cardinality estimation using ordered statistics

In cardinality problem (count-distinct problem) the goal is to estimate the number of unique elements in a set. HyperLogLog is one such algorithm [ref] Another approach is using order statistics, such ...
3
votes
0answers
82 views

Partial Least Squares Regression : deflation of the Y matrix

I am digging deep into the PLSR algorithms and while I have found multiple flavours of if (different normalisations, SIMPLS,..), there is always something in the Y deflation that is throwing me off ...
44
votes
5answers
17k views

Optimized implementations of the Random Forest algorithm

I have noticed that there are a few implementations of random forest such as ALGLIB, Waffles and some R packages like randomForest. Can anybody tell me whether ...
1
vote
1answer
80 views

ADAM Gradient descent oscillates close to minimum

I am using ADAM as an optimization algorithm to minimize some black box function $f(x,y)$. I know this function is convex and has a minimum $f(5,5) = 0$. Initially, the algorithm proceeds as expected:...
0
votes
1answer
1k views

Anomaly detection using exponential weighted moving average

I would like to detect anomaly using exponential weighted moving average. I don't have series of data points. All I have is EMA(t-1) and the data point of the current time(t) DP(t). From these data, ...
4
votes
2answers
1k views

What is a good model for revenue managment / price optimization problem

I am trying to create a dynamic pricing model to optimize revenue for a hypothetical business. Lets say I have an application that connects dog walkers to people who want to pay for their dog to get ...
5
votes
1answer
734 views

Data mining algorithm suggestion

I would like to use data mining to try to find a good workout schemes. The input dataset will contain the parameters of a set of workouts with dates and different performance and medical measures. The ...
3
votes
1answer
216 views

Method of alternating projections for linear fixed effects models

The standard fixed effects model (in econometrics, mostly) is $$ y = \mathbf{X\beta} + \mathbf{D\alpha} + \epsilon $$ where $\mathbf{D}$ is a set of factors, potentially with thousands of levels. ...
0
votes
1answer
215 views

How can one estimate compute requirements for Machine Learning algorithms?

Has anyone developed formulas or rules of thumb for estimating CPU, memory and time requirements for running various Machine Learning algorithms (or families of algorithms), with respect to training ...
0
votes
0answers
24 views

Are there any generally simple examples on Tabu Search in R?

I am looking for any examples of implementing Tabu Search in R. I know there is a package, but I would like to see if there are any good instructive examples where the code is built up and used to ...
0
votes
0answers
9 views

'Shrink' Step occuring often in Nelder Mead optimization?

I have an implementation of Nelder Mead, which is giving me good results. I had a bug, though, and while I managed to fix that bug, I noticed during my debugging that the 'shrink' step is occurring ...
0
votes
0answers
15 views

Clearness Scoring Function

Hello to the community, I would love to hear your opinion about a Prediction Model I am currently working on for my thesis, in order to predict the Clearness of a website. I created a dataset of 5....
4
votes
1answer
11k views

How does the L-BFGS work?

The purpose of the paper was to optimize some parameters by maximizing the regularized log-likelihood. Then they calculate Partial derivatives. And then authors mention that they optimize the equation ...
0
votes
0answers
15 views

Area interaction model sufficient statistics calculation algorithm

I'm currently trying to write a simulation algorithm in Rcpp for a point process model which requires calculating the sufficient statistics for an Area interaction point process model. It entails a ...
1
vote
1answer
61 views

Algorithm for modified knapsack problem

We have n-players in a game. We have a population of players we can choose from. Each player score is a normally distributed random variable and each player has a cost to add to the team. We are ...
0
votes
0answers
13 views

Which Algorithm(s) to apply for in-game behavioural data (choice-based-game)

In the near future, I'm going to analyse in-game and log data. The main purpose is to make predictions about which choices people are going to make in the future when playing this game. As log-data ...
0
votes
0answers
22 views

Product Packaging Problem: Measuring by pieces vs. Measuring by grams

I am helping a friend with his chicharon (pork cracklings) business. Initially, each selling package contains 50 grams of the product but he changed his mind and wanted 20 pieces instead for each ...
0
votes
1answer
35 views

What's this class of algorithms called: (entire training dataset, new input) -> output?

Supervised machine learning algorithms normally work by preprocessing a training dataset and outputting a compact model (e.g. a bunch of regression coefficients) that can quickly give an approximate ...
1
vote
1answer
18 views

ML Sampling question - Can I increase sample size of current dataset with older copies that have changed over time [closed]

I am working on a multinomial machine learning algorithm that labels stocks with buy/sell signals. My code updates with the most recent quantitative data about the stocks daily, so obviously the data ...
2
votes
0answers
26 views

Statistically determining the median of a data set via quantiles of a sample

I was thinking of algorithms for statistically determining the median of a large data set. To estimate the complexity of my idea I need the following Probability: I have a dataset $\left\{x_i \right\}...
3
votes
1answer
67 views

why has author divided by 1.5 in hands on machine learning with scikit learn

I am reading Hands-On Machine Learning with Scikit-Learn and TensorFlow (76/718), and the author is talking about dividing the dataset into a test set which i follow, but then goes on to talk about ...
0
votes
2answers
252 views

What's the best algorithm type for low-dimensional grouping

I'm looking for some advice on directions to head in a project I'm working on. Basically what I want to do is identify general (of varying size) groups in a 2-D grid of points belonging to one of ...
3
votes
1answer
138 views

Reference summarizing various machine learning algorithms' computational complexity

For example, suppose you train a linear regression model using the Normal Equation, on a training set $\mathbf{X}$ containing $m$ instances and $n$ features. The Normal Equation requires computing $(\...
3
votes
1answer
827 views

Cholesky update for removing row

What is most efficient way to updating cholesky factorization of for removing a column from the matrix? T = Chol(X' *X) If I remove a column from X, how to ...
9
votes
3answers
13k views

Apriori algorithm in plain English?

I read wiki article about Apriori. I have the trouble in understanding the prune and Join step. Can anyone explain me how Apriori algorithm works in simple terms(such that Novice like me can ...
0
votes
0answers
15 views

Weighted score algorithm

I'm trying to come up with the solution for a recurrent problem in many different industries. I have an idea of what can be done, but I'm struggling to model mathematically. Here's an example: ...
6
votes
3answers
1k views

Can sub-optimality of various hierarchical clustering methods be assessed or ranked?

Classic agglomerative hierarchical clustering methods are based on a greedy algorithm. This means that they (many of them) are prone to give sub-optimal solutions instead of the global optimum result, ...
1
vote
2answers
130 views

What is the difference between deep and shallow machine learning?

There's a lot of information about deep learning but what features should an algorithm have for it to be classified as deep or shallow? Is shallow only related to neural networks?
0
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0answers
35 views

Predict Data Using Similar Dataset (Machine Learning Algorithm)

I have a dataset of temporary streamflow monitoring data, with flows recorded every 5 minutes for a period of several months to a few years for several hundred streams across the country. I also have ...
4
votes
1answer
319 views

Lasso ||a|| and “General Lasso” ||Da||

Ryan Tibshirani introduced once a more general type of Lasso, where the regularizer is $$\parallel D \alpha \parallel_1$$ instead of $\parallel \alpha \parallel_1$. See paper However, there is nearly ...
0
votes
2answers
377 views

Customization of a standard Bell Curve

Hopefully this isn't a duplicate, I've tried to search for similar things, but to no luck. I'm curious on how you would computationally compute a random distribution of numbers that follows a bell ...
7
votes
3answers
2k views

Collaborative filtering and implicit ratings; normalization?

I would like to use the time a user spends viewing an article as an implicit rating of how much the user likes the article. My question is how do I normalize this information across all users. At ...