Questions tagged [machine-learning]

Machine learning algorithms build a model of the training data. The term "machine learning" is vaguely defined; it includes what is also called statistical learning, reinforcement learning, unsupervised learning, etc. ALWAYS ADD A MORE SPECIFIC TAG.

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What is the justification for unsupervised discretization of continuous variables?

A number of sources suggest that there are many negative consequences of the discretization (categorization) of continuous variables prior to statistical analysis (sample of references [1]-[4] below). ...
8
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2answers
6k views

How does a uniform prior lead to the same estimates from maximum likelihood and mode of posterior?

I am studying different point estimate methods and read that when using MAP vs ML estimates, when we use a "uniform prior", the estimates are identical. Can somebody explain what a "uniform" prior is ...
204
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12answers
191k views

What is the difference between data mining, statistics, machine learning and AI?

What is the difference between data mining, statistics, machine learning and AI? Would it be accurate to say that they are 4 fields attempting to solve very similar problems but with different ...
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4answers
65k views

How to select kernel for SVM?

When using SVM, we need to select a kernel. I wonder how to select a kernel. Any criteria on kernel selection?
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3answers
45k views

Proper way of using recurrent neural network for time series analysis

Recurrent neural networks differ from "regular" ones by the fact that they have a "memory" layer. Due to this layer, recurrent NN's are supposed to be useful in time series modelling. However, I'm not ...
58
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2answers
31k views

Why only three partitions? (training, validation, test)

When you are trying to fit models to a large dataset, the common advice is to partition the data into three parts: the training, validation, and test dataset. This is because the models usually have ...
68
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8answers
77k views

How to compute precision/recall for multiclass-multilabel classification?

I'm wondering how to calculate precision and recall measures for multiclass multilabel classification, i.e. classification where there are more than two labels, and where each instance can have ...
59
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8answers
10k views

How can I help ensure testing data does not leak into training data?

Suppose we have someone building a predictive model, but that someone is not necessarily well-versed in proper statistical or machine learning principles. Maybe we are helping that person as they are ...
25
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1answer
6k views

Is there any algorithm combining classification and regression?

I'm wondering if there's any algorithm could do classification and regression at the same time. For example, I'd like to let the algorithm learn a classifier, and at the same time within each label, ...
13
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5answers
10k views

Kernel SVM: I want an intuitive understanding of mapping to a higher-dimensional feature space, and how this makes linear separation possible

I am trying to understand the intuition behind kernel SVM's. Now, I understand how linear SVM's work, whereby a decision line is made which splits the data as best it can. I also understand the ...
29
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3answers
49k views

Machine Learning: Should I use a categorical cross entropy or binary cross entropy loss for binary predictions?

First of all, I realized if I need to perform binary predictions, I have to create at least two classes through performing a one-hot-encoding. Is this correct? However, is binary cross entropy only ...
13
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1answer
1k views

How to build the final model and tune probability threshold after nested cross-validation?

Firstly, apologies for posting a question that has already been discussed at length here, here, here, here, here, and for reheating an old topic. I know @DikranMarsupial has written about this topic ...
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1answer
7k views

How could stochastic gradient descent save time comparing to standard gradient descent?

Standard Gradient Descent would compute gradient for the entire training dataset. ...
9
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1answer
3k views

How does linear base learner works in boosting? And how does it works in the xgboost library?

I know how to implement linear objective function and linear boosts in XGBoost. My concrete question is: when the algorithm it fits the residual (or the negative gradient) is it using one feature at ...
236
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7answers
172k views

Bagging, boosting and stacking in machine learning

What's the similarities and differences between these 3 methods: Bagging, Boosting, Stacking? Which is the best one? And why? Can you give me an example for each?
151
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3answers
62k views

ROC vs precision-and-recall curves

I understand the formal differences between them, what I want to know is when it is more relevant to use one vs. the other. Do they always provide complementary insight about the performance of a ...
132
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5answers
116k views

What are the advantages of ReLU over sigmoid function in deep neural networks?

The state of the art of non-linearity is to use rectified linear units (ReLU) instead of sigmoid function in deep neural network. What are the advantages? I know that training a network when ReLU is ...
68
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4answers
35k views

Why are neural networks becoming deeper, but not wider?

In recent years, convolutional neural networks (or perhaps deep neural networks in general) have become deeper and deeper, with state-of-the-art networks going from 7 layers (AlexNet) to 1000 layers (...
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3answers
8k views

Understanding Naive Bayes

From StatSoft, Inc. (2013), Electronic Statistics Textbook, "Naive Bayes Classifier": To demonstrate the concept of Naïve Bayes Classification, consider the example displayed in the ...
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5answers
12k views

On the importance of the i.i.d. assumption in statistical learning

In statistical learning, implicitly or explicitly, one always assumes that the training set $\mathcal{D} = \{ \bf {X}, \bf{y} \}$ is composed of $N$ input/response tuples $({\bf{X}}_i,y_i)$ that are ...
58
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9answers
88k views

How and why do normalization and feature scaling work?

I see that lots of machine learning algorithms work better with mean cancellation and covariance equalization. For example, Neural Networks tend to converge faster, and K-Means generally gives better ...
60
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6answers
31k views

Why use gradient descent for linear regression, when a closed-form math solution is available?

I am taking the Machine Learning courses online and learnt about Gradient Descent for calculating the optimal values in the hypothesis. h(x) = B0 + B1X why we ...
52
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3answers
70k views

Softmax vs Sigmoid function in Logistic classifier?

What decides the choice of function ( Softmax vs Sigmoid ) in a Logistic classifier ? Suppose there are 4 output classes . Each of the above function gives the probabilities of each class being the ...
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3answers
6k views

What happens when you apply SVD to a collaborative filtering problem? What is the difference between the two?

In Collaborative filtering, we have values that are not filled in. Suppose a user did not watch a movie then we have to put an 'na' in there. If I am going to take an SVD of this matrix, then I have ...
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1answer
2k views

Which Theories of Causality Should I know?

Which theoretical approaches to causality should I know as an applied statistician/econometrician? I know the (a very little bit) Neyman–Rubin causal model (and Roy, Haavelmo etc.) Pearl's Work on ...
17
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1answer
11k views

Opinions about Oversampling in general, and the SMOTE algorithm in particular [closed]

What is your opinion about oversampling in classification in general, and the SMOTE algorithm in particular? Why would we not just apply a cost/penalty to adjust for imbalance in class data and any ...
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2answers
6k views

Intuition behind logistic regression

Recently I began studying machine learning, however I failed to grasp the intuition behind logistic regression. The following are the facts about logistic regression that I understand. As the basis ...
21
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2answers
9k views

Comparing clusterings: Rand Index vs Variation of Information

I was wondering if anybody had any insight or intuition behind the difference between the Variation of Information and the Rand Index for comparing clusterings. I have read the paper "Comparing ...
20
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2answers
3k views

Do all machine learning algorithms separate data linearly?

I am an enthusiast of programming and machine learning. Only a few months back I started learning about machine learning programming. Like many who don't have a quantitative science background I also ...
3
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1answer
3k views

How to calculate decision boundary from support vectors?

I want to obtain decision boundary of SVM using OpenCV 2.4.11, but it seems that it's not returning it explicitly, but only support vectors. How we can calculate decision boundary from support ...
146
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2answers
62k views

Generative vs. discriminative

I know that generative means "based on $P(x,y)$" and discriminative means "based on $P(y|x)$," but I'm confused on several points: Wikipedia (+ many other hits on the web) classify things like SVMs ...
40
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6answers
21k views

Why is multicollinearity not checked in modern statistics/machine learning

In traditional statistics, while building a model, we check for multicollinearity using methods such as estimates of the variance inflation factor (VIF), but in machine learning, we instead use ...
92
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3answers
125k views

How do you calculate precision and recall for multiclass classification using confusion matrix?

I wonder how to compute precision and recall using a confusion matrix for a multi-class classification problem. Specifically, an observation can only be assigned to its most probable class / label. I ...
66
votes
2answers
38k views

Solving for regression parameters in closed-form vs gradient descent

In Andrew Ng's machine learning course, he introduces linear regression and logistic regression, and shows how to fit the model parameters using gradient descent and Newton's method. I know gradient ...
36
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6answers
76k views

Data normalization and standardization in neural networks

I am trying to predict the outcome of a complex system using neural networks (ANN's). The outcome (dependent) values range between 0 and 10,000. The different input variables have different ranges. ...
33
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5answers
4k views

Can you overfit by training machine learning algorithms using CV/Bootstrap?

This question may well be too open-ended to get a definitive answer, but hopefully not. Machine learning algorithms, such as SVM, GBM, Random Forest etc, generally have some free parameters that, ...
24
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1answer
3k views

Computation of the marginal likelihood from MCMC samples

This is a recurring question (see this post, this post and this post), but I have a different spin. Suppose I have a bunch of samples from a generic MCMC sampler. For each sample $\theta$, I know the ...
11
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2answers
2k views

Compare classifiers based on AUROC or accuracy?

I have a binary classification problem and I experiment different classifiers on it: I want to compare the classifiers. which one is a better measure AUC or accuracy? And why? ...
9
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2answers
11k views

Why does PCA maximize total variance of the projection?

Christopher Bishop writes in his book Pattern Recognition and Machine Learning a proof, that each consecutive principal component maximizes the variance of the projection to one dimension, after the ...
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3answers
18k views

Why does gap statistic for k-means suggest one cluster, even though there are obviously two of them?

I am using K-means to cluster my data and was looking for a way to suggest an "optimal" cluster number. Gap statistics seems to be a common way to find a good cluster number. For some reason it ...
10
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1answer
487 views

What justifies this calculation of the derivative of a matrix function?

In Andrew Ng's machine learning course, he uses this formula: $\nabla_A tr(ABA^TC) = CAB + C^TAB^T$ and he does a quick proof which is shown below: $\nabla_A tr(ABA^TC) \\ = \nabla_A tr(f(A)A^TC) \\...
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3answers
2k views

Why AUC =1 even classifier has misclassified half of the samples?

I am using a classifier which returns probabilities. To calculate AUC, I am using pROC R-package. The output probabilities from classifier are: ...
10
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0answers
1k views

Machine learning self-learning book? [duplicate]

Possible Duplicate: Machine learning cookbook / reference card / cheatsheet? I wonder if there is a good self-learning textbook for machine learning? I am particularly looking for those in ...
5
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1answer
5k views

What is probabilistic inference?

I am reading Chris Bishop's Pattern Recognition and Machine Learning textbook. I came across the term probabilistic inference several times. I have a couple of questions. Is probabilistic inference ...
12
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1answer
794 views

What is the meaning of the axes in t-SNE?

I'm currently trying to wrap my head around the t-SNE math. Unfortunately, there is still one question I can't answer satisfactorily: What is the actual meaning of the axes in a t-SNE graph? If I were ...
127
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2answers
122k views

A list of cost functions used in neural networks, alongside applications

What are common cost functions used in evaluating the performance of neural networks? Details (feel free to skip the rest of this question, my intent here is simply to provide clarification on ...
76
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8answers
58k views

Objective function, cost function, loss function: are they the same thing?

In machine learning, people talk about objective function, cost function, loss function. Are they just different names of the same thing? When to use them? If they are not always refer to the same ...
79
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2answers
86k views

tanh activation function vs sigmoid activation function

The tanh activation function is: $$tanh \left( x \right) = 2 \cdot \sigma \left( 2 x \right) - 1$$ Where $\sigma(x)$, the sigmoid function, is defined as: $$\sigma(x) = \frac{e^x}{1 + e^x}$$. ...
32
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1answer
23k views

Relative variable importance for Boosting

I'm looking for an explanation of how relative variable importance is computed in Gradient Boosted Trees that is not overly general/simplistic like: The measures are based on the number of times a ...
17
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12answers
32k views

Best books for an introduction to statistical data analysis?

I bought this book: How to Measure Anything: Finding the Value of Intangibles in Business and Head First Data Analysis: A Learner's Guide to Big Numbers, Statistics, and Good Decisions What ...