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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10 answers
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Why is accuracy not the best measure for assessing classification models?

This is a general question that was asked indirectly multiple times in here, but it lacks a single authoritative answer. It would be great to have a detailed answer to this for the reference. ...
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71 votes
4 answers
50k views

Reduce Classification Probability Threshold

I have a question regarding classification in general. Let $f$ be a classifier, which outputs a set of probabilities given some data D. Normally, one would say: well, if $P(c|D) > 0.5$, we will ...
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256 votes
3 answers
25k views

How to know that your machine learning problem is hopeless?

Imagine a standard machine-learning scenario: You are confronted with a large multivariate dataset and you have a pretty blurry understanding of it. What you need to do is to make predictions ...
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90 votes
8 answers
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When is unbalanced data really a problem in Machine Learning?

We already had multiple questions about unbalanced data when using logistic regression, SVM, decision trees, bagging and a number of other similar questions, what makes it a very popular topic! ...
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22 votes
2 answers
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Proper scoring rule when there is a decision to make (e.g. spam vs ham email)

Among others on here, Frank Harrell is adamant about using proper scoring rules to assess classifiers. This makes sense. If we have 500 $0$s with $P(1)\in[0.45, 0.49]$ and 500 $1$s with $P(1)\in[0.51, ...
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106 votes
4 answers
39k views

Why isn't Logistic Regression called Logistic Classification?

Since Logistic Regression is a statistical classification model dealing with categorical dependent variables, why isn't it called Logistic Classification? Shouldn't the "Regression" name be reserved ...
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541 votes
11 answers
615k views

What is the difference between test set and validation set?

I found this confusing when I use the neural network toolbox in Matlab. It divided the raw data set into three parts: training set validation set test set I notice in many training or learning ...
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423 votes
5 answers
160k views

How to understand the drawbacks of K-means

K-means is a widely used method in cluster analysis. In my understanding, this method does NOT require ANY assumptions, i.e., give me a dataset and a pre-specified number of clusters, k, and I just ...
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178 votes
5 answers
63k views

Training on the full dataset after cross-validation?

TL:DR: Is it ever a good idea to train an ML model on all the data available before shipping it to production? Put another way, is it ever ok to train on all data available and not check if the model ...
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479 votes
20 answers
168k views

The Two Cultures: statistics vs. machine learning?

Last year, I read a blog post from Brendan O'Connor entitled "Statistics vs. Machine Learning, fight!" that discussed some of the differences between the two fields. Andrew Gelman responded favorably ...
128 votes
9 answers
69k views

Bias and variance in leave-one-out vs K-fold cross validation

How do different cross-validation methods compare in terms of model variance and bias? My question is partly motivated by this thread: Optimal number of folds in $K$-fold cross-validation: is leave-...
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56 votes
4 answers
24k views

Can a random forest be used for feature selection in multiple linear regression?

Since RF can handle non-linearity but can't provide coefficients, would it be wise to use random forest to gather the most important features and then plug those features into a multiple linear ...
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174 votes
4 answers
157k views

Choice of K in K-fold cross-validation

I've been using the $K$-fold cross-validation a few times now to evaluate performance of some learning algorithms, but I've always been puzzled as to how I should choose the value of $K$. I've often ...
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21 votes
2 answers
5k views

What is happening here, when I use squared loss in logistic regression setting?

I am trying to use squared loss to do binary classification on a toy data set. I am using mtcars data set, use mile per gallon and weight to predict transmission ...
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333 votes
8 answers
128k views

Why is Euclidean distance not a good metric in high dimensions?

I read that 'Euclidean distance is not a good distance in high dimensions'. I guess this statement has something to do with the curse of dimensionality, but what exactly? Besides, what is 'high ...
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37 votes
2 answers
30k views

Dropping one of the columns when using one-hot encoding

My understanding is that in machine learning it can be a problem if your dataset has highly correlated features, as they effectively encode the same information. Recently someone pointed out that ...
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61 votes
17 answers
11k views

Machine learning cookbook / reference card / cheatsheet?

I find resources like the Probability and Statistics Cookbook and The R Reference Card for Data Mining incredibly useful. They obviously serve well as references but also help me to organize my ...
53 votes
4 answers
27k views

Class imbalance in Supervised Machine Learning

This is a question in general, not specific to any method or data set. How do we deal with a class imbalance problem in Supervised Machine learning where the number of 0 is around 90% and number of 1 ...
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74 votes
12 answers
98k views

Hold-out validation vs. cross-validation

To me, it seems that hold-out validation is useless. That is, splitting the original dataset into two-parts (training and testing) and using the testing score as a generalization measure, is somewhat ...
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48 votes
3 answers
45k views

PCA and the train/test split

I have a dataset for which I have multiple sets of binary labels. For each set of labels, I train a classifier, evaluating it by cross-validation. I want to reduce dimensionality using principal ...
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139 votes
9 answers
57k views

Obtaining knowledge from a random forest

Random forests are considered to be black boxes, but recently I was thinking what knowledge can be obtained from a random forest? The most obvious thing is the importance of the variables, in the ...
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129 votes
5 answers
75k views

How does a Support Vector Machine (SVM) work?

How does a Support Vector Machine (SVM) work, and what differentiates it from other linear classifiers, such as the Linear Perceptron, Linear Discriminant Analysis, or Logistic Regression? * (* I'm ...
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91 votes
6 answers
45k views

Feature selection for "final" model when performing cross-validation in machine learning

I am getting a bit confused about feature selection and machine learning and I was wondering if you could help me out. I have a microarray dataset that is classified into two groups and has 1000s of ...
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49 votes
1 answer
65k views

How to interpret error measures?

I am running the classify in Weka for a certain dataset and I've noticed that if I'm trying to predict a nominal value the output specifically shows the correctly and incorrectly predicted values. ...
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36 votes
3 answers
40k views

Why is AUC higher for a classifier that is less accurate than for one that is more accurate?

I have two classifiers A: naive Bayesian network B: tree (singly-connected) Bayesian network In terms of accuracy and other measures, A performs comparatively worse than B. However, when I use the R ...
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93 votes
5 answers
38k 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 ...
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18 votes
4 answers
11k views

Are there any non-distance based clustering algorithms?

It seems that for K-means and other related algorithms, clustering is based off calculating distance between points. Is there one that works without it?
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40 votes
3 answers
13k views

Do we need gradient descent to find the coefficients of a linear regression model?

I was trying to learn machine learning using the Coursera material. In this lecture, Andrew Ng uses gradient descent algorithm to find the coefficients of the linear regression model that will ...
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32 votes
5 answers
10k views

What problem does oversampling, undersampling, and SMOTE solve?

In a recent, well recieved, question, Tim asks when is unbalanced data really a problem in Machine Learning? The premise of the question is that there is a lot of machine learning literature ...
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89 votes
3 answers
28k views

Why is ridge regression called "ridge", why is it needed, and what happens when $\lambda$ goes to infinity?

Ridge regression coefficient estimate $\hat{\beta}^R$ are the values that minimize the $$ \text{RSS} + \lambda \sum_{j=1}^p\beta_j^2. $$ My questions are: If $\lambda = 0$, then we see that the ...
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57 votes
6 answers
32k views

Practical hyperparameter optimization: Random vs. grid search

I'm currently going through Bengio's and Bergstra's Random Search for Hyper-Parameter Optimization [1] where the authors claim random search is more efficient than grid search in achieving ...
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37 votes
2 answers
13k 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, ...
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22 votes
2 answers
7k views

How does linear discriminant analysis reduce the dimensions?

There are words from "The Elements of Statistical Learning" on page 91: The K centroids in p-dimensional input space span at most K-1 dimensional subspace, and if p is much larger than K, this ...
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13 votes
1 answer
10k views

How to know if a learning curve from SVM model suffers from bias or variance?

I created this learning curve and I want to know if my SVM model suffers from bias or variance? How can I conclude that from this graph?
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114 votes
6 answers
46k views

Is it possible to train a neural network without backpropagation?

Many neural network books and tutorials spend a lot of time on the backpropagation algorithm, which is essentially a tool to compute the gradient. Let's assume we are building a model with ~10K ...
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115 votes
7 answers
75k 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 ...
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29 votes
2 answers
11k views

When should we discretize/bin continuous independent variables/features and when should not?

When should we discretize/bin independent variables/features and when should not? My attempts to answer the question: In general, we should not bin, because binning will lose information. Binning is ...
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20 votes
3 answers
10k views

Statistical significance (p-value) for comparing two classifiers with respect to (mean) ROC AUC, sensitivity and specificity

I have a test set of 100 cases and two classifiers. I generated predictions and computed ROC AUC, sensitivity and specificity for both classifiers. Question 1: How can I compute p-value to check if ...
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223 votes
9 answers
104k views

Why is Newton's method not widely used in machine learning?

This is something that has been bugging me for a while, and I couldn't find any satisfactory answers online, so here goes: After reviewing a set of lectures on convex optimization, Newton's method ...
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189 votes
10 answers
43k views

Why the sudden fascination with tensors?

I've noticed lately that a lot of people are developing tensor equivalents of many methods (tensor factorization, tensor kernels, tensors for topic modeling, etc) I'm wondering, why is the world ...
115 votes
4 answers
212k 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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  • 1,605
61 votes
7 answers
43k views

Binary classification with strongly unbalanced classes

I have a data set in the form of (features, binary output 0 or 1), but 1 happens pretty rarely, so just by always predicting 0, I get accuracy between 70% and 90% (depending on the particular data I ...
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291 votes
8 answers
205k 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?
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178 votes
8 answers
339k views

What is the influence of C in SVMs with linear kernel?

I am currently using an SVM with a linear kernel to classify my data. There is no error on the training set. I tried several values for the parameter $C$ ($10^{-5}, \dots, 10^2$). This did not ...
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78 votes
6 answers
11k views

Variable selection for predictive modeling really needed in 2016?

This question has been asked on CV some yrs ago, it seems worth a repost in light of 1) order of magnitude better computing technology (e.g. parallel computing, HPC etc) and 2) newer techniques, e.g. [...
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76 votes
8 answers
116k 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 ...
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55 votes
7 answers
122k views

Is it a good practice to always scale/normalize data for machine learning? [duplicate]

My understanding is that when some features have different ranges in their values (for example, imagine one feature being the age of a person and another one being their salary in USD) will affect ...
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36 votes
3 answers
51k views

What algorithms need feature scaling, beside from SVM?

I am working with many algorithms: RandomForest, DecisionTrees, NaiveBayes, SVM (kernel=linear and rbf), KNN, LDA and XGBoost. All of them were pretty fast except for SVM. That is when I got to know ...
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  • 1,019
32 votes
5 answers
3k views

How can you account for COVID-19 in your models?

How are you dealing with the coronavirus "event" in your machine learning models? Let's say you used to predict the number of sales each month. The virus affected your results last year and ...
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233 votes
4 answers
106k 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 ...
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